CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1.5055 |
1.5179 |
0.0124 |
0.8% |
1.5126 |
High |
1.5055 |
1.5179 |
0.0124 |
0.8% |
1.5137 |
Low |
1.5055 |
1.5179 |
0.0124 |
0.8% |
1.4995 |
Close |
1.5055 |
1.5179 |
0.0124 |
0.8% |
1.4995 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0061 |
0.0005 |
8.7% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
23 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5179 |
1.5179 |
1.5179 |
|
R3 |
1.5179 |
1.5179 |
1.5179 |
|
R2 |
1.5179 |
1.5179 |
1.5179 |
|
R1 |
1.5179 |
1.5179 |
1.5179 |
1.5179 |
PP |
1.5179 |
1.5179 |
1.5179 |
1.5179 |
S1 |
1.5179 |
1.5179 |
1.5179 |
1.5179 |
S2 |
1.5179 |
1.5179 |
1.5179 |
|
S3 |
1.5179 |
1.5179 |
1.5179 |
|
S4 |
1.5179 |
1.5179 |
1.5179 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5468 |
1.5374 |
1.5073 |
|
R3 |
1.5326 |
1.5232 |
1.5034 |
|
R2 |
1.5184 |
1.5184 |
1.5021 |
|
R1 |
1.5090 |
1.5090 |
1.5008 |
1.5066 |
PP |
1.5042 |
1.5042 |
1.5042 |
1.5031 |
S1 |
1.4948 |
1.4948 |
1.4982 |
1.4924 |
S2 |
1.4900 |
1.4900 |
1.4969 |
|
S3 |
1.4758 |
1.4806 |
1.4956 |
|
S4 |
1.4616 |
1.4664 |
1.4917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5179 |
1.4995 |
0.0184 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
7 |
10 |
1.5201 |
1.4995 |
0.0206 |
1.4% |
0.0006 |
0.0% |
89% |
False |
False |
4 |
20 |
1.5551 |
1.4995 |
0.0556 |
3.7% |
0.0013 |
0.1% |
33% |
False |
False |
2 |
40 |
1.5705 |
1.4995 |
0.0710 |
4.7% |
0.0006 |
0.0% |
26% |
False |
False |
2 |
60 |
1.5953 |
1.4995 |
0.0958 |
6.3% |
0.0006 |
0.0% |
19% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5179 |
2.618 |
1.5179 |
1.618 |
1.5179 |
1.000 |
1.5179 |
0.618 |
1.5179 |
HIGH |
1.5179 |
0.618 |
1.5179 |
0.500 |
1.5179 |
0.382 |
1.5179 |
LOW |
1.5179 |
0.618 |
1.5179 |
1.000 |
1.5179 |
1.618 |
1.5179 |
2.618 |
1.5179 |
4.250 |
1.5179 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5179 |
1.5148 |
PP |
1.5179 |
1.5118 |
S1 |
1.5179 |
1.5087 |
|