CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5232 |
1.5221 |
-0.0011 |
-0.1% |
1.5064 |
| High |
1.5254 |
1.5286 |
0.0032 |
0.2% |
1.5335 |
| Low |
1.5186 |
1.5208 |
0.0022 |
0.1% |
1.4978 |
| Close |
1.5242 |
1.5234 |
-0.0008 |
-0.1% |
1.5220 |
| Range |
0.0068 |
0.0078 |
0.0010 |
14.7% |
0.0357 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
159 |
185 |
26 |
16.4% |
988 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5477 |
1.5433 |
1.5277 |
|
| R3 |
1.5399 |
1.5355 |
1.5255 |
|
| R2 |
1.5321 |
1.5321 |
1.5248 |
|
| R1 |
1.5277 |
1.5277 |
1.5241 |
1.5299 |
| PP |
1.5243 |
1.5243 |
1.5243 |
1.5254 |
| S1 |
1.5199 |
1.5199 |
1.5227 |
1.5221 |
| S2 |
1.5165 |
1.5165 |
1.5220 |
|
| S3 |
1.5087 |
1.5121 |
1.5213 |
|
| S4 |
1.5009 |
1.5043 |
1.5191 |
|
|
| 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 |
1.5161 |
0.0174 |
1.1% |
0.0097 |
0.6% |
42% |
False |
False |
185 |
| 10 |
1.5335 |
1.4978 |
0.0357 |
2.3% |
0.0105 |
0.7% |
72% |
False |
False |
182 |
| 20 |
1.5335 |
1.4943 |
0.0392 |
2.6% |
0.0109 |
0.7% |
74% |
False |
False |
164 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0092 |
0.6% |
36% |
False |
False |
113 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0075 |
0.5% |
35% |
False |
False |
76 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0058 |
0.4% |
24% |
False |
False |
58 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0049 |
0.3% |
20% |
False |
False |
47 |
| 120 |
1.6531 |
1.4943 |
0.1588 |
10.4% |
0.0042 |
0.3% |
18% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5618 |
|
2.618 |
1.5490 |
|
1.618 |
1.5412 |
|
1.000 |
1.5364 |
|
0.618 |
1.5334 |
|
HIGH |
1.5286 |
|
0.618 |
1.5256 |
|
0.500 |
1.5247 |
|
0.382 |
1.5238 |
|
LOW |
1.5208 |
|
0.618 |
1.5160 |
|
1.000 |
1.5130 |
|
1.618 |
1.5082 |
|
2.618 |
1.5004 |
|
4.250 |
1.4877 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5247 |
1.5236 |
| PP |
1.5243 |
1.5235 |
| S1 |
1.5238 |
1.5235 |
|