CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5058 |
1.5064 |
0.0006 |
0.0% |
1.4998 |
| High |
1.5076 |
1.5070 |
-0.0006 |
0.0% |
1.5204 |
| Low |
1.4980 |
1.4995 |
0.0015 |
0.1% |
1.4974 |
| Close |
1.5044 |
1.5023 |
-0.0021 |
-0.1% |
1.5044 |
| Range |
0.0096 |
0.0075 |
-0.0021 |
-21.9% |
0.0230 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
52 |
189 |
137 |
263.5% |
867 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5254 |
1.5214 |
1.5064 |
|
| R3 |
1.5179 |
1.5139 |
1.5044 |
|
| R2 |
1.5104 |
1.5104 |
1.5037 |
|
| R1 |
1.5064 |
1.5064 |
1.5030 |
1.5047 |
| PP |
1.5029 |
1.5029 |
1.5029 |
1.5021 |
| S1 |
1.4989 |
1.4989 |
1.5016 |
1.4972 |
| S2 |
1.4954 |
1.4954 |
1.5009 |
|
| S3 |
1.4879 |
1.4914 |
1.5002 |
|
| S4 |
1.4804 |
1.4839 |
1.4982 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5764 |
1.5634 |
1.5171 |
|
| R3 |
1.5534 |
1.5404 |
1.5107 |
|
| R2 |
1.5304 |
1.5304 |
1.5086 |
|
| R1 |
1.5174 |
1.5174 |
1.5065 |
1.5239 |
| PP |
1.5074 |
1.5074 |
1.5074 |
1.5107 |
| S1 |
1.4944 |
1.4944 |
1.5023 |
1.5009 |
| S2 |
1.4844 |
1.4844 |
1.5002 |
|
| S3 |
1.4614 |
1.4714 |
1.4981 |
|
| S4 |
1.4384 |
1.4484 |
1.4918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5204 |
1.4980 |
0.0224 |
1.5% |
0.0098 |
0.7% |
19% |
False |
False |
174 |
| 10 |
1.5204 |
1.4943 |
0.0261 |
1.7% |
0.0106 |
0.7% |
31% |
False |
False |
172 |
| 20 |
1.5299 |
1.4943 |
0.0356 |
2.4% |
0.0098 |
0.7% |
22% |
False |
False |
137 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.4% |
0.0077 |
0.5% |
10% |
False |
False |
81 |
| 60 |
1.5943 |
1.4943 |
0.1000 |
6.7% |
0.0063 |
0.4% |
8% |
False |
False |
55 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0049 |
0.3% |
7% |
False |
False |
42 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.6% |
0.0042 |
0.3% |
6% |
False |
False |
34 |
| 120 |
1.6744 |
1.4943 |
0.1801 |
12.0% |
0.0035 |
0.2% |
4% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5389 |
|
2.618 |
1.5266 |
|
1.618 |
1.5191 |
|
1.000 |
1.5145 |
|
0.618 |
1.5116 |
|
HIGH |
1.5070 |
|
0.618 |
1.5041 |
|
0.500 |
1.5033 |
|
0.382 |
1.5024 |
|
LOW |
1.4995 |
|
0.618 |
1.4949 |
|
1.000 |
1.4920 |
|
1.618 |
1.4874 |
|
2.618 |
1.4799 |
|
4.250 |
1.4676 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5033 |
1.5058 |
| PP |
1.5029 |
1.5046 |
| S1 |
1.5026 |
1.5035 |
|