CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5407 |
1.5343 |
-0.0064 |
-0.4% |
1.5228 |
| High |
1.5437 |
1.5479 |
0.0042 |
0.3% |
1.5419 |
| Low |
1.5313 |
1.5339 |
0.0026 |
0.2% |
1.5193 |
| Close |
1.5361 |
1.5433 |
0.0072 |
0.5% |
1.5389 |
| Range |
0.0124 |
0.0140 |
0.0016 |
12.9% |
0.0226 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
1.1% |
0.0000 |
| Volume |
109,037 |
98,568 |
-10,469 |
-9.6% |
396,283 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5837 |
1.5775 |
1.5510 |
|
| R3 |
1.5697 |
1.5635 |
1.5472 |
|
| R2 |
1.5557 |
1.5557 |
1.5459 |
|
| R1 |
1.5495 |
1.5495 |
1.5446 |
1.5526 |
| PP |
1.5417 |
1.5417 |
1.5417 |
1.5433 |
| S1 |
1.5355 |
1.5355 |
1.5420 |
1.5386 |
| S2 |
1.5277 |
1.5277 |
1.5407 |
|
| S3 |
1.5137 |
1.5215 |
1.5395 |
|
| S4 |
1.4997 |
1.5075 |
1.5356 |
|
|
| 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 |
1.5479 |
1.5206 |
0.0273 |
1.8% |
0.0121 |
0.8% |
83% |
True |
False |
95,130 |
| 10 |
1.5479 |
1.5136 |
0.0343 |
2.2% |
0.0118 |
0.8% |
87% |
True |
False |
88,303 |
| 20 |
1.5479 |
1.4946 |
0.0533 |
3.5% |
0.0127 |
0.8% |
91% |
True |
False |
91,837 |
| 40 |
1.5673 |
1.4946 |
0.0727 |
4.7% |
0.0117 |
0.8% |
67% |
False |
False |
86,412 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0118 |
0.8% |
56% |
False |
False |
69,861 |
| 80 |
1.6160 |
1.4946 |
0.1214 |
7.9% |
0.0110 |
0.7% |
40% |
False |
False |
52,460 |
| 100 |
1.6312 |
1.4946 |
0.1366 |
8.9% |
0.0108 |
0.7% |
36% |
False |
False |
41,988 |
| 120 |
1.6552 |
1.4946 |
0.1606 |
10.4% |
0.0097 |
0.6% |
30% |
False |
False |
34,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6074 |
|
2.618 |
1.5846 |
|
1.618 |
1.5706 |
|
1.000 |
1.5619 |
|
0.618 |
1.5566 |
|
HIGH |
1.5479 |
|
0.618 |
1.5426 |
|
0.500 |
1.5409 |
|
0.382 |
1.5392 |
|
LOW |
1.5339 |
|
0.618 |
1.5252 |
|
1.000 |
1.5199 |
|
1.618 |
1.5112 |
|
2.618 |
1.4972 |
|
4.250 |
1.4744 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5425 |
1.5421 |
| PP |
1.5417 |
1.5408 |
| S1 |
1.5409 |
1.5396 |
|