CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5023 |
1.5147 |
0.0124 |
0.8% |
1.5004 |
| High |
1.5194 |
1.5247 |
0.0053 |
0.3% |
1.5219 |
| Low |
1.4983 |
1.5136 |
0.0153 |
1.0% |
1.4983 |
| Close |
1.5162 |
1.5220 |
0.0058 |
0.4% |
1.5053 |
| Range |
0.0211 |
0.0111 |
-0.0100 |
-47.4% |
0.0236 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
117,752 |
101,998 |
-15,754 |
-13.4% |
435,766 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5534 |
1.5488 |
1.5281 |
|
| R3 |
1.5423 |
1.5377 |
1.5251 |
|
| R2 |
1.5312 |
1.5312 |
1.5240 |
|
| R1 |
1.5266 |
1.5266 |
1.5230 |
1.5289 |
| PP |
1.5201 |
1.5201 |
1.5201 |
1.5213 |
| S1 |
1.5155 |
1.5155 |
1.5210 |
1.5178 |
| S2 |
1.5090 |
1.5090 |
1.5200 |
|
| S3 |
1.4979 |
1.5044 |
1.5189 |
|
| S4 |
1.4868 |
1.4933 |
1.5159 |
|
|
| 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 |
1.5247 |
1.4983 |
0.0264 |
1.7% |
0.0133 |
0.9% |
90% |
True |
False |
99,029 |
| 10 |
1.5247 |
1.4946 |
0.0301 |
2.0% |
0.0136 |
0.9% |
91% |
True |
False |
95,349 |
| 20 |
1.5263 |
1.4946 |
0.0317 |
2.1% |
0.0125 |
0.8% |
86% |
False |
False |
100,860 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0118 |
0.8% |
33% |
False |
False |
84,614 |
| 60 |
1.5915 |
1.4946 |
0.0969 |
6.4% |
0.0114 |
0.7% |
28% |
False |
False |
56,877 |
| 80 |
1.6162 |
1.4946 |
0.1216 |
8.0% |
0.0108 |
0.7% |
23% |
False |
False |
42,712 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0104 |
0.7% |
18% |
False |
False |
34,181 |
| 120 |
1.6690 |
1.4946 |
0.1744 |
11.5% |
0.0089 |
0.6% |
16% |
False |
False |
28,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5719 |
|
2.618 |
1.5538 |
|
1.618 |
1.5427 |
|
1.000 |
1.5358 |
|
0.618 |
1.5316 |
|
HIGH |
1.5247 |
|
0.618 |
1.5205 |
|
0.500 |
1.5192 |
|
0.382 |
1.5178 |
|
LOW |
1.5136 |
|
0.618 |
1.5067 |
|
1.000 |
1.5025 |
|
1.618 |
1.4956 |
|
2.618 |
1.4845 |
|
4.250 |
1.4664 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5211 |
1.5185 |
| PP |
1.5201 |
1.5150 |
| S1 |
1.5192 |
1.5115 |
|