CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5139 |
1.5067 |
-0.0072 |
-0.5% |
1.5004 |
| High |
1.5158 |
1.5095 |
-0.0063 |
-0.4% |
1.5219 |
| Low |
1.5013 |
1.4985 |
-0.0028 |
-0.2% |
1.4983 |
| Close |
1.5043 |
1.5053 |
0.0010 |
0.1% |
1.5053 |
| Range |
0.0145 |
0.0110 |
-0.0035 |
-24.1% |
0.0236 |
| ATR |
0.0123 |
0.0123 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
88,774 |
93,881 |
5,107 |
5.8% |
435,766 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5374 |
1.5324 |
1.5114 |
|
| R3 |
1.5264 |
1.5214 |
1.5083 |
|
| R2 |
1.5154 |
1.5154 |
1.5073 |
|
| R1 |
1.5104 |
1.5104 |
1.5063 |
1.5074 |
| PP |
1.5044 |
1.5044 |
1.5044 |
1.5030 |
| S1 |
1.4994 |
1.4994 |
1.5043 |
1.4964 |
| S2 |
1.4934 |
1.4934 |
1.5033 |
|
| S3 |
1.4824 |
1.4884 |
1.5023 |
|
| S4 |
1.4714 |
1.4774 |
1.4993 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5793 |
1.5659 |
1.5183 |
|
| R3 |
1.5557 |
1.5423 |
1.5118 |
|
| R2 |
1.5321 |
1.5321 |
1.5096 |
|
| R1 |
1.5187 |
1.5187 |
1.5075 |
1.5254 |
| PP |
1.5085 |
1.5085 |
1.5085 |
1.5119 |
| S1 |
1.4951 |
1.4951 |
1.5031 |
1.5018 |
| S2 |
1.4849 |
1.4849 |
1.5010 |
|
| S3 |
1.4613 |
1.4715 |
1.4988 |
|
| S4 |
1.4377 |
1.4479 |
1.4923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5219 |
1.4983 |
0.0236 |
1.6% |
0.0125 |
0.8% |
30% |
False |
False |
87,153 |
| 10 |
1.5228 |
1.4946 |
0.0282 |
1.9% |
0.0136 |
0.9% |
38% |
False |
False |
95,269 |
| 20 |
1.5577 |
1.4946 |
0.0631 |
4.2% |
0.0130 |
0.9% |
17% |
False |
False |
101,088 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0116 |
0.8% |
13% |
False |
False |
77,189 |
| 60 |
1.6003 |
1.4946 |
0.1057 |
7.0% |
0.0113 |
0.7% |
10% |
False |
False |
51,698 |
| 80 |
1.6202 |
1.4946 |
0.1256 |
8.3% |
0.0107 |
0.7% |
9% |
False |
False |
38,808 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.3% |
0.0101 |
0.7% |
7% |
False |
False |
31,056 |
| 120 |
1.6771 |
1.4946 |
0.1825 |
12.1% |
0.0085 |
0.6% |
6% |
False |
False |
25,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5563 |
|
2.618 |
1.5383 |
|
1.618 |
1.5273 |
|
1.000 |
1.5205 |
|
0.618 |
1.5163 |
|
HIGH |
1.5095 |
|
0.618 |
1.5053 |
|
0.500 |
1.5040 |
|
0.382 |
1.5027 |
|
LOW |
1.4985 |
|
0.618 |
1.4917 |
|
1.000 |
1.4875 |
|
1.618 |
1.4807 |
|
2.618 |
1.4697 |
|
4.250 |
1.4518 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5049 |
1.5101 |
| PP |
1.5044 |
1.5085 |
| S1 |
1.5040 |
1.5069 |
|