CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1.5138 |
1.5002 |
-0.0136 |
-0.9% |
1.5128 |
High |
1.5208 |
1.5031 |
-0.0177 |
-1.2% |
1.5208 |
Low |
1.4966 |
1.4946 |
-0.0020 |
-0.1% |
1.4946 |
Close |
1.5012 |
1.5011 |
-0.0001 |
0.0% |
1.5011 |
Range |
0.0242 |
0.0085 |
-0.0157 |
-64.9% |
0.0262 |
ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.3% |
0.0000 |
Volume |
101,810 |
103,427 |
1,617 |
1.6% |
408,859 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5251 |
1.5216 |
1.5058 |
|
R3 |
1.5166 |
1.5131 |
1.5034 |
|
R2 |
1.5081 |
1.5081 |
1.5027 |
|
R1 |
1.5046 |
1.5046 |
1.5019 |
1.5064 |
PP |
1.4996 |
1.4996 |
1.4996 |
1.5005 |
S1 |
1.4961 |
1.4961 |
1.5003 |
1.4979 |
S2 |
1.4911 |
1.4911 |
1.4995 |
|
S3 |
1.4826 |
1.4876 |
1.4988 |
|
S4 |
1.4741 |
1.4791 |
1.4964 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5841 |
1.5688 |
1.5155 |
|
R3 |
1.5579 |
1.5426 |
1.5083 |
|
R2 |
1.5317 |
1.5317 |
1.5059 |
|
R1 |
1.5164 |
1.5164 |
1.5035 |
1.5110 |
PP |
1.5055 |
1.5055 |
1.5055 |
1.5028 |
S1 |
1.4902 |
1.4902 |
1.4987 |
1.4848 |
S2 |
1.4793 |
1.4793 |
1.4963 |
|
S3 |
1.4531 |
1.4640 |
1.4939 |
|
S4 |
1.4269 |
1.4378 |
1.4867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5228 |
1.4946 |
0.0282 |
1.9% |
0.0147 |
1.0% |
23% |
False |
True |
103,386 |
10 |
1.5263 |
1.4946 |
0.0317 |
2.1% |
0.0129 |
0.9% |
21% |
False |
True |
109,303 |
20 |
1.5612 |
1.4946 |
0.0666 |
4.4% |
0.0115 |
0.8% |
10% |
False |
True |
87,762 |
40 |
1.5813 |
1.4946 |
0.0867 |
5.8% |
0.0118 |
0.8% |
7% |
False |
True |
66,537 |
60 |
1.6160 |
1.4946 |
0.1214 |
8.1% |
0.0110 |
0.7% |
5% |
False |
True |
44,451 |
80 |
1.6251 |
1.4946 |
0.1305 |
8.7% |
0.0106 |
0.7% |
5% |
False |
True |
33,365 |
100 |
1.6494 |
1.4946 |
0.1548 |
10.3% |
0.0096 |
0.6% |
4% |
False |
True |
26,699 |
120 |
1.6831 |
1.4946 |
0.1885 |
12.6% |
0.0080 |
0.5% |
3% |
False |
True |
22,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5392 |
2.618 |
1.5254 |
1.618 |
1.5169 |
1.000 |
1.5116 |
0.618 |
1.5084 |
HIGH |
1.5031 |
0.618 |
1.4999 |
0.500 |
1.4989 |
0.382 |
1.4978 |
LOW |
1.4946 |
0.618 |
1.4893 |
1.000 |
1.4861 |
1.618 |
1.4808 |
2.618 |
1.4723 |
4.250 |
1.4585 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5004 |
1.5077 |
PP |
1.4996 |
1.5055 |
S1 |
1.4989 |
1.5033 |
|