CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5231 |
1.5115 |
-0.0116 |
-0.8% |
1.5546 |
| High |
1.5245 |
1.5119 |
-0.0126 |
-0.8% |
1.5568 |
| Low |
1.5141 |
1.5050 |
-0.0091 |
-0.6% |
1.5311 |
| Close |
1.5143 |
1.5104 |
-0.0039 |
-0.3% |
1.5315 |
| Range |
0.0104 |
0.0069 |
-0.0035 |
-33.7% |
0.0257 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
169 |
89 |
-80 |
-47.3% |
367 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5298 |
1.5270 |
1.5142 |
|
| R3 |
1.5229 |
1.5201 |
1.5123 |
|
| R2 |
1.5160 |
1.5160 |
1.5117 |
|
| R1 |
1.5132 |
1.5132 |
1.5110 |
1.5112 |
| PP |
1.5091 |
1.5091 |
1.5091 |
1.5081 |
| S1 |
1.5063 |
1.5063 |
1.5098 |
1.5043 |
| S2 |
1.5022 |
1.5022 |
1.5091 |
|
| S3 |
1.4953 |
1.4994 |
1.5085 |
|
| S4 |
1.4884 |
1.4925 |
1.5066 |
|
|
| 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 |
1.5050 |
0.0518 |
3.4% |
0.0110 |
0.7% |
10% |
False |
True |
136 |
| 10 |
1.5571 |
1.5050 |
0.0521 |
3.4% |
0.0076 |
0.5% |
10% |
False |
True |
74 |
| 20 |
1.5750 |
1.5050 |
0.0700 |
4.6% |
0.0070 |
0.5% |
8% |
False |
True |
41 |
| 40 |
1.5854 |
1.5050 |
0.0804 |
5.3% |
0.0052 |
0.3% |
7% |
False |
True |
22 |
| 60 |
1.6132 |
1.5050 |
0.1082 |
7.2% |
0.0037 |
0.2% |
5% |
False |
True |
15 |
| 80 |
1.6378 |
1.5050 |
0.1328 |
8.8% |
0.0032 |
0.2% |
4% |
False |
True |
12 |
| 100 |
1.6666 |
1.5050 |
0.1616 |
10.7% |
0.0025 |
0.2% |
3% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5412 |
|
2.618 |
1.5300 |
|
1.618 |
1.5231 |
|
1.000 |
1.5188 |
|
0.618 |
1.5162 |
|
HIGH |
1.5119 |
|
0.618 |
1.5093 |
|
0.500 |
1.5085 |
|
0.382 |
1.5076 |
|
LOW |
1.5050 |
|
0.618 |
1.5007 |
|
1.000 |
1.4981 |
|
1.618 |
1.4938 |
|
2.618 |
1.4869 |
|
4.250 |
1.4757 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5098 |
1.5175 |
| PP |
1.5091 |
1.5151 |
| S1 |
1.5085 |
1.5128 |
|