CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5147 |
1.5181 |
0.0034 |
0.2% |
1.5004 |
| High |
1.5247 |
1.5340 |
0.0093 |
0.6% |
1.5219 |
| Low |
1.5136 |
1.5163 |
0.0027 |
0.2% |
1.4983 |
| Close |
1.5220 |
1.5327 |
0.0107 |
0.7% |
1.5053 |
| Range |
0.0111 |
0.0177 |
0.0066 |
59.5% |
0.0236 |
| ATR |
0.0125 |
0.0129 |
0.0004 |
2.9% |
0.0000 |
| Volume |
101,998 |
87,176 |
-14,822 |
-14.5% |
435,766 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5808 |
1.5744 |
1.5424 |
|
| R3 |
1.5631 |
1.5567 |
1.5376 |
|
| R2 |
1.5454 |
1.5454 |
1.5359 |
|
| R1 |
1.5390 |
1.5390 |
1.5343 |
1.5422 |
| PP |
1.5277 |
1.5277 |
1.5277 |
1.5293 |
| S1 |
1.5213 |
1.5213 |
1.5311 |
1.5245 |
| S2 |
1.5100 |
1.5100 |
1.5295 |
|
| S3 |
1.4923 |
1.5036 |
1.5278 |
|
| S4 |
1.4746 |
1.4859 |
1.5230 |
|
|
| 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 |
1.5340 |
1.4983 |
0.0357 |
2.3% |
0.0139 |
0.9% |
96% |
True |
False |
98,710 |
| 10 |
1.5340 |
1.4946 |
0.0394 |
2.6% |
0.0129 |
0.8% |
97% |
True |
False |
93,886 |
| 20 |
1.5340 |
1.4946 |
0.0394 |
2.6% |
0.0129 |
0.8% |
97% |
True |
False |
100,407 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0119 |
0.8% |
46% |
False |
False |
86,346 |
| 60 |
1.5915 |
1.4946 |
0.0969 |
6.3% |
0.0116 |
0.8% |
39% |
False |
False |
58,327 |
| 80 |
1.6162 |
1.4946 |
0.1216 |
7.9% |
0.0110 |
0.7% |
31% |
False |
False |
43,801 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.1% |
0.0106 |
0.7% |
25% |
False |
False |
35,052 |
| 120 |
1.6690 |
1.4946 |
0.1744 |
11.4% |
0.0090 |
0.6% |
22% |
False |
False |
29,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6092 |
|
2.618 |
1.5803 |
|
1.618 |
1.5626 |
|
1.000 |
1.5517 |
|
0.618 |
1.5449 |
|
HIGH |
1.5340 |
|
0.618 |
1.5272 |
|
0.500 |
1.5252 |
|
0.382 |
1.5231 |
|
LOW |
1.5163 |
|
0.618 |
1.5054 |
|
1.000 |
1.4986 |
|
1.618 |
1.4877 |
|
2.618 |
1.4700 |
|
4.250 |
1.4411 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5302 |
1.5272 |
| PP |
1.5277 |
1.5217 |
| S1 |
1.5252 |
1.5162 |
|