CME British Pound Future March 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 |
1.5252 |
1.5234 |
-0.0018 |
-0.1% |
1.5081 |
| High |
1.5297 |
1.5412 |
0.0115 |
0.8% |
1.5349 |
| Low |
1.5215 |
1.5206 |
-0.0009 |
-0.1% |
1.4983 |
| Close |
1.5244 |
1.5405 |
0.0161 |
1.1% |
1.5229 |
| Range |
0.0082 |
0.0206 |
0.0124 |
151.2% |
0.0366 |
| ATR |
0.0120 |
0.0126 |
0.0006 |
5.2% |
0.0000 |
| Volume |
78,794 |
130,967 |
52,173 |
66.2% |
489,639 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5959 |
1.5888 |
1.5518 |
|
| R3 |
1.5753 |
1.5682 |
1.5462 |
|
| R2 |
1.5547 |
1.5547 |
1.5443 |
|
| R1 |
1.5476 |
1.5476 |
1.5424 |
1.5512 |
| PP |
1.5341 |
1.5341 |
1.5341 |
1.5359 |
| S1 |
1.5270 |
1.5270 |
1.5386 |
1.5306 |
| S2 |
1.5135 |
1.5135 |
1.5367 |
|
| S3 |
1.4929 |
1.5064 |
1.5348 |
|
| S4 |
1.4723 |
1.4858 |
1.5292 |
|
|
| 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 |
1.5412 |
1.5193 |
0.0219 |
1.4% |
0.0116 |
0.8% |
97% |
True |
False |
85,593 |
| 10 |
1.5412 |
1.4983 |
0.0429 |
2.8% |
0.0128 |
0.8% |
98% |
True |
False |
92,151 |
| 20 |
1.5412 |
1.4946 |
0.0466 |
3.0% |
0.0132 |
0.9% |
98% |
True |
False |
96,829 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0122 |
0.8% |
55% |
False |
False |
87,907 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0117 |
0.8% |
53% |
False |
False |
65,441 |
| 80 |
1.6162 |
1.4946 |
0.1216 |
7.9% |
0.0109 |
0.7% |
38% |
False |
False |
49,144 |
| 100 |
1.6377 |
1.4946 |
0.1431 |
9.3% |
0.0107 |
0.7% |
32% |
False |
False |
39,330 |
| 120 |
1.6552 |
1.4946 |
0.1606 |
10.4% |
0.0095 |
0.6% |
29% |
False |
False |
32,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6288 |
|
2.618 |
1.5951 |
|
1.618 |
1.5745 |
|
1.000 |
1.5618 |
|
0.618 |
1.5539 |
|
HIGH |
1.5412 |
|
0.618 |
1.5333 |
|
0.500 |
1.5309 |
|
0.382 |
1.5285 |
|
LOW |
1.5206 |
|
0.618 |
1.5079 |
|
1.000 |
1.5000 |
|
1.618 |
1.4873 |
|
2.618 |
1.4667 |
|
4.250 |
1.4331 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5373 |
1.5371 |
| PP |
1.5341 |
1.5337 |
| S1 |
1.5309 |
1.5303 |
|