CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5076 |
1.5155 |
0.0079 |
0.5% |
1.5281 |
| High |
1.5151 |
1.5163 |
0.0012 |
0.1% |
1.5299 |
| Low |
1.5076 |
1.5114 |
0.0038 |
0.3% |
1.5028 |
| Close |
1.5147 |
1.5161 |
0.0014 |
0.1% |
1.5147 |
| Range |
0.0075 |
0.0049 |
-0.0026 |
-34.7% |
0.0271 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
94 |
151 |
57 |
60.6% |
531 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5293 |
1.5276 |
1.5188 |
|
| R3 |
1.5244 |
1.5227 |
1.5174 |
|
| R2 |
1.5195 |
1.5195 |
1.5170 |
|
| R1 |
1.5178 |
1.5178 |
1.5165 |
1.5187 |
| PP |
1.5146 |
1.5146 |
1.5146 |
1.5150 |
| S1 |
1.5129 |
1.5129 |
1.5157 |
1.5138 |
| S2 |
1.5097 |
1.5097 |
1.5152 |
|
| S3 |
1.5048 |
1.5080 |
1.5148 |
|
| S4 |
1.4999 |
1.5031 |
1.5134 |
|
|
| 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 |
1.5245 |
1.5028 |
0.0217 |
1.4% |
0.0073 |
0.5% |
61% |
False |
False |
123 |
| 10 |
1.5568 |
1.5028 |
0.0540 |
3.6% |
0.0085 |
0.6% |
25% |
False |
False |
104 |
| 20 |
1.5750 |
1.5028 |
0.0722 |
4.8% |
0.0074 |
0.5% |
18% |
False |
False |
57 |
| 40 |
1.5772 |
1.5028 |
0.0744 |
4.9% |
0.0056 |
0.4% |
18% |
False |
False |
30 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0040 |
0.3% |
12% |
False |
False |
21 |
| 80 |
1.6378 |
1.5028 |
0.1350 |
8.9% |
0.0034 |
0.2% |
10% |
False |
False |
17 |
| 100 |
1.6538 |
1.5028 |
0.1510 |
10.0% |
0.0027 |
0.2% |
9% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5371 |
|
2.618 |
1.5291 |
|
1.618 |
1.5242 |
|
1.000 |
1.5212 |
|
0.618 |
1.5193 |
|
HIGH |
1.5163 |
|
0.618 |
1.5144 |
|
0.500 |
1.5139 |
|
0.382 |
1.5133 |
|
LOW |
1.5114 |
|
0.618 |
1.5084 |
|
1.000 |
1.5065 |
|
1.618 |
1.5035 |
|
2.618 |
1.4986 |
|
4.250 |
1.4906 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5154 |
1.5139 |
| PP |
1.5146 |
1.5117 |
| S1 |
1.5139 |
1.5096 |
|