CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5078 |
1.5135 |
0.0057 |
0.4% |
1.5281 |
| High |
1.5160 |
1.5252 |
0.0092 |
0.6% |
1.5299 |
| Low |
1.5078 |
1.5135 |
0.0057 |
0.4% |
1.5028 |
| Close |
1.5129 |
1.5203 |
0.0074 |
0.5% |
1.5147 |
| Range |
0.0082 |
0.0117 |
0.0035 |
42.7% |
0.0271 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.7% |
0.0000 |
| Volume |
96 |
5 |
-91 |
-94.8% |
531 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5548 |
1.5492 |
1.5267 |
|
| R3 |
1.5431 |
1.5375 |
1.5235 |
|
| R2 |
1.5314 |
1.5314 |
1.5224 |
|
| R1 |
1.5258 |
1.5258 |
1.5214 |
1.5286 |
| PP |
1.5197 |
1.5197 |
1.5197 |
1.5211 |
| S1 |
1.5141 |
1.5141 |
1.5192 |
1.5169 |
| S2 |
1.5080 |
1.5080 |
1.5182 |
|
| S3 |
1.4963 |
1.5024 |
1.5171 |
|
| S4 |
1.4846 |
1.4907 |
1.5139 |
|
|
| 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 |
1.5252 |
1.5028 |
0.0224 |
1.5% |
0.0078 |
0.5% |
78% |
True |
False |
92 |
| 10 |
1.5568 |
1.5028 |
0.0540 |
3.6% |
0.0094 |
0.6% |
32% |
False |
False |
114 |
| 20 |
1.5750 |
1.5028 |
0.0722 |
4.7% |
0.0081 |
0.5% |
24% |
False |
False |
62 |
| 40 |
1.5772 |
1.5028 |
0.0744 |
4.9% |
0.0060 |
0.4% |
24% |
False |
False |
33 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0044 |
0.3% |
16% |
False |
False |
23 |
| 80 |
1.6378 |
1.5028 |
0.1350 |
8.9% |
0.0035 |
0.2% |
13% |
False |
False |
18 |
| 100 |
1.6531 |
1.5028 |
0.1503 |
9.9% |
0.0029 |
0.2% |
12% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5749 |
|
2.618 |
1.5558 |
|
1.618 |
1.5441 |
|
1.000 |
1.5369 |
|
0.618 |
1.5324 |
|
HIGH |
1.5252 |
|
0.618 |
1.5207 |
|
0.500 |
1.5194 |
|
0.382 |
1.5180 |
|
LOW |
1.5135 |
|
0.618 |
1.5063 |
|
1.000 |
1.5018 |
|
1.618 |
1.4946 |
|
2.618 |
1.4829 |
|
4.250 |
1.4638 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5200 |
1.5190 |
| PP |
1.5197 |
1.5178 |
| S1 |
1.5194 |
1.5165 |
|