CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5215 |
1.5377 |
0.0162 |
1.1% |
1.5218 |
| High |
1.5395 |
1.5405 |
0.0010 |
0.1% |
1.5405 |
| Low |
1.5198 |
1.5373 |
0.0175 |
1.2% |
1.5186 |
| Close |
1.5395 |
1.5380 |
-0.0015 |
-0.1% |
1.5380 |
| Range |
0.0197 |
0.0032 |
-0.0165 |
-83.8% |
0.0219 |
| ATR |
0.0107 |
0.0102 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
634 |
438 |
-196 |
-30.9% |
1,577 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5482 |
1.5463 |
1.5398 |
|
| R3 |
1.5450 |
1.5431 |
1.5389 |
|
| R2 |
1.5418 |
1.5418 |
1.5386 |
|
| R1 |
1.5399 |
1.5399 |
1.5383 |
1.5409 |
| PP |
1.5386 |
1.5386 |
1.5386 |
1.5391 |
| S1 |
1.5367 |
1.5367 |
1.5377 |
1.5377 |
| S2 |
1.5354 |
1.5354 |
1.5374 |
|
| S3 |
1.5322 |
1.5335 |
1.5371 |
|
| S4 |
1.5290 |
1.5303 |
1.5362 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5981 |
1.5899 |
1.5500 |
|
| R3 |
1.5762 |
1.5680 |
1.5440 |
|
| R2 |
1.5543 |
1.5543 |
1.5420 |
|
| R1 |
1.5461 |
1.5461 |
1.5400 |
1.5502 |
| PP |
1.5324 |
1.5324 |
1.5324 |
1.5344 |
| S1 |
1.5242 |
1.5242 |
1.5360 |
1.5283 |
| S2 |
1.5105 |
1.5105 |
1.5340 |
|
| S3 |
1.4886 |
1.5023 |
1.5320 |
|
| S4 |
1.4667 |
1.4804 |
1.5260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5405 |
1.5186 |
0.0219 |
1.4% |
0.0082 |
0.5% |
89% |
True |
False |
315 |
| 10 |
1.5405 |
1.4978 |
0.0427 |
2.8% |
0.0108 |
0.7% |
94% |
True |
False |
256 |
| 20 |
1.5405 |
1.4943 |
0.0462 |
3.0% |
0.0109 |
0.7% |
95% |
True |
False |
211 |
| 40 |
1.5719 |
1.4943 |
0.0776 |
5.0% |
0.0094 |
0.6% |
56% |
False |
False |
139 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0078 |
0.5% |
53% |
False |
False |
94 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0061 |
0.4% |
37% |
False |
False |
71 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.3% |
0.0051 |
0.3% |
30% |
False |
False |
57 |
| 120 |
1.6531 |
1.4943 |
0.1588 |
10.3% |
0.0043 |
0.3% |
28% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5541 |
|
2.618 |
1.5489 |
|
1.618 |
1.5457 |
|
1.000 |
1.5437 |
|
0.618 |
1.5425 |
|
HIGH |
1.5405 |
|
0.618 |
1.5393 |
|
0.500 |
1.5389 |
|
0.382 |
1.5385 |
|
LOW |
1.5373 |
|
0.618 |
1.5353 |
|
1.000 |
1.5341 |
|
1.618 |
1.5321 |
|
2.618 |
1.5289 |
|
4.250 |
1.5237 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5389 |
1.5354 |
| PP |
1.5386 |
1.5328 |
| S1 |
1.5383 |
1.5302 |
|