CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5169 |
1.5128 |
-0.0041 |
-0.3% |
1.5181 |
| High |
1.5228 |
1.5194 |
-0.0034 |
-0.2% |
1.5263 |
| Low |
1.5068 |
1.5051 |
-0.0017 |
-0.1% |
1.5068 |
| Close |
1.5160 |
1.5151 |
-0.0009 |
-0.1% |
1.5160 |
| Range |
0.0160 |
0.0143 |
-0.0017 |
-10.6% |
0.0195 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.8% |
0.0000 |
| Volume |
108,071 |
101,412 |
-6,659 |
-6.2% |
563,168 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5561 |
1.5499 |
1.5230 |
|
| R3 |
1.5418 |
1.5356 |
1.5190 |
|
| R2 |
1.5275 |
1.5275 |
1.5177 |
|
| R1 |
1.5213 |
1.5213 |
1.5164 |
1.5244 |
| PP |
1.5132 |
1.5132 |
1.5132 |
1.5148 |
| S1 |
1.5070 |
1.5070 |
1.5138 |
1.5101 |
| S2 |
1.4989 |
1.4989 |
1.5125 |
|
| S3 |
1.4846 |
1.4927 |
1.5112 |
|
| S4 |
1.4703 |
1.4784 |
1.5072 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5649 |
1.5267 |
|
| R3 |
1.5554 |
1.5454 |
1.5214 |
|
| R2 |
1.5359 |
1.5359 |
1.5196 |
|
| R1 |
1.5259 |
1.5259 |
1.5178 |
1.5212 |
| PP |
1.5164 |
1.5164 |
1.5164 |
1.5140 |
| S1 |
1.5064 |
1.5064 |
1.5142 |
1.5017 |
| S2 |
1.4969 |
1.4969 |
1.5124 |
|
| S3 |
1.4774 |
1.4869 |
1.5106 |
|
| S4 |
1.4579 |
1.4674 |
1.5053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5263 |
1.5051 |
0.0212 |
1.4% |
0.0132 |
0.9% |
47% |
False |
True |
117,051 |
| 10 |
1.5265 |
1.5027 |
0.0238 |
1.6% |
0.0117 |
0.8% |
52% |
False |
False |
106,239 |
| 20 |
1.5673 |
1.5027 |
0.0646 |
4.3% |
0.0108 |
0.7% |
19% |
False |
False |
80,988 |
| 40 |
1.5813 |
1.5027 |
0.0786 |
5.2% |
0.0113 |
0.7% |
16% |
False |
False |
58,873 |
| 60 |
1.6160 |
1.5027 |
0.1133 |
7.5% |
0.0105 |
0.7% |
11% |
False |
False |
39,335 |
| 80 |
1.6312 |
1.5027 |
0.1285 |
8.5% |
0.0103 |
0.7% |
10% |
False |
False |
29,526 |
| 100 |
1.6552 |
1.5027 |
0.1525 |
10.1% |
0.0091 |
0.6% |
8% |
False |
False |
23,626 |
| 120 |
1.6871 |
1.5027 |
0.1844 |
12.2% |
0.0077 |
0.5% |
7% |
False |
False |
19,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5802 |
|
2.618 |
1.5568 |
|
1.618 |
1.5425 |
|
1.000 |
1.5337 |
|
0.618 |
1.5282 |
|
HIGH |
1.5194 |
|
0.618 |
1.5139 |
|
0.500 |
1.5123 |
|
0.382 |
1.5106 |
|
LOW |
1.5051 |
|
0.618 |
1.4963 |
|
1.000 |
1.4908 |
|
1.618 |
1.4820 |
|
2.618 |
1.4677 |
|
4.250 |
1.4443 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5142 |
1.5156 |
| PP |
1.5132 |
1.5154 |
| S1 |
1.5123 |
1.5153 |
|