CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5081 |
1.5023 |
-0.0058 |
-0.4% |
1.5004 |
| High |
1.5086 |
1.5194 |
0.0108 |
0.7% |
1.5219 |
| Low |
1.5000 |
1.4983 |
-0.0017 |
-0.1% |
1.4983 |
| Close |
1.5032 |
1.5162 |
0.0130 |
0.9% |
1.5053 |
| Range |
0.0086 |
0.0211 |
0.0125 |
145.3% |
0.0236 |
| ATR |
0.0120 |
0.0126 |
0.0007 |
5.4% |
0.0000 |
| Volume |
92,744 |
117,752 |
25,008 |
27.0% |
435,766 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5746 |
1.5665 |
1.5278 |
|
| R3 |
1.5535 |
1.5454 |
1.5220 |
|
| R2 |
1.5324 |
1.5324 |
1.5201 |
|
| R1 |
1.5243 |
1.5243 |
1.5181 |
1.5284 |
| PP |
1.5113 |
1.5113 |
1.5113 |
1.5133 |
| S1 |
1.5032 |
1.5032 |
1.5143 |
1.5073 |
| S2 |
1.4902 |
1.4902 |
1.5123 |
|
| S3 |
1.4691 |
1.4821 |
1.5104 |
|
| S4 |
1.4480 |
1.4610 |
1.5046 |
|
|
| 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 |
1.5216 |
1.4983 |
0.0233 |
1.5% |
0.0128 |
0.8% |
77% |
False |
True |
94,933 |
| 10 |
1.5219 |
1.4946 |
0.0273 |
1.8% |
0.0135 |
0.9% |
79% |
False |
False |
95,370 |
| 20 |
1.5265 |
1.4946 |
0.0319 |
2.1% |
0.0126 |
0.8% |
68% |
False |
False |
100,805 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0118 |
0.8% |
26% |
False |
False |
82,220 |
| 60 |
1.5977 |
1.4946 |
0.1031 |
6.8% |
0.0115 |
0.8% |
21% |
False |
False |
55,194 |
| 80 |
1.6202 |
1.4946 |
0.1256 |
8.3% |
0.0108 |
0.7% |
17% |
False |
False |
41,438 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0103 |
0.7% |
14% |
False |
False |
33,161 |
| 120 |
1.6690 |
1.4946 |
0.1744 |
11.5% |
0.0088 |
0.6% |
12% |
False |
False |
27,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6091 |
|
2.618 |
1.5746 |
|
1.618 |
1.5535 |
|
1.000 |
1.5405 |
|
0.618 |
1.5324 |
|
HIGH |
1.5194 |
|
0.618 |
1.5113 |
|
0.500 |
1.5089 |
|
0.382 |
1.5064 |
|
LOW |
1.4983 |
|
0.618 |
1.4853 |
|
1.000 |
1.4772 |
|
1.618 |
1.4642 |
|
2.618 |
1.4431 |
|
4.250 |
1.4086 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5138 |
1.5138 |
| PP |
1.5113 |
1.5113 |
| S1 |
1.5089 |
1.5089 |
|