CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5208 |
1.5252 |
0.0044 |
0.3% |
1.5081 |
| High |
1.5273 |
1.5297 |
0.0024 |
0.2% |
1.5349 |
| Low |
1.5193 |
1.5215 |
0.0022 |
0.1% |
1.4983 |
| Close |
1.5251 |
1.5244 |
-0.0007 |
0.0% |
1.5229 |
| Range |
0.0080 |
0.0082 |
0.0002 |
2.5% |
0.0366 |
| ATR |
0.0122 |
0.0120 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
75,033 |
78,794 |
3,761 |
5.0% |
489,639 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5498 |
1.5453 |
1.5289 |
|
| R3 |
1.5416 |
1.5371 |
1.5267 |
|
| R2 |
1.5334 |
1.5334 |
1.5259 |
|
| R1 |
1.5289 |
1.5289 |
1.5252 |
1.5271 |
| PP |
1.5252 |
1.5252 |
1.5252 |
1.5243 |
| S1 |
1.5207 |
1.5207 |
1.5236 |
1.5189 |
| S2 |
1.5170 |
1.5170 |
1.5229 |
|
| S3 |
1.5088 |
1.5125 |
1.5221 |
|
| S4 |
1.5006 |
1.5043 |
1.5199 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6285 |
1.6123 |
1.5430 |
|
| R3 |
1.5919 |
1.5757 |
1.5330 |
|
| R2 |
1.5553 |
1.5553 |
1.5296 |
|
| R1 |
1.5391 |
1.5391 |
1.5263 |
1.5472 |
| PP |
1.5187 |
1.5187 |
1.5187 |
1.5228 |
| S1 |
1.5025 |
1.5025 |
1.5195 |
1.5106 |
| S2 |
1.4821 |
1.4821 |
1.5162 |
|
| S3 |
1.4455 |
1.4659 |
1.5128 |
|
| S4 |
1.4089 |
1.4293 |
1.5028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5349 |
1.5163 |
0.0186 |
1.2% |
0.0110 |
0.7% |
44% |
False |
False |
76,835 |
| 10 |
1.5349 |
1.4983 |
0.0366 |
2.4% |
0.0121 |
0.8% |
71% |
False |
False |
87,932 |
| 20 |
1.5349 |
1.4946 |
0.0403 |
2.6% |
0.0128 |
0.8% |
74% |
False |
False |
95,613 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0121 |
0.8% |
36% |
False |
False |
87,060 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.7% |
0.0115 |
0.8% |
34% |
False |
False |
63,261 |
| 80 |
1.6162 |
1.4946 |
0.1216 |
8.0% |
0.0108 |
0.7% |
25% |
False |
False |
47,510 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0107 |
0.7% |
19% |
False |
False |
38,021 |
| 120 |
1.6552 |
1.4946 |
0.1606 |
10.5% |
0.0093 |
0.6% |
19% |
False |
False |
31,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5646 |
|
2.618 |
1.5512 |
|
1.618 |
1.5430 |
|
1.000 |
1.5379 |
|
0.618 |
1.5348 |
|
HIGH |
1.5297 |
|
0.618 |
1.5266 |
|
0.500 |
1.5256 |
|
0.382 |
1.5246 |
|
LOW |
1.5215 |
|
0.618 |
1.5164 |
|
1.000 |
1.5133 |
|
1.618 |
1.5082 |
|
2.618 |
1.5000 |
|
4.250 |
1.4867 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5256 |
1.5245 |
| PP |
1.5252 |
1.5245 |
| S1 |
1.5248 |
1.5244 |
|