CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5083 |
1.5076 |
-0.0007 |
0.0% |
1.5281 |
| High |
1.5095 |
1.5151 |
0.0056 |
0.4% |
1.5299 |
| Low |
1.5028 |
1.5076 |
0.0048 |
0.3% |
1.5028 |
| Close |
1.5064 |
1.5147 |
0.0083 |
0.6% |
1.5147 |
| Range |
0.0067 |
0.0075 |
0.0008 |
11.9% |
0.0271 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.4% |
0.0000 |
| Volume |
116 |
94 |
-22 |
-19.0% |
531 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5350 |
1.5323 |
1.5188 |
|
| R3 |
1.5275 |
1.5248 |
1.5168 |
|
| R2 |
1.5200 |
1.5200 |
1.5161 |
|
| R1 |
1.5173 |
1.5173 |
1.5154 |
1.5187 |
| PP |
1.5125 |
1.5125 |
1.5125 |
1.5131 |
| S1 |
1.5098 |
1.5098 |
1.5140 |
1.5112 |
| S2 |
1.5050 |
1.5050 |
1.5133 |
|
| S3 |
1.4975 |
1.5023 |
1.5126 |
|
| S4 |
1.4900 |
1.4948 |
1.5106 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5971 |
1.5830 |
1.5296 |
|
| R3 |
1.5700 |
1.5559 |
1.5222 |
|
| R2 |
1.5429 |
1.5429 |
1.5197 |
|
| R1 |
1.5288 |
1.5288 |
1.5172 |
1.5223 |
| PP |
1.5158 |
1.5158 |
1.5158 |
1.5126 |
| S1 |
1.5017 |
1.5017 |
1.5122 |
1.4952 |
| S2 |
1.4887 |
1.4887 |
1.5097 |
|
| S3 |
1.4616 |
1.4746 |
1.5072 |
|
| S4 |
1.4345 |
1.4475 |
1.4998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5299 |
1.5028 |
0.0271 |
1.8% |
0.0084 |
0.6% |
44% |
False |
False |
106 |
| 10 |
1.5568 |
1.5028 |
0.0540 |
3.6% |
0.0081 |
0.5% |
22% |
False |
False |
90 |
| 20 |
1.5750 |
1.5028 |
0.0722 |
4.8% |
0.0074 |
0.5% |
16% |
False |
False |
51 |
| 40 |
1.5807 |
1.5028 |
0.0779 |
5.1% |
0.0056 |
0.4% |
15% |
False |
False |
27 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0040 |
0.3% |
11% |
False |
False |
18 |
| 80 |
1.6378 |
1.5028 |
0.1350 |
8.9% |
0.0034 |
0.2% |
9% |
False |
False |
15 |
| 100 |
1.6560 |
1.5028 |
0.1532 |
10.1% |
0.0027 |
0.2% |
8% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5470 |
|
2.618 |
1.5347 |
|
1.618 |
1.5272 |
|
1.000 |
1.5226 |
|
0.618 |
1.5197 |
|
HIGH |
1.5151 |
|
0.618 |
1.5122 |
|
0.500 |
1.5114 |
|
0.382 |
1.5105 |
|
LOW |
1.5076 |
|
0.618 |
1.5030 |
|
1.000 |
1.5001 |
|
1.618 |
1.4955 |
|
2.618 |
1.4880 |
|
4.250 |
1.4757 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5136 |
1.5128 |
| PP |
1.5125 |
1.5109 |
| S1 |
1.5114 |
1.5090 |
|