CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5532 |
1.5545 |
0.0013 |
0.1% |
1.5546 |
| High |
1.5568 |
1.5545 |
-0.0023 |
-0.1% |
1.5568 |
| Low |
1.5532 |
1.5311 |
-0.0221 |
-1.4% |
1.5311 |
| Close |
1.5558 |
1.5315 |
-0.0243 |
-1.6% |
1.5315 |
| Range |
0.0036 |
0.0234 |
0.0198 |
550.0% |
0.0257 |
| ATR |
0.0065 |
0.0078 |
0.0013 |
20.0% |
0.0000 |
| Volume |
231 |
128 |
-103 |
-44.6% |
367 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6092 |
1.5938 |
1.5444 |
|
| R3 |
1.5858 |
1.5704 |
1.5379 |
|
| R2 |
1.5624 |
1.5624 |
1.5358 |
|
| R1 |
1.5470 |
1.5470 |
1.5336 |
1.5430 |
| PP |
1.5390 |
1.5390 |
1.5390 |
1.5371 |
| S1 |
1.5236 |
1.5236 |
1.5294 |
1.5196 |
| S2 |
1.5156 |
1.5156 |
1.5272 |
|
| S3 |
1.4922 |
1.5002 |
1.5251 |
|
| S4 |
1.4688 |
1.4768 |
1.5186 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6169 |
1.5999 |
1.5456 |
|
| R3 |
1.5912 |
1.5742 |
1.5386 |
|
| R2 |
1.5655 |
1.5655 |
1.5362 |
|
| R1 |
1.5485 |
1.5485 |
1.5339 |
1.5442 |
| PP |
1.5398 |
1.5398 |
1.5398 |
1.5376 |
| S1 |
1.5228 |
1.5228 |
1.5291 |
1.5185 |
| S2 |
1.5141 |
1.5141 |
1.5268 |
|
| S3 |
1.4884 |
1.4971 |
1.5244 |
|
| S4 |
1.4627 |
1.4714 |
1.5174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5568 |
1.5311 |
0.0257 |
1.7% |
0.0078 |
0.5% |
2% |
False |
True |
74 |
| 10 |
1.5650 |
1.5311 |
0.0339 |
2.2% |
0.0063 |
0.4% |
1% |
False |
True |
44 |
| 20 |
1.5750 |
1.5311 |
0.0439 |
2.9% |
0.0057 |
0.4% |
1% |
False |
True |
25 |
| 40 |
1.5943 |
1.5311 |
0.0632 |
4.1% |
0.0045 |
0.3% |
1% |
False |
True |
14 |
| 60 |
1.6132 |
1.5311 |
0.0821 |
5.4% |
0.0033 |
0.2% |
0% |
False |
True |
10 |
| 80 |
1.6378 |
1.5311 |
0.1067 |
7.0% |
0.0028 |
0.2% |
0% |
False |
True |
8 |
| 100 |
1.6744 |
1.5311 |
0.1433 |
9.4% |
0.0023 |
0.1% |
0% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6540 |
|
2.618 |
1.6158 |
|
1.618 |
1.5924 |
|
1.000 |
1.5779 |
|
0.618 |
1.5690 |
|
HIGH |
1.5545 |
|
0.618 |
1.5456 |
|
0.500 |
1.5428 |
|
0.382 |
1.5400 |
|
LOW |
1.5311 |
|
0.618 |
1.5166 |
|
1.000 |
1.5077 |
|
1.618 |
1.4932 |
|
2.618 |
1.4698 |
|
4.250 |
1.4317 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5428 |
1.5440 |
| PP |
1.5390 |
1.5398 |
| S1 |
1.5353 |
1.5357 |
|