CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5028 |
1.5150 |
0.0122 |
0.8% |
1.4998 |
| High |
1.5173 |
1.5231 |
0.0058 |
0.4% |
1.5204 |
| Low |
1.4978 |
1.5138 |
0.0160 |
1.1% |
1.4974 |
| Close |
1.5153 |
1.5210 |
0.0057 |
0.4% |
1.5044 |
| Range |
0.0195 |
0.0093 |
-0.0102 |
-52.3% |
0.0230 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
171 |
204 |
33 |
19.3% |
867 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5472 |
1.5434 |
1.5261 |
|
| R3 |
1.5379 |
1.5341 |
1.5236 |
|
| R2 |
1.5286 |
1.5286 |
1.5227 |
|
| R1 |
1.5248 |
1.5248 |
1.5219 |
1.5267 |
| PP |
1.5193 |
1.5193 |
1.5193 |
1.5203 |
| S1 |
1.5155 |
1.5155 |
1.5201 |
1.5174 |
| S2 |
1.5100 |
1.5100 |
1.5193 |
|
| S3 |
1.5007 |
1.5062 |
1.5184 |
|
| S4 |
1.4914 |
1.4969 |
1.5159 |
|
|
| 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 |
1.5231 |
1.4978 |
0.0253 |
1.7% |
0.0113 |
0.7% |
92% |
True |
False |
178 |
| 10 |
1.5231 |
1.4943 |
0.0288 |
1.9% |
0.0118 |
0.8% |
93% |
True |
False |
192 |
| 20 |
1.5252 |
1.4943 |
0.0309 |
2.0% |
0.0102 |
0.7% |
86% |
False |
False |
145 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0084 |
0.6% |
33% |
False |
False |
91 |
| 60 |
1.5854 |
1.4943 |
0.0911 |
6.0% |
0.0067 |
0.4% |
29% |
False |
False |
61 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0053 |
0.3% |
22% |
False |
False |
46 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0045 |
0.3% |
19% |
False |
False |
38 |
| 120 |
1.6666 |
1.4943 |
0.1723 |
11.3% |
0.0038 |
0.2% |
15% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5626 |
|
2.618 |
1.5474 |
|
1.618 |
1.5381 |
|
1.000 |
1.5324 |
|
0.618 |
1.5288 |
|
HIGH |
1.5231 |
|
0.618 |
1.5195 |
|
0.500 |
1.5185 |
|
0.382 |
1.5174 |
|
LOW |
1.5138 |
|
0.618 |
1.5081 |
|
1.000 |
1.5045 |
|
1.618 |
1.4988 |
|
2.618 |
1.4895 |
|
4.250 |
1.4743 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5202 |
1.5175 |
| PP |
1.5193 |
1.5140 |
| S1 |
1.5185 |
1.5105 |
|