CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5067 |
1.5081 |
0.0014 |
0.1% |
1.5004 |
| High |
1.5095 |
1.5086 |
-0.0009 |
-0.1% |
1.5219 |
| Low |
1.4985 |
1.5000 |
0.0015 |
0.1% |
1.4983 |
| Close |
1.5053 |
1.5032 |
-0.0021 |
-0.1% |
1.5053 |
| Range |
0.0110 |
0.0086 |
-0.0024 |
-21.8% |
0.0236 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
93,881 |
92,744 |
-1,137 |
-1.2% |
435,766 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5297 |
1.5251 |
1.5079 |
|
| R3 |
1.5211 |
1.5165 |
1.5056 |
|
| R2 |
1.5125 |
1.5125 |
1.5048 |
|
| R1 |
1.5079 |
1.5079 |
1.5040 |
1.5059 |
| PP |
1.5039 |
1.5039 |
1.5039 |
1.5030 |
| S1 |
1.4993 |
1.4993 |
1.5024 |
1.4973 |
| S2 |
1.4953 |
1.4953 |
1.5016 |
|
| S3 |
1.4867 |
1.4907 |
1.5008 |
|
| S4 |
1.4781 |
1.4821 |
1.4985 |
|
|
| 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 |
1.4985 |
0.0234 |
1.6% |
0.0119 |
0.8% |
20% |
False |
False |
90,865 |
| 10 |
1.5219 |
1.4946 |
0.0273 |
1.8% |
0.0128 |
0.9% |
32% |
False |
False |
93,736 |
| 20 |
1.5311 |
1.4946 |
0.0365 |
2.4% |
0.0121 |
0.8% |
24% |
False |
False |
100,241 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0115 |
0.8% |
10% |
False |
False |
79,424 |
| 60 |
1.6003 |
1.4946 |
0.1057 |
7.0% |
0.0114 |
0.8% |
8% |
False |
False |
53,238 |
| 80 |
1.6202 |
1.4946 |
0.1256 |
8.4% |
0.0107 |
0.7% |
7% |
False |
False |
39,967 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.3% |
0.0102 |
0.7% |
6% |
False |
False |
31,983 |
| 120 |
1.6771 |
1.4946 |
0.1825 |
12.1% |
0.0086 |
0.6% |
5% |
False |
False |
26,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5452 |
|
2.618 |
1.5311 |
|
1.618 |
1.5225 |
|
1.000 |
1.5172 |
|
0.618 |
1.5139 |
|
HIGH |
1.5086 |
|
0.618 |
1.5053 |
|
0.500 |
1.5043 |
|
0.382 |
1.5033 |
|
LOW |
1.5000 |
|
0.618 |
1.4947 |
|
1.000 |
1.4914 |
|
1.618 |
1.4861 |
|
2.618 |
1.4775 |
|
4.250 |
1.4635 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5043 |
1.5072 |
| PP |
1.5039 |
1.5058 |
| S1 |
1.5036 |
1.5045 |
|