CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5128 |
1.5141 |
0.0013 |
0.1% |
1.5181 |
| High |
1.5194 |
1.5173 |
-0.0021 |
-0.1% |
1.5263 |
| Low |
1.5051 |
1.5070 |
0.0019 |
0.1% |
1.5068 |
| Close |
1.5151 |
1.5117 |
-0.0034 |
-0.2% |
1.5160 |
| Range |
0.0143 |
0.0103 |
-0.0040 |
-28.0% |
0.0195 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
101,412 |
102,210 |
798 |
0.8% |
563,168 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5429 |
1.5376 |
1.5174 |
|
| R3 |
1.5326 |
1.5273 |
1.5145 |
|
| R2 |
1.5223 |
1.5223 |
1.5136 |
|
| R1 |
1.5170 |
1.5170 |
1.5126 |
1.5145 |
| PP |
1.5120 |
1.5120 |
1.5120 |
1.5108 |
| S1 |
1.5067 |
1.5067 |
1.5108 |
1.5042 |
| S2 |
1.5017 |
1.5017 |
1.5098 |
|
| S3 |
1.4914 |
1.4964 |
1.5089 |
|
| S4 |
1.4811 |
1.4861 |
1.5060 |
|
|
| 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% |
0.0130 |
0.9% |
31% |
False |
False |
114,917 |
| 10 |
1.5263 |
1.5027 |
0.0236 |
1.6% |
0.0114 |
0.8% |
38% |
False |
False |
106,370 |
| 20 |
1.5656 |
1.5027 |
0.0629 |
4.2% |
0.0109 |
0.7% |
14% |
False |
False |
82,709 |
| 40 |
1.5813 |
1.5027 |
0.0786 |
5.2% |
0.0114 |
0.8% |
11% |
False |
False |
61,416 |
| 60 |
1.6160 |
1.5027 |
0.1133 |
7.5% |
0.0106 |
0.7% |
8% |
False |
False |
41,037 |
| 80 |
1.6283 |
1.5027 |
0.1256 |
8.3% |
0.0104 |
0.7% |
7% |
False |
False |
30,802 |
| 100 |
1.6552 |
1.5027 |
0.1525 |
10.1% |
0.0092 |
0.6% |
6% |
False |
False |
24,648 |
| 120 |
1.6838 |
1.5027 |
0.1811 |
12.0% |
0.0077 |
0.5% |
5% |
False |
False |
20,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5611 |
|
2.618 |
1.5443 |
|
1.618 |
1.5340 |
|
1.000 |
1.5276 |
|
0.618 |
1.5237 |
|
HIGH |
1.5173 |
|
0.618 |
1.5134 |
|
0.500 |
1.5122 |
|
0.382 |
1.5109 |
|
LOW |
1.5070 |
|
0.618 |
1.5006 |
|
1.000 |
1.4967 |
|
1.618 |
1.4903 |
|
2.618 |
1.4800 |
|
4.250 |
1.4632 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5122 |
1.5140 |
| PP |
1.5120 |
1.5132 |
| S1 |
1.5119 |
1.5125 |
|