CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5073 |
1.5137 |
0.0064 |
0.4% |
1.5155 |
| High |
1.5129 |
1.5185 |
0.0056 |
0.4% |
1.5252 |
| Low |
1.5068 |
1.4967 |
-0.0101 |
-0.7% |
1.5078 |
| Close |
1.5107 |
1.5003 |
-0.0104 |
-0.7% |
1.5150 |
| Range |
0.0061 |
0.0218 |
0.0157 |
257.4% |
0.0174 |
| ATR |
0.0088 |
0.0097 |
0.0009 |
10.5% |
0.0000 |
| Volume |
110 |
168 |
58 |
52.7% |
505 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5706 |
1.5572 |
1.5123 |
|
| R3 |
1.5488 |
1.5354 |
1.5063 |
|
| R2 |
1.5270 |
1.5270 |
1.5043 |
|
| R1 |
1.5136 |
1.5136 |
1.5023 |
1.5094 |
| PP |
1.5052 |
1.5052 |
1.5052 |
1.5031 |
| S1 |
1.4918 |
1.4918 |
1.4983 |
1.4876 |
| S2 |
1.4834 |
1.4834 |
1.4963 |
|
| S3 |
1.4616 |
1.4700 |
1.4943 |
|
| S4 |
1.4398 |
1.4482 |
1.4883 |
|
|
| 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 |
1.5240 |
1.4967 |
0.0273 |
1.8% |
0.0122 |
0.8% |
13% |
False |
True |
117 |
| 10 |
1.5252 |
1.4967 |
0.0285 |
1.9% |
0.0100 |
0.7% |
13% |
False |
True |
105 |
| 20 |
1.5571 |
1.4967 |
0.0604 |
4.0% |
0.0088 |
0.6% |
6% |
False |
True |
89 |
| 40 |
1.5772 |
1.4967 |
0.0805 |
5.4% |
0.0072 |
0.5% |
4% |
False |
True |
47 |
| 60 |
1.6132 |
1.4967 |
0.1165 |
7.8% |
0.0054 |
0.4% |
3% |
False |
True |
32 |
| 80 |
1.6205 |
1.4967 |
0.1238 |
8.3% |
0.0042 |
0.3% |
3% |
False |
True |
24 |
| 100 |
1.6508 |
1.4967 |
0.1541 |
10.3% |
0.0035 |
0.2% |
2% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6112 |
|
2.618 |
1.5756 |
|
1.618 |
1.5538 |
|
1.000 |
1.5403 |
|
0.618 |
1.5320 |
|
HIGH |
1.5185 |
|
0.618 |
1.5102 |
|
0.500 |
1.5076 |
|
0.382 |
1.5050 |
|
LOW |
1.4967 |
|
0.618 |
1.4832 |
|
1.000 |
1.4749 |
|
1.618 |
1.4614 |
|
2.618 |
1.4396 |
|
4.250 |
1.4041 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5076 |
1.5076 |
| PP |
1.5052 |
1.5052 |
| S1 |
1.5027 |
1.5027 |
|