CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1.5328 |
1.5228 |
-0.0100 |
-0.7% |
1.5081 |
High |
1.5349 |
1.5265 |
-0.0084 |
-0.5% |
1.5349 |
Low |
1.5207 |
1.5195 |
-0.0012 |
-0.1% |
1.4983 |
Close |
1.5229 |
1.5230 |
0.0001 |
0.0% |
1.5229 |
Range |
0.0142 |
0.0070 |
-0.0072 |
-50.7% |
0.0366 |
ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.3% |
0.0000 |
Volume |
89,969 |
53,203 |
-36,766 |
-40.9% |
489,639 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5440 |
1.5405 |
1.5269 |
|
R3 |
1.5370 |
1.5335 |
1.5249 |
|
R2 |
1.5300 |
1.5300 |
1.5243 |
|
R1 |
1.5265 |
1.5265 |
1.5236 |
1.5283 |
PP |
1.5230 |
1.5230 |
1.5230 |
1.5239 |
S1 |
1.5195 |
1.5195 |
1.5224 |
1.5213 |
S2 |
1.5160 |
1.5160 |
1.5217 |
|
S3 |
1.5090 |
1.5125 |
1.5211 |
|
S4 |
1.5020 |
1.5055 |
1.5192 |
|
|
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% |
0.0142 |
0.9% |
67% |
False |
False |
90,019 |
10 |
1.5349 |
1.4983 |
0.0366 |
2.4% |
0.0131 |
0.9% |
67% |
False |
False |
90,442 |
20 |
1.5349 |
1.4946 |
0.0403 |
2.6% |
0.0130 |
0.9% |
70% |
False |
False |
97,531 |
40 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0120 |
0.8% |
34% |
False |
False |
86,810 |
60 |
1.5915 |
1.4946 |
0.0969 |
6.4% |
0.0117 |
0.8% |
29% |
False |
False |
60,706 |
80 |
1.6162 |
1.4946 |
0.1216 |
8.0% |
0.0110 |
0.7% |
23% |
False |
False |
45,590 |
100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0107 |
0.7% |
18% |
False |
False |
36,484 |
120 |
1.6620 |
1.4946 |
0.1674 |
11.0% |
0.0092 |
0.6% |
17% |
False |
False |
30,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5563 |
2.618 |
1.5448 |
1.618 |
1.5378 |
1.000 |
1.5335 |
0.618 |
1.5308 |
HIGH |
1.5265 |
0.618 |
1.5238 |
0.500 |
1.5230 |
0.382 |
1.5222 |
LOW |
1.5195 |
0.618 |
1.5152 |
1.000 |
1.5125 |
1.618 |
1.5082 |
2.618 |
1.5012 |
4.250 |
1.4898 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5230 |
1.5256 |
PP |
1.5230 |
1.5247 |
S1 |
1.5230 |
1.5239 |
|