CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5161 |
1.5132 |
-0.0029 |
-0.2% |
1.5155 |
| High |
1.5206 |
1.5180 |
-0.0026 |
-0.2% |
1.5252 |
| Low |
1.5085 |
1.5070 |
-0.0015 |
-0.1% |
1.5078 |
| Close |
1.5150 |
1.5141 |
-0.0009 |
-0.1% |
1.5150 |
| Range |
0.0121 |
0.0110 |
-0.0011 |
-9.1% |
0.0174 |
| ATR |
0.0088 |
0.0089 |
0.0002 |
1.8% |
0.0000 |
| Volume |
129 |
57 |
-72 |
-55.8% |
505 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5460 |
1.5411 |
1.5202 |
|
| R3 |
1.5350 |
1.5301 |
1.5171 |
|
| R2 |
1.5240 |
1.5240 |
1.5161 |
|
| R1 |
1.5191 |
1.5191 |
1.5151 |
1.5216 |
| PP |
1.5130 |
1.5130 |
1.5130 |
1.5143 |
| S1 |
1.5081 |
1.5081 |
1.5131 |
1.5106 |
| S2 |
1.5020 |
1.5020 |
1.5121 |
|
| S3 |
1.4910 |
1.4971 |
1.5111 |
|
| S4 |
1.4800 |
1.4861 |
1.5081 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5682 |
1.5590 |
1.5246 |
|
| R3 |
1.5508 |
1.5416 |
1.5198 |
|
| R2 |
1.5334 |
1.5334 |
1.5182 |
|
| R1 |
1.5242 |
1.5242 |
1.5166 |
1.5201 |
| PP |
1.5160 |
1.5160 |
1.5160 |
1.5140 |
| S1 |
1.5068 |
1.5068 |
1.5134 |
1.5027 |
| S2 |
1.4986 |
1.4986 |
1.5118 |
|
| S3 |
1.4812 |
1.4894 |
1.5102 |
|
| S4 |
1.4638 |
1.4720 |
1.5054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5252 |
1.5070 |
0.0182 |
1.2% |
0.0106 |
0.7% |
39% |
False |
True |
82 |
| 10 |
1.5252 |
1.5028 |
0.0224 |
1.5% |
0.0089 |
0.6% |
50% |
False |
False |
103 |
| 20 |
1.5643 |
1.5028 |
0.0615 |
4.1% |
0.0079 |
0.5% |
18% |
False |
False |
76 |
| 40 |
1.5772 |
1.5028 |
0.0744 |
4.9% |
0.0068 |
0.4% |
15% |
False |
False |
41 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0049 |
0.3% |
10% |
False |
False |
28 |
| 80 |
1.6263 |
1.5028 |
0.1235 |
8.2% |
0.0039 |
0.3% |
9% |
False |
False |
21 |
| 100 |
1.6531 |
1.5028 |
0.1503 |
9.9% |
0.0033 |
0.2% |
8% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5648 |
|
2.618 |
1.5468 |
|
1.618 |
1.5358 |
|
1.000 |
1.5290 |
|
0.618 |
1.5248 |
|
HIGH |
1.5180 |
|
0.618 |
1.5138 |
|
0.500 |
1.5125 |
|
0.382 |
1.5112 |
|
LOW |
1.5070 |
|
0.618 |
1.5002 |
|
1.000 |
1.4960 |
|
1.618 |
1.4892 |
|
2.618 |
1.4782 |
|
4.250 |
1.4603 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5136 |
1.5155 |
| PP |
1.5130 |
1.5150 |
| S1 |
1.5125 |
1.5146 |
|