CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5186 |
1.5139 |
-0.0047 |
-0.3% |
1.5128 |
| High |
1.5216 |
1.5158 |
-0.0058 |
-0.4% |
1.5208 |
| Low |
1.5127 |
1.5013 |
-0.0114 |
-0.8% |
1.4946 |
| Close |
1.5153 |
1.5043 |
-0.0110 |
-0.7% |
1.5011 |
| Range |
0.0089 |
0.0145 |
0.0056 |
62.9% |
0.0262 |
| ATR |
0.0122 |
0.0123 |
0.0002 |
1.4% |
0.0000 |
| Volume |
81,516 |
88,774 |
7,258 |
8.9% |
408,859 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5506 |
1.5420 |
1.5123 |
|
| R3 |
1.5361 |
1.5275 |
1.5083 |
|
| R2 |
1.5216 |
1.5216 |
1.5070 |
|
| R1 |
1.5130 |
1.5130 |
1.5056 |
1.5101 |
| PP |
1.5071 |
1.5071 |
1.5071 |
1.5057 |
| S1 |
1.4985 |
1.4985 |
1.5030 |
1.4956 |
| S2 |
1.4926 |
1.4926 |
1.5016 |
|
| S3 |
1.4781 |
1.4840 |
1.5003 |
|
| S4 |
1.4636 |
1.4695 |
1.4963 |
|
|
| 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% |
0.0120 |
0.8% |
36% |
False |
False |
89,062 |
| 10 |
1.5261 |
1.4946 |
0.0315 |
2.1% |
0.0137 |
0.9% |
31% |
False |
False |
101,506 |
| 20 |
1.5612 |
1.4946 |
0.0666 |
4.4% |
0.0128 |
0.9% |
15% |
False |
False |
98,475 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0116 |
0.8% |
12% |
False |
False |
74,927 |
| 60 |
1.6010 |
1.4946 |
0.1064 |
7.1% |
0.0112 |
0.7% |
9% |
False |
False |
50,135 |
| 80 |
1.6202 |
1.4946 |
0.1256 |
8.3% |
0.0107 |
0.7% |
8% |
False |
False |
37,636 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.3% |
0.0100 |
0.7% |
6% |
False |
False |
30,117 |
| 120 |
1.6771 |
1.4946 |
0.1825 |
12.1% |
0.0084 |
0.6% |
5% |
False |
False |
25,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5774 |
|
2.618 |
1.5538 |
|
1.618 |
1.5393 |
|
1.000 |
1.5303 |
|
0.618 |
1.5248 |
|
HIGH |
1.5158 |
|
0.618 |
1.5103 |
|
0.500 |
1.5086 |
|
0.382 |
1.5068 |
|
LOW |
1.5013 |
|
0.618 |
1.4923 |
|
1.000 |
1.4868 |
|
1.618 |
1.4778 |
|
2.618 |
1.4633 |
|
4.250 |
1.4397 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5086 |
1.5116 |
| PP |
1.5071 |
1.5092 |
| S1 |
1.5057 |
1.5067 |
|