CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5381 |
1.5407 |
0.0026 |
0.2% |
1.5228 |
| High |
1.5419 |
1.5437 |
0.0018 |
0.1% |
1.5419 |
| Low |
1.5368 |
1.5313 |
-0.0055 |
-0.4% |
1.5193 |
| Close |
1.5389 |
1.5361 |
-0.0028 |
-0.2% |
1.5389 |
| Range |
0.0051 |
0.0124 |
0.0073 |
143.1% |
0.0226 |
| ATR |
0.0120 |
0.0121 |
0.0000 |
0.2% |
0.0000 |
| Volume |
58,286 |
109,037 |
50,751 |
87.1% |
396,283 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5742 |
1.5676 |
1.5429 |
|
| R3 |
1.5618 |
1.5552 |
1.5395 |
|
| R2 |
1.5494 |
1.5494 |
1.5384 |
|
| R1 |
1.5428 |
1.5428 |
1.5372 |
1.5399 |
| PP |
1.5370 |
1.5370 |
1.5370 |
1.5356 |
| S1 |
1.5304 |
1.5304 |
1.5350 |
1.5275 |
| S2 |
1.5246 |
1.5246 |
1.5338 |
|
| S3 |
1.5122 |
1.5180 |
1.5327 |
|
| S4 |
1.4998 |
1.5056 |
1.5293 |
|
|
| 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 |
1.5437 |
1.5193 |
0.0244 |
1.6% |
0.0109 |
0.7% |
69% |
True |
False |
90,423 |
| 10 |
1.5437 |
1.4983 |
0.0454 |
3.0% |
0.0125 |
0.8% |
83% |
True |
False |
90,221 |
| 20 |
1.5437 |
1.4946 |
0.0491 |
3.2% |
0.0127 |
0.8% |
85% |
True |
False |
91,979 |
| 40 |
1.5673 |
1.4946 |
0.0727 |
4.7% |
0.0117 |
0.8% |
57% |
False |
False |
86,079 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0118 |
0.8% |
48% |
False |
False |
68,221 |
| 80 |
1.6160 |
1.4946 |
0.1214 |
7.9% |
0.0110 |
0.7% |
34% |
False |
False |
51,228 |
| 100 |
1.6377 |
1.4946 |
0.1431 |
9.3% |
0.0107 |
0.7% |
29% |
False |
False |
41,002 |
| 120 |
1.6552 |
1.4946 |
0.1606 |
10.5% |
0.0096 |
0.6% |
26% |
False |
False |
34,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5964 |
|
2.618 |
1.5762 |
|
1.618 |
1.5638 |
|
1.000 |
1.5561 |
|
0.618 |
1.5514 |
|
HIGH |
1.5437 |
|
0.618 |
1.5390 |
|
0.500 |
1.5375 |
|
0.382 |
1.5360 |
|
LOW |
1.5313 |
|
0.618 |
1.5236 |
|
1.000 |
1.5189 |
|
1.618 |
1.5112 |
|
2.618 |
1.4988 |
|
4.250 |
1.4786 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5375 |
1.5348 |
| PP |
1.5370 |
1.5335 |
| S1 |
1.5366 |
1.5322 |
|