CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5425 |
1.5414 |
-0.0011 |
-0.1% |
1.5404 |
| High |
1.5450 |
1.5416 |
-0.0034 |
-0.2% |
1.5461 |
| Low |
1.5394 |
1.5339 |
-0.0055 |
-0.4% |
1.5304 |
| Close |
1.5401 |
1.5385 |
-0.0016 |
-0.1% |
1.5385 |
| Range |
0.0056 |
0.0077 |
0.0021 |
37.5% |
0.0157 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
266 |
231 |
-35 |
-13.2% |
1,159 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5611 |
1.5575 |
1.5427 |
|
| R3 |
1.5534 |
1.5498 |
1.5406 |
|
| R2 |
1.5457 |
1.5457 |
1.5399 |
|
| R1 |
1.5421 |
1.5421 |
1.5392 |
1.5401 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5370 |
| S1 |
1.5344 |
1.5344 |
1.5378 |
1.5324 |
| S2 |
1.5303 |
1.5303 |
1.5371 |
|
| S3 |
1.5226 |
1.5267 |
1.5364 |
|
| S4 |
1.5149 |
1.5190 |
1.5343 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5854 |
1.5777 |
1.5471 |
|
| R3 |
1.5697 |
1.5620 |
1.5428 |
|
| R2 |
1.5540 |
1.5540 |
1.5414 |
|
| R1 |
1.5463 |
1.5463 |
1.5399 |
1.5423 |
| PP |
1.5383 |
1.5383 |
1.5383 |
1.5364 |
| S1 |
1.5306 |
1.5306 |
1.5371 |
1.5266 |
| S2 |
1.5226 |
1.5226 |
1.5356 |
|
| S3 |
1.5069 |
1.5149 |
1.5342 |
|
| S4 |
1.4912 |
1.4992 |
1.5299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5461 |
1.5304 |
0.0157 |
1.0% |
0.0084 |
0.5% |
52% |
False |
False |
319 |
| 10 |
1.5461 |
1.5186 |
0.0275 |
1.8% |
0.0094 |
0.6% |
72% |
False |
False |
293 |
| 20 |
1.5461 |
1.4943 |
0.0518 |
3.4% |
0.0103 |
0.7% |
85% |
False |
False |
246 |
| 40 |
1.5571 |
1.4943 |
0.0628 |
4.1% |
0.0096 |
0.6% |
70% |
False |
False |
167 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0082 |
0.5% |
53% |
False |
False |
114 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0066 |
0.4% |
37% |
False |
False |
86 |
| 100 |
1.6205 |
1.4943 |
0.1262 |
8.2% |
0.0054 |
0.4% |
35% |
False |
False |
69 |
| 120 |
1.6508 |
1.4943 |
0.1565 |
10.2% |
0.0047 |
0.3% |
28% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5743 |
|
2.618 |
1.5618 |
|
1.618 |
1.5541 |
|
1.000 |
1.5493 |
|
0.618 |
1.5464 |
|
HIGH |
1.5416 |
|
0.618 |
1.5387 |
|
0.500 |
1.5378 |
|
0.382 |
1.5368 |
|
LOW |
1.5339 |
|
0.618 |
1.5291 |
|
1.000 |
1.5262 |
|
1.618 |
1.5214 |
|
2.618 |
1.5137 |
|
4.250 |
1.5012 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5383 |
1.5396 |
| PP |
1.5380 |
1.5392 |
| S1 |
1.5378 |
1.5389 |
|