CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5181 |
1.5328 |
0.0147 |
1.0% |
1.5081 |
| High |
1.5340 |
1.5349 |
0.0009 |
0.1% |
1.5349 |
| Low |
1.5163 |
1.5207 |
0.0044 |
0.3% |
1.4983 |
| Close |
1.5327 |
1.5229 |
-0.0098 |
-0.6% |
1.5229 |
| Range |
0.0177 |
0.0142 |
-0.0035 |
-19.8% |
0.0366 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.7% |
0.0000 |
| Volume |
87,176 |
89,969 |
2,793 |
3.2% |
489,639 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5688 |
1.5600 |
1.5307 |
|
| R3 |
1.5546 |
1.5458 |
1.5268 |
|
| R2 |
1.5404 |
1.5404 |
1.5255 |
|
| R1 |
1.5316 |
1.5316 |
1.5242 |
1.5289 |
| PP |
1.5262 |
1.5262 |
1.5262 |
1.5248 |
| S1 |
1.5174 |
1.5174 |
1.5216 |
1.5147 |
| S2 |
1.5120 |
1.5120 |
1.5203 |
|
| S3 |
1.4978 |
1.5032 |
1.5190 |
|
| S4 |
1.4836 |
1.4890 |
1.5151 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6285 |
1.6123 |
1.5430 |
|
| R3 |
1.5919 |
1.5757 |
1.5330 |
|
| R2 |
1.5553 |
1.5553 |
1.5296 |
|
| R1 |
1.5391 |
1.5391 |
1.5263 |
1.5472 |
| PP |
1.5187 |
1.5187 |
1.5187 |
1.5228 |
| S1 |
1.5025 |
1.5025 |
1.5195 |
1.5106 |
| S2 |
1.4821 |
1.4821 |
1.5162 |
|
| S3 |
1.4455 |
1.4659 |
1.5128 |
|
| S4 |
1.4089 |
1.4293 |
1.5028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5349 |
1.4983 |
0.0366 |
2.4% |
0.0145 |
1.0% |
67% |
True |
False |
97,927 |
| 10 |
1.5349 |
1.4983 |
0.0366 |
2.4% |
0.0135 |
0.9% |
67% |
True |
False |
92,540 |
| 20 |
1.5349 |
1.4946 |
0.0403 |
2.6% |
0.0132 |
0.9% |
70% |
True |
False |
100,922 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0120 |
0.8% |
34% |
False |
False |
87,330 |
| 60 |
1.5915 |
1.4946 |
0.0969 |
6.4% |
0.0117 |
0.8% |
29% |
False |
False |
59,823 |
| 80 |
1.6162 |
1.4946 |
0.1216 |
8.0% |
0.0111 |
0.7% |
23% |
False |
False |
44,925 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0107 |
0.7% |
18% |
False |
False |
35,952 |
| 120 |
1.6690 |
1.4946 |
0.1744 |
11.5% |
0.0091 |
0.6% |
16% |
False |
False |
29,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5953 |
|
2.618 |
1.5721 |
|
1.618 |
1.5579 |
|
1.000 |
1.5491 |
|
0.618 |
1.5437 |
|
HIGH |
1.5349 |
|
0.618 |
1.5295 |
|
0.500 |
1.5278 |
|
0.382 |
1.5261 |
|
LOW |
1.5207 |
|
0.618 |
1.5119 |
|
1.000 |
1.5065 |
|
1.618 |
1.4977 |
|
2.618 |
1.4835 |
|
4.250 |
1.4604 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5278 |
1.5243 |
| PP |
1.5262 |
1.5238 |
| S1 |
1.5245 |
1.5234 |
|