CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5132 |
1.5073 |
-0.0059 |
-0.4% |
1.5155 |
| High |
1.5180 |
1.5129 |
-0.0051 |
-0.3% |
1.5252 |
| Low |
1.5070 |
1.5068 |
-0.0002 |
0.0% |
1.5078 |
| Close |
1.5141 |
1.5107 |
-0.0034 |
-0.2% |
1.5150 |
| Range |
0.0110 |
0.0061 |
-0.0049 |
-44.5% |
0.0174 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
57 |
110 |
53 |
93.0% |
505 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5284 |
1.5257 |
1.5141 |
|
| R3 |
1.5223 |
1.5196 |
1.5124 |
|
| R2 |
1.5162 |
1.5162 |
1.5118 |
|
| R1 |
1.5135 |
1.5135 |
1.5113 |
1.5149 |
| PP |
1.5101 |
1.5101 |
1.5101 |
1.5108 |
| S1 |
1.5074 |
1.5074 |
1.5101 |
1.5088 |
| S2 |
1.5040 |
1.5040 |
1.5096 |
|
| S3 |
1.4979 |
1.5013 |
1.5090 |
|
| S4 |
1.4918 |
1.4952 |
1.5073 |
|
|
| 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 |
1.5068 |
0.0184 |
1.2% |
0.0102 |
0.7% |
21% |
False |
True |
85 |
| 10 |
1.5252 |
1.5028 |
0.0224 |
1.5% |
0.0085 |
0.6% |
35% |
False |
False |
97 |
| 20 |
1.5603 |
1.5028 |
0.0575 |
3.8% |
0.0080 |
0.5% |
14% |
False |
False |
81 |
| 40 |
1.5772 |
1.5028 |
0.0744 |
4.9% |
0.0068 |
0.4% |
11% |
False |
False |
43 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0050 |
0.3% |
7% |
False |
False |
29 |
| 80 |
1.6205 |
1.5028 |
0.1177 |
7.8% |
0.0040 |
0.3% |
7% |
False |
False |
22 |
| 100 |
1.6531 |
1.5028 |
0.1503 |
9.9% |
0.0033 |
0.2% |
5% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5388 |
|
2.618 |
1.5289 |
|
1.618 |
1.5228 |
|
1.000 |
1.5190 |
|
0.618 |
1.5167 |
|
HIGH |
1.5129 |
|
0.618 |
1.5106 |
|
0.500 |
1.5099 |
|
0.382 |
1.5091 |
|
LOW |
1.5068 |
|
0.618 |
1.5030 |
|
1.000 |
1.5007 |
|
1.618 |
1.4969 |
|
2.618 |
1.4908 |
|
4.250 |
1.4809 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5104 |
1.5137 |
| PP |
1.5101 |
1.5127 |
| S1 |
1.5099 |
1.5117 |
|