CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5221 |
1.5215 |
-0.0006 |
0.0% |
1.5064 |
| High |
1.5286 |
1.5395 |
0.0109 |
0.7% |
1.5335 |
| Low |
1.5208 |
1.5198 |
-0.0010 |
-0.1% |
1.4978 |
| Close |
1.5234 |
1.5395 |
0.0161 |
1.1% |
1.5220 |
| Range |
0.0078 |
0.0197 |
0.0119 |
152.6% |
0.0357 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
6.9% |
0.0000 |
| Volume |
185 |
634 |
449 |
242.7% |
988 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5920 |
1.5855 |
1.5503 |
|
| R3 |
1.5723 |
1.5658 |
1.5449 |
|
| R2 |
1.5526 |
1.5526 |
1.5431 |
|
| R1 |
1.5461 |
1.5461 |
1.5413 |
1.5494 |
| PP |
1.5329 |
1.5329 |
1.5329 |
1.5346 |
| S1 |
1.5264 |
1.5264 |
1.5377 |
1.5297 |
| S2 |
1.5132 |
1.5132 |
1.5359 |
|
| S3 |
1.4935 |
1.5067 |
1.5341 |
|
| S4 |
1.4738 |
1.4870 |
1.5287 |
|
|
| 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 |
1.5395 |
1.5186 |
0.0209 |
1.4% |
0.0103 |
0.7% |
100% |
True |
False |
268 |
| 10 |
1.5395 |
1.4978 |
0.0417 |
2.7% |
0.0114 |
0.7% |
100% |
True |
False |
217 |
| 20 |
1.5395 |
1.4943 |
0.0452 |
2.9% |
0.0113 |
0.7% |
100% |
True |
False |
195 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.2% |
0.0097 |
0.6% |
56% |
False |
False |
128 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0078 |
0.5% |
55% |
False |
False |
87 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0061 |
0.4% |
38% |
False |
False |
66 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.3% |
0.0051 |
0.3% |
31% |
False |
False |
53 |
| 120 |
1.6531 |
1.4943 |
0.1588 |
10.3% |
0.0043 |
0.3% |
28% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6232 |
|
2.618 |
1.5911 |
|
1.618 |
1.5714 |
|
1.000 |
1.5592 |
|
0.618 |
1.5517 |
|
HIGH |
1.5395 |
|
0.618 |
1.5320 |
|
0.500 |
1.5297 |
|
0.382 |
1.5273 |
|
LOW |
1.5198 |
|
0.618 |
1.5076 |
|
1.000 |
1.5001 |
|
1.618 |
1.4879 |
|
2.618 |
1.4682 |
|
4.250 |
1.4361 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5362 |
1.5360 |
| PP |
1.5329 |
1.5325 |
| S1 |
1.5297 |
1.5291 |
|