CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5377 |
1.5404 |
0.0027 |
0.2% |
1.5218 |
| High |
1.5405 |
1.5429 |
0.0024 |
0.2% |
1.5405 |
| Low |
1.5373 |
1.5304 |
-0.0069 |
-0.4% |
1.5186 |
| Close |
1.5380 |
1.5352 |
-0.0028 |
-0.2% |
1.5380 |
| Range |
0.0032 |
0.0125 |
0.0093 |
290.6% |
0.0219 |
| ATR |
0.0102 |
0.0103 |
0.0002 |
1.6% |
0.0000 |
| Volume |
438 |
128 |
-310 |
-70.8% |
1,577 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5737 |
1.5669 |
1.5421 |
|
| R3 |
1.5612 |
1.5544 |
1.5386 |
|
| R2 |
1.5487 |
1.5487 |
1.5375 |
|
| R1 |
1.5419 |
1.5419 |
1.5363 |
1.5391 |
| PP |
1.5362 |
1.5362 |
1.5362 |
1.5347 |
| S1 |
1.5294 |
1.5294 |
1.5341 |
1.5266 |
| S2 |
1.5237 |
1.5237 |
1.5329 |
|
| S3 |
1.5112 |
1.5169 |
1.5318 |
|
| S4 |
1.4987 |
1.5044 |
1.5283 |
|
|
| 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 |
1.5429 |
1.5186 |
0.0243 |
1.6% |
0.0100 |
0.7% |
68% |
True |
False |
308 |
| 10 |
1.5429 |
1.4978 |
0.0451 |
2.9% |
0.0113 |
0.7% |
83% |
True |
False |
250 |
| 20 |
1.5429 |
1.4943 |
0.0486 |
3.2% |
0.0110 |
0.7% |
84% |
True |
False |
211 |
| 40 |
1.5650 |
1.4943 |
0.0707 |
4.6% |
0.0093 |
0.6% |
58% |
False |
False |
142 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0080 |
0.5% |
49% |
False |
False |
96 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0063 |
0.4% |
34% |
False |
False |
73 |
| 100 |
1.6289 |
1.4943 |
0.1346 |
8.8% |
0.0052 |
0.3% |
30% |
False |
False |
58 |
| 120 |
1.6531 |
1.4943 |
0.1588 |
10.3% |
0.0045 |
0.3% |
26% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5960 |
|
2.618 |
1.5756 |
|
1.618 |
1.5631 |
|
1.000 |
1.5554 |
|
0.618 |
1.5506 |
|
HIGH |
1.5429 |
|
0.618 |
1.5381 |
|
0.500 |
1.5367 |
|
0.382 |
1.5352 |
|
LOW |
1.5304 |
|
0.618 |
1.5227 |
|
1.000 |
1.5179 |
|
1.618 |
1.5102 |
|
2.618 |
1.4977 |
|
4.250 |
1.4773 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5367 |
1.5339 |
| PP |
1.5362 |
1.5326 |
| S1 |
1.5357 |
1.5314 |
|