CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5077 |
1.5155 |
0.0078 |
0.5% |
1.5132 |
| High |
1.5204 |
1.5194 |
-0.0010 |
-0.1% |
1.5185 |
| Low |
1.5062 |
1.5120 |
0.0058 |
0.4% |
1.4943 |
| Close |
1.5186 |
1.5144 |
-0.0042 |
-0.3% |
1.5002 |
| Range |
0.0142 |
0.0074 |
-0.0068 |
-47.9% |
0.0242 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
181 |
173 |
-8 |
-4.4% |
665 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5375 |
1.5333 |
1.5185 |
|
| R3 |
1.5301 |
1.5259 |
1.5164 |
|
| R2 |
1.5227 |
1.5227 |
1.5158 |
|
| R1 |
1.5185 |
1.5185 |
1.5151 |
1.5169 |
| PP |
1.5153 |
1.5153 |
1.5153 |
1.5145 |
| S1 |
1.5111 |
1.5111 |
1.5137 |
1.5095 |
| S2 |
1.5079 |
1.5079 |
1.5130 |
|
| S3 |
1.5005 |
1.5037 |
1.5124 |
|
| S4 |
1.4931 |
1.4963 |
1.5103 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5769 |
1.5628 |
1.5135 |
|
| R3 |
1.5527 |
1.5386 |
1.5069 |
|
| R2 |
1.5285 |
1.5285 |
1.5046 |
|
| R1 |
1.5144 |
1.5144 |
1.5024 |
1.5094 |
| PP |
1.5043 |
1.5043 |
1.5043 |
1.5018 |
| S1 |
1.4902 |
1.4902 |
1.4980 |
1.4852 |
| S2 |
1.4801 |
1.4801 |
1.4958 |
|
| S3 |
1.4559 |
1.4660 |
1.4935 |
|
| S4 |
1.4317 |
1.4418 |
1.4869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5204 |
1.4943 |
0.0261 |
1.7% |
0.0123 |
0.8% |
77% |
False |
False |
207 |
| 10 |
1.5252 |
1.4943 |
0.0309 |
2.0% |
0.0113 |
0.7% |
65% |
False |
False |
146 |
| 20 |
1.5568 |
1.4943 |
0.0625 |
4.1% |
0.0100 |
0.7% |
32% |
False |
False |
130 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0076 |
0.5% |
25% |
False |
False |
69 |
| 60 |
1.5968 |
1.4943 |
0.1025 |
6.8% |
0.0058 |
0.4% |
20% |
False |
False |
47 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0047 |
0.3% |
17% |
False |
False |
35 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.5% |
0.0039 |
0.3% |
14% |
False |
False |
29 |
| 120 |
1.6767 |
1.4943 |
0.1824 |
12.0% |
0.0033 |
0.2% |
11% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5509 |
|
2.618 |
1.5388 |
|
1.618 |
1.5314 |
|
1.000 |
1.5268 |
|
0.618 |
1.5240 |
|
HIGH |
1.5194 |
|
0.618 |
1.5166 |
|
0.500 |
1.5157 |
|
0.382 |
1.5148 |
|
LOW |
1.5120 |
|
0.618 |
1.5074 |
|
1.000 |
1.5046 |
|
1.618 |
1.5000 |
|
2.618 |
1.4926 |
|
4.250 |
1.4806 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5157 |
1.5126 |
| PP |
1.5153 |
1.5107 |
| S1 |
1.5148 |
1.5089 |
|