CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5337 |
1.5425 |
0.0088 |
0.6% |
1.5218 |
| High |
1.5461 |
1.5450 |
-0.0011 |
-0.1% |
1.5405 |
| Low |
1.5330 |
1.5394 |
0.0064 |
0.4% |
1.5186 |
| Close |
1.5424 |
1.5401 |
-0.0023 |
-0.1% |
1.5380 |
| Range |
0.0131 |
0.0056 |
-0.0075 |
-57.3% |
0.0219 |
| ATR |
0.0105 |
0.0102 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
534 |
266 |
-268 |
-50.2% |
1,577 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5583 |
1.5548 |
1.5432 |
|
| R3 |
1.5527 |
1.5492 |
1.5416 |
|
| R2 |
1.5471 |
1.5471 |
1.5411 |
|
| R1 |
1.5436 |
1.5436 |
1.5406 |
1.5426 |
| PP |
1.5415 |
1.5415 |
1.5415 |
1.5410 |
| S1 |
1.5380 |
1.5380 |
1.5396 |
1.5370 |
| S2 |
1.5359 |
1.5359 |
1.5391 |
|
| S3 |
1.5303 |
1.5324 |
1.5386 |
|
| S4 |
1.5247 |
1.5268 |
1.5370 |
|
|
| 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 |
1.5461 |
1.5198 |
0.0263 |
1.7% |
0.0108 |
0.7% |
77% |
False |
False |
400 |
| 10 |
1.5461 |
1.5161 |
0.0300 |
1.9% |
0.0103 |
0.7% |
80% |
False |
False |
292 |
| 20 |
1.5461 |
1.4943 |
0.0518 |
3.4% |
0.0110 |
0.7% |
88% |
False |
False |
242 |
| 40 |
1.5603 |
1.4943 |
0.0660 |
4.3% |
0.0095 |
0.6% |
69% |
False |
False |
162 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0082 |
0.5% |
55% |
False |
False |
110 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0065 |
0.4% |
39% |
False |
False |
83 |
| 100 |
1.6205 |
1.4943 |
0.1262 |
8.2% |
0.0054 |
0.3% |
36% |
False |
False |
66 |
| 120 |
1.6531 |
1.4943 |
0.1588 |
10.3% |
0.0046 |
0.3% |
29% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5688 |
|
2.618 |
1.5597 |
|
1.618 |
1.5541 |
|
1.000 |
1.5506 |
|
0.618 |
1.5485 |
|
HIGH |
1.5450 |
|
0.618 |
1.5429 |
|
0.500 |
1.5422 |
|
0.382 |
1.5415 |
|
LOW |
1.5394 |
|
0.618 |
1.5359 |
|
1.000 |
1.5338 |
|
1.618 |
1.5303 |
|
2.618 |
1.5247 |
|
4.250 |
1.5156 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5422 |
1.5395 |
| PP |
1.5415 |
1.5389 |
| S1 |
1.5408 |
1.5383 |
|