CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5004 |
1.5079 |
0.0075 |
0.5% |
1.5128 |
| High |
1.5099 |
1.5219 |
0.0120 |
0.8% |
1.5208 |
| Low |
1.4983 |
1.5055 |
0.0072 |
0.5% |
1.4946 |
| Close |
1.5071 |
1.5196 |
0.0125 |
0.8% |
1.5011 |
| Range |
0.0116 |
0.0164 |
0.0048 |
41.4% |
0.0262 |
| ATR |
0.0121 |
0.0124 |
0.0003 |
2.5% |
0.0000 |
| Volume |
74,184 |
97,411 |
23,227 |
31.3% |
408,859 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5649 |
1.5586 |
1.5286 |
|
| R3 |
1.5485 |
1.5422 |
1.5241 |
|
| R2 |
1.5321 |
1.5321 |
1.5226 |
|
| R1 |
1.5258 |
1.5258 |
1.5211 |
1.5290 |
| PP |
1.5157 |
1.5157 |
1.5157 |
1.5172 |
| S1 |
1.5094 |
1.5094 |
1.5181 |
1.5126 |
| S2 |
1.4993 |
1.4993 |
1.5166 |
|
| S3 |
1.4829 |
1.4930 |
1.5151 |
|
| S4 |
1.4665 |
1.4766 |
1.5106 |
|
|
| 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 |
1.5219 |
1.4946 |
0.0273 |
1.8% |
0.0142 |
0.9% |
92% |
True |
False |
95,808 |
| 10 |
1.5263 |
1.4946 |
0.0317 |
2.1% |
0.0137 |
0.9% |
79% |
False |
False |
106,429 |
| 20 |
1.5612 |
1.4946 |
0.0666 |
4.4% |
0.0124 |
0.8% |
38% |
False |
False |
94,488 |
| 40 |
1.5813 |
1.4946 |
0.0867 |
5.7% |
0.0119 |
0.8% |
29% |
False |
False |
70,777 |
| 60 |
1.6017 |
1.4946 |
0.1071 |
7.0% |
0.0111 |
0.7% |
23% |
False |
False |
47,310 |
| 80 |
1.6202 |
1.4946 |
0.1256 |
8.3% |
0.0108 |
0.7% |
20% |
False |
False |
35,509 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0098 |
0.6% |
16% |
False |
False |
28,414 |
| 120 |
1.6803 |
1.4946 |
0.1857 |
12.2% |
0.0082 |
0.5% |
13% |
False |
False |
23,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5916 |
|
2.618 |
1.5648 |
|
1.618 |
1.5484 |
|
1.000 |
1.5383 |
|
0.618 |
1.5320 |
|
HIGH |
1.5219 |
|
0.618 |
1.5156 |
|
0.500 |
1.5137 |
|
0.382 |
1.5118 |
|
LOW |
1.5055 |
|
0.618 |
1.4954 |
|
1.000 |
1.4891 |
|
1.618 |
1.4790 |
|
2.618 |
1.4626 |
|
4.250 |
1.4358 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5176 |
1.5158 |
| PP |
1.5157 |
1.5120 |
| S1 |
1.5137 |
1.5083 |
|