CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5002 |
1.5004 |
0.0002 |
0.0% |
1.5128 |
| High |
1.5031 |
1.5099 |
0.0068 |
0.5% |
1.5208 |
| Low |
1.4946 |
1.4983 |
0.0037 |
0.2% |
1.4946 |
| Close |
1.5011 |
1.5071 |
0.0060 |
0.4% |
1.5011 |
| Range |
0.0085 |
0.0116 |
0.0031 |
36.5% |
0.0262 |
| ATR |
0.0122 |
0.0121 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
103,427 |
74,184 |
-29,243 |
-28.3% |
408,859 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5399 |
1.5351 |
1.5135 |
|
| R3 |
1.5283 |
1.5235 |
1.5103 |
|
| R2 |
1.5167 |
1.5167 |
1.5092 |
|
| R1 |
1.5119 |
1.5119 |
1.5082 |
1.5143 |
| PP |
1.5051 |
1.5051 |
1.5051 |
1.5063 |
| S1 |
1.5003 |
1.5003 |
1.5060 |
1.5027 |
| S2 |
1.4935 |
1.4935 |
1.5050 |
|
| S3 |
1.4819 |
1.4887 |
1.5039 |
|
| S4 |
1.4703 |
1.4771 |
1.5007 |
|
|
| 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 |
1.5208 |
1.4946 |
0.0262 |
1.7% |
0.0138 |
0.9% |
48% |
False |
False |
96,608 |
| 10 |
1.5263 |
1.4946 |
0.0317 |
2.1% |
0.0130 |
0.9% |
39% |
False |
False |
104,621 |
| 20 |
1.5612 |
1.4946 |
0.0666 |
4.4% |
0.0118 |
0.8% |
19% |
False |
False |
90,164 |
| 40 |
1.5813 |
1.4946 |
0.0867 |
5.8% |
0.0118 |
0.8% |
14% |
False |
False |
68,380 |
| 60 |
1.6129 |
1.4946 |
0.1183 |
7.8% |
0.0110 |
0.7% |
11% |
False |
False |
45,687 |
| 80 |
1.6224 |
1.4946 |
0.1278 |
8.5% |
0.0107 |
0.7% |
10% |
False |
False |
34,292 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.3% |
0.0097 |
0.6% |
8% |
False |
False |
27,441 |
| 120 |
1.6831 |
1.4946 |
0.1885 |
12.5% |
0.0081 |
0.5% |
7% |
False |
False |
22,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5592 |
|
2.618 |
1.5403 |
|
1.618 |
1.5287 |
|
1.000 |
1.5215 |
|
0.618 |
1.5171 |
|
HIGH |
1.5099 |
|
0.618 |
1.5055 |
|
0.500 |
1.5041 |
|
0.382 |
1.5027 |
|
LOW |
1.4983 |
|
0.618 |
1.4911 |
|
1.000 |
1.4867 |
|
1.618 |
1.4795 |
|
2.618 |
1.4679 |
|
4.250 |
1.4490 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5061 |
1.5077 |
| PP |
1.5051 |
1.5075 |
| S1 |
1.5041 |
1.5073 |
|