CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5218 |
1.5232 |
0.0014 |
0.1% |
1.5064 |
| High |
1.5224 |
1.5254 |
0.0030 |
0.2% |
1.5335 |
| Low |
1.5188 |
1.5186 |
-0.0002 |
0.0% |
1.4978 |
| Close |
1.5221 |
1.5242 |
0.0021 |
0.1% |
1.5220 |
| Range |
0.0036 |
0.0068 |
0.0032 |
88.9% |
0.0357 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
161 |
159 |
-2 |
-1.2% |
988 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5431 |
1.5405 |
1.5279 |
|
| R3 |
1.5363 |
1.5337 |
1.5261 |
|
| R2 |
1.5295 |
1.5295 |
1.5254 |
|
| R1 |
1.5269 |
1.5269 |
1.5248 |
1.5282 |
| PP |
1.5227 |
1.5227 |
1.5227 |
1.5234 |
| S1 |
1.5201 |
1.5201 |
1.5236 |
1.5214 |
| S2 |
1.5159 |
1.5159 |
1.5230 |
|
| S3 |
1.5091 |
1.5133 |
1.5223 |
|
| S4 |
1.5023 |
1.5065 |
1.5205 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6249 |
1.6091 |
1.5416 |
|
| R3 |
1.5892 |
1.5734 |
1.5318 |
|
| R2 |
1.5535 |
1.5535 |
1.5285 |
|
| R1 |
1.5377 |
1.5377 |
1.5253 |
1.5456 |
| PP |
1.5178 |
1.5178 |
1.5178 |
1.5217 |
| S1 |
1.5020 |
1.5020 |
1.5187 |
1.5099 |
| S2 |
1.4821 |
1.4821 |
1.5155 |
|
| S3 |
1.4464 |
1.4663 |
1.5122 |
|
| S4 |
1.4107 |
1.4306 |
1.5024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5335 |
1.5138 |
0.0197 |
1.3% |
0.0100 |
0.7% |
53% |
False |
False |
189 |
| 10 |
1.5335 |
1.4978 |
0.0357 |
2.3% |
0.0104 |
0.7% |
74% |
False |
False |
180 |
| 20 |
1.5335 |
1.4943 |
0.0392 |
2.6% |
0.0109 |
0.7% |
76% |
False |
False |
159 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0091 |
0.6% |
37% |
False |
False |
108 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0073 |
0.5% |
36% |
False |
False |
73 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0057 |
0.4% |
25% |
False |
False |
55 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0049 |
0.3% |
21% |
False |
False |
45 |
| 120 |
1.6538 |
1.4943 |
0.1595 |
10.5% |
0.0041 |
0.3% |
19% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5543 |
|
2.618 |
1.5432 |
|
1.618 |
1.5364 |
|
1.000 |
1.5322 |
|
0.618 |
1.5296 |
|
HIGH |
1.5254 |
|
0.618 |
1.5228 |
|
0.500 |
1.5220 |
|
0.382 |
1.5212 |
|
LOW |
1.5186 |
|
0.618 |
1.5144 |
|
1.000 |
1.5118 |
|
1.618 |
1.5076 |
|
2.618 |
1.5008 |
|
4.250 |
1.4897 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5235 |
1.5261 |
| PP |
1.5227 |
1.5254 |
| S1 |
1.5220 |
1.5248 |
|