CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5230 |
1.5320 |
0.0090 |
0.6% |
1.5015 |
| High |
1.5230 |
1.5391 |
0.0161 |
1.1% |
1.5311 |
| Low |
1.5230 |
1.5320 |
0.0090 |
0.6% |
1.5015 |
| Close |
1.5230 |
1.5391 |
0.0161 |
1.1% |
1.5214 |
| Range |
0.0000 |
0.0071 |
0.0071 |
|
0.0296 |
| ATR |
0.0057 |
0.0065 |
0.0007 |
13.0% |
0.0000 |
| Volume |
25 |
25 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5580 |
1.5557 |
1.5430 |
|
| R3 |
1.5509 |
1.5486 |
1.5411 |
|
| R2 |
1.5438 |
1.5438 |
1.5404 |
|
| R1 |
1.5415 |
1.5415 |
1.5398 |
1.5427 |
| PP |
1.5367 |
1.5367 |
1.5367 |
1.5373 |
| S1 |
1.5344 |
1.5344 |
1.5384 |
1.5356 |
| S2 |
1.5296 |
1.5296 |
1.5378 |
|
| S3 |
1.5225 |
1.5273 |
1.5371 |
|
| S4 |
1.5154 |
1.5202 |
1.5352 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6068 |
1.5937 |
1.5377 |
|
| R3 |
1.5772 |
1.5641 |
1.5295 |
|
| R2 |
1.5476 |
1.5476 |
1.5268 |
|
| R1 |
1.5345 |
1.5345 |
1.5241 |
1.5411 |
| PP |
1.5180 |
1.5180 |
1.5180 |
1.5213 |
| S1 |
1.5049 |
1.5049 |
1.5187 |
1.5115 |
| S2 |
1.4884 |
1.4884 |
1.5160 |
|
| S3 |
1.4588 |
1.4753 |
1.5133 |
|
| S4 |
1.4292 |
1.4457 |
1.5051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5391 |
1.5200 |
0.0191 |
1.2% |
0.0020 |
0.1% |
100% |
True |
False |
15 |
| 10 |
1.5391 |
1.5015 |
0.0376 |
2.4% |
0.0010 |
0.1% |
100% |
True |
False |
10 |
| 20 |
1.5391 |
1.4995 |
0.0396 |
2.6% |
0.0006 |
0.0% |
100% |
True |
False |
8 |
| 40 |
1.5699 |
1.4995 |
0.0704 |
4.6% |
0.0009 |
0.1% |
56% |
False |
False |
4 |
| 60 |
1.5761 |
1.4995 |
0.0766 |
5.0% |
0.0006 |
0.0% |
52% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5693 |
|
2.618 |
1.5577 |
|
1.618 |
1.5506 |
|
1.000 |
1.5462 |
|
0.618 |
1.5435 |
|
HIGH |
1.5391 |
|
0.618 |
1.5364 |
|
0.500 |
1.5356 |
|
0.382 |
1.5347 |
|
LOW |
1.5320 |
|
0.618 |
1.5276 |
|
1.000 |
1.5249 |
|
1.618 |
1.5205 |
|
2.618 |
1.5134 |
|
4.250 |
1.5018 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5379 |
1.5364 |
| PP |
1.5367 |
1.5337 |
| S1 |
1.5356 |
1.5311 |
|