CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5234 |
1.5381 |
0.0147 |
1.0% |
1.5228 |
| High |
1.5412 |
1.5419 |
0.0007 |
0.0% |
1.5419 |
| Low |
1.5206 |
1.5368 |
0.0162 |
1.1% |
1.5193 |
| Close |
1.5405 |
1.5389 |
-0.0016 |
-0.1% |
1.5389 |
| Range |
0.0206 |
0.0051 |
-0.0155 |
-75.2% |
0.0226 |
| ATR |
0.0126 |
0.0120 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
130,967 |
58,286 |
-72,681 |
-55.5% |
396,283 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5545 |
1.5518 |
1.5417 |
|
| R3 |
1.5494 |
1.5467 |
1.5403 |
|
| R2 |
1.5443 |
1.5443 |
1.5398 |
|
| R1 |
1.5416 |
1.5416 |
1.5394 |
1.5430 |
| PP |
1.5392 |
1.5392 |
1.5392 |
1.5399 |
| S1 |
1.5365 |
1.5365 |
1.5384 |
1.5379 |
| S2 |
1.5341 |
1.5341 |
1.5380 |
|
| S3 |
1.5290 |
1.5314 |
1.5375 |
|
| S4 |
1.5239 |
1.5263 |
1.5361 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6012 |
1.5926 |
1.5513 |
|
| R3 |
1.5786 |
1.5700 |
1.5451 |
|
| R2 |
1.5560 |
1.5560 |
1.5430 |
|
| R1 |
1.5474 |
1.5474 |
1.5410 |
1.5517 |
| PP |
1.5334 |
1.5334 |
1.5334 |
1.5355 |
| S1 |
1.5248 |
1.5248 |
1.5368 |
1.5291 |
| S2 |
1.5108 |
1.5108 |
1.5348 |
|
| S3 |
1.4882 |
1.5022 |
1.5327 |
|
| S4 |
1.4656 |
1.4796 |
1.5265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5419 |
1.5193 |
0.0226 |
1.5% |
0.0098 |
0.6% |
87% |
True |
False |
79,256 |
| 10 |
1.5419 |
1.4983 |
0.0436 |
2.8% |
0.0122 |
0.8% |
93% |
True |
False |
88,592 |
| 20 |
1.5419 |
1.4946 |
0.0473 |
3.1% |
0.0129 |
0.8% |
94% |
True |
False |
91,930 |
| 40 |
1.5740 |
1.4946 |
0.0794 |
5.2% |
0.0119 |
0.8% |
56% |
False |
False |
86,420 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0116 |
0.8% |
51% |
False |
False |
66,407 |
| 80 |
1.6162 |
1.4946 |
0.1216 |
7.9% |
0.0109 |
0.7% |
36% |
False |
False |
49,872 |
| 100 |
1.6377 |
1.4946 |
0.1431 |
9.3% |
0.0107 |
0.7% |
31% |
False |
False |
39,912 |
| 120 |
1.6552 |
1.4946 |
0.1606 |
10.4% |
0.0095 |
0.6% |
28% |
False |
False |
33,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5636 |
|
2.618 |
1.5553 |
|
1.618 |
1.5502 |
|
1.000 |
1.5470 |
|
0.618 |
1.5451 |
|
HIGH |
1.5419 |
|
0.618 |
1.5400 |
|
0.500 |
1.5394 |
|
0.382 |
1.5387 |
|
LOW |
1.5368 |
|
0.618 |
1.5336 |
|
1.000 |
1.5317 |
|
1.618 |
1.5285 |
|
2.618 |
1.5234 |
|
4.250 |
1.5151 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5394 |
1.5364 |
| PP |
1.5392 |
1.5338 |
| S1 |
1.5391 |
1.5313 |
|