CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5079 |
1.5186 |
0.0107 |
0.7% |
1.5128 |
| High |
1.5219 |
1.5216 |
-0.0003 |
0.0% |
1.5208 |
| Low |
1.5055 |
1.5127 |
0.0072 |
0.5% |
1.4946 |
| Close |
1.5196 |
1.5153 |
-0.0043 |
-0.3% |
1.5011 |
| Range |
0.0164 |
0.0089 |
-0.0075 |
-45.7% |
0.0262 |
| ATR |
0.0124 |
0.0122 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
97,411 |
81,516 |
-15,895 |
-16.3% |
408,859 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5432 |
1.5382 |
1.5202 |
|
| R3 |
1.5343 |
1.5293 |
1.5177 |
|
| R2 |
1.5254 |
1.5254 |
1.5169 |
|
| R1 |
1.5204 |
1.5204 |
1.5161 |
1.5185 |
| PP |
1.5165 |
1.5165 |
1.5165 |
1.5156 |
| S1 |
1.5115 |
1.5115 |
1.5145 |
1.5096 |
| S2 |
1.5076 |
1.5076 |
1.5137 |
|
| S3 |
1.4987 |
1.5026 |
1.5129 |
|
| S4 |
1.4898 |
1.4937 |
1.5104 |
|
|
| 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% |
0.0139 |
0.9% |
76% |
False |
False |
91,669 |
| 10 |
1.5263 |
1.4946 |
0.0317 |
2.1% |
0.0135 |
0.9% |
65% |
False |
False |
103,293 |
| 20 |
1.5612 |
1.4946 |
0.0666 |
4.4% |
0.0125 |
0.8% |
31% |
False |
False |
96,294 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0116 |
0.8% |
25% |
False |
False |
72,766 |
| 60 |
1.6010 |
1.4946 |
0.1064 |
7.0% |
0.0111 |
0.7% |
19% |
False |
False |
48,661 |
| 80 |
1.6202 |
1.4946 |
0.1256 |
8.3% |
0.0108 |
0.7% |
16% |
False |
False |
36,526 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0098 |
0.6% |
13% |
False |
False |
29,229 |
| 120 |
1.6793 |
1.4946 |
0.1847 |
12.2% |
0.0083 |
0.5% |
11% |
False |
False |
24,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5594 |
|
2.618 |
1.5449 |
|
1.618 |
1.5360 |
|
1.000 |
1.5305 |
|
0.618 |
1.5271 |
|
HIGH |
1.5216 |
|
0.618 |
1.5182 |
|
0.500 |
1.5172 |
|
0.382 |
1.5161 |
|
LOW |
1.5127 |
|
0.618 |
1.5072 |
|
1.000 |
1.5038 |
|
1.618 |
1.4983 |
|
2.618 |
1.4894 |
|
4.250 |
1.4749 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5172 |
1.5136 |
| PP |
1.5165 |
1.5118 |
| S1 |
1.5159 |
1.5101 |
|