CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5281 |
1.5231 |
-0.0050 |
-0.3% |
1.5546 |
| High |
1.5299 |
1.5245 |
-0.0054 |
-0.4% |
1.5568 |
| Low |
1.5194 |
1.5141 |
-0.0053 |
-0.3% |
1.5311 |
| Close |
1.5235 |
1.5143 |
-0.0092 |
-0.6% |
1.5315 |
| Range |
0.0105 |
0.0104 |
-0.0001 |
-1.0% |
0.0257 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.0% |
0.0000 |
| Volume |
63 |
169 |
106 |
168.3% |
367 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5488 |
1.5420 |
1.5200 |
|
| R3 |
1.5384 |
1.5316 |
1.5172 |
|
| R2 |
1.5280 |
1.5280 |
1.5162 |
|
| R1 |
1.5212 |
1.5212 |
1.5153 |
1.5194 |
| PP |
1.5176 |
1.5176 |
1.5176 |
1.5168 |
| S1 |
1.5108 |
1.5108 |
1.5133 |
1.5090 |
| S2 |
1.5072 |
1.5072 |
1.5124 |
|
| S3 |
1.4968 |
1.5004 |
1.5114 |
|
| S4 |
1.4864 |
1.4900 |
1.5086 |
|
|
| 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 |
1.5141 |
0.0427 |
2.8% |
0.0108 |
0.7% |
0% |
False |
True |
119 |
| 10 |
1.5603 |
1.5141 |
0.0462 |
3.1% |
0.0074 |
0.5% |
0% |
False |
True |
66 |
| 20 |
1.5750 |
1.5141 |
0.0609 |
4.0% |
0.0066 |
0.4% |
0% |
False |
True |
37 |
| 40 |
1.5854 |
1.5141 |
0.0713 |
4.7% |
0.0050 |
0.3% |
0% |
False |
True |
20 |
| 60 |
1.6132 |
1.5141 |
0.0991 |
6.5% |
0.0036 |
0.2% |
0% |
False |
True |
14 |
| 80 |
1.6378 |
1.5141 |
0.1237 |
8.2% |
0.0031 |
0.2% |
0% |
False |
True |
11 |
| 100 |
1.6666 |
1.5141 |
0.1525 |
10.1% |
0.0025 |
0.2% |
0% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5687 |
|
2.618 |
1.5517 |
|
1.618 |
1.5413 |
|
1.000 |
1.5349 |
|
0.618 |
1.5309 |
|
HIGH |
1.5245 |
|
0.618 |
1.5205 |
|
0.500 |
1.5193 |
|
0.382 |
1.5181 |
|
LOW |
1.5141 |
|
0.618 |
1.5077 |
|
1.000 |
1.5037 |
|
1.618 |
1.4973 |
|
2.618 |
1.4869 |
|
4.250 |
1.4699 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5193 |
1.5343 |
| PP |
1.5176 |
1.5276 |
| S1 |
1.5160 |
1.5210 |
|