CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5414 |
1.5365 |
-0.0049 |
-0.3% |
1.5404 |
| High |
1.5416 |
1.5460 |
0.0044 |
0.3% |
1.5461 |
| Low |
1.5339 |
1.5323 |
-0.0016 |
-0.1% |
1.5304 |
| Close |
1.5385 |
1.5443 |
0.0058 |
0.4% |
1.5385 |
| Range |
0.0077 |
0.0137 |
0.0060 |
77.9% |
0.0157 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
2.6% |
0.0000 |
| Volume |
231 |
278 |
47 |
20.3% |
1,159 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5820 |
1.5768 |
1.5518 |
|
| R3 |
1.5683 |
1.5631 |
1.5481 |
|
| R2 |
1.5546 |
1.5546 |
1.5468 |
|
| R1 |
1.5494 |
1.5494 |
1.5456 |
1.5520 |
| PP |
1.5409 |
1.5409 |
1.5409 |
1.5422 |
| S1 |
1.5357 |
1.5357 |
1.5430 |
1.5383 |
| S2 |
1.5272 |
1.5272 |
1.5418 |
|
| S3 |
1.5135 |
1.5220 |
1.5405 |
|
| S4 |
1.4998 |
1.5083 |
1.5368 |
|
|
| 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% |
0.0105 |
0.7% |
89% |
False |
False |
287 |
| 10 |
1.5461 |
1.5186 |
0.0275 |
1.8% |
0.0094 |
0.6% |
93% |
False |
False |
301 |
| 20 |
1.5461 |
1.4974 |
0.0487 |
3.2% |
0.0106 |
0.7% |
96% |
False |
False |
243 |
| 40 |
1.5568 |
1.4943 |
0.0625 |
4.0% |
0.0097 |
0.6% |
80% |
False |
False |
174 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0084 |
0.5% |
60% |
False |
False |
118 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0068 |
0.4% |
42% |
False |
False |
89 |
| 100 |
1.6155 |
1.4943 |
0.1212 |
7.8% |
0.0056 |
0.4% |
41% |
False |
False |
71 |
| 120 |
1.6420 |
1.4943 |
0.1477 |
9.6% |
0.0048 |
0.3% |
34% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6042 |
|
2.618 |
1.5819 |
|
1.618 |
1.5682 |
|
1.000 |
1.5597 |
|
0.618 |
1.5545 |
|
HIGH |
1.5460 |
|
0.618 |
1.5408 |
|
0.500 |
1.5392 |
|
0.382 |
1.5375 |
|
LOW |
1.5323 |
|
0.618 |
1.5238 |
|
1.000 |
1.5186 |
|
1.618 |
1.5101 |
|
2.618 |
1.4964 |
|
4.250 |
1.4741 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5426 |
1.5426 |
| PP |
1.5409 |
1.5409 |
| S1 |
1.5392 |
1.5392 |
|