CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5436 |
1.5411 |
-0.0025 |
-0.2% |
1.5407 |
| High |
1.5463 |
1.5432 |
-0.0031 |
-0.2% |
1.5479 |
| Low |
1.5402 |
1.5341 |
-0.0061 |
-0.4% |
1.5313 |
| Close |
1.5410 |
1.5394 |
-0.0016 |
-0.1% |
1.5394 |
| Range |
0.0061 |
0.0091 |
0.0030 |
49.2% |
0.0166 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
66,834 |
105,831 |
38,997 |
58.3% |
380,270 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5662 |
1.5619 |
1.5444 |
|
| R3 |
1.5571 |
1.5528 |
1.5419 |
|
| R2 |
1.5480 |
1.5480 |
1.5411 |
|
| R1 |
1.5437 |
1.5437 |
1.5402 |
1.5413 |
| PP |
1.5389 |
1.5389 |
1.5389 |
1.5377 |
| S1 |
1.5346 |
1.5346 |
1.5386 |
1.5322 |
| S2 |
1.5298 |
1.5298 |
1.5377 |
|
| S3 |
1.5207 |
1.5255 |
1.5369 |
|
| S4 |
1.5116 |
1.5164 |
1.5344 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5893 |
1.5810 |
1.5485 |
|
| R3 |
1.5727 |
1.5644 |
1.5440 |
|
| R2 |
1.5561 |
1.5561 |
1.5424 |
|
| R1 |
1.5478 |
1.5478 |
1.5409 |
1.5437 |
| PP |
1.5395 |
1.5395 |
1.5395 |
1.5375 |
| S1 |
1.5312 |
1.5312 |
1.5379 |
1.5271 |
| S2 |
1.5229 |
1.5229 |
1.5364 |
|
| S3 |
1.5063 |
1.5146 |
1.5348 |
|
| S4 |
1.4897 |
1.4980 |
1.5303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5479 |
1.5313 |
0.0166 |
1.1% |
0.0093 |
0.6% |
49% |
False |
False |
87,711 |
| 10 |
1.5479 |
1.5193 |
0.0286 |
1.9% |
0.0105 |
0.7% |
70% |
False |
False |
86,652 |
| 20 |
1.5479 |
1.4946 |
0.0533 |
3.5% |
0.0117 |
0.8% |
84% |
False |
False |
90,269 |
| 40 |
1.5612 |
1.4946 |
0.0666 |
4.3% |
0.0117 |
0.8% |
67% |
False |
False |
87,996 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0117 |
0.8% |
52% |
False |
False |
72,727 |
| 80 |
1.6160 |
1.4946 |
0.1214 |
7.9% |
0.0111 |
0.7% |
37% |
False |
False |
54,617 |
| 100 |
1.6251 |
1.4946 |
0.1305 |
8.5% |
0.0108 |
0.7% |
34% |
False |
False |
43,712 |
| 120 |
1.6529 |
1.4946 |
0.1583 |
10.3% |
0.0099 |
0.6% |
28% |
False |
False |
36,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5819 |
|
2.618 |
1.5670 |
|
1.618 |
1.5579 |
|
1.000 |
1.5523 |
|
0.618 |
1.5488 |
|
HIGH |
1.5432 |
|
0.618 |
1.5397 |
|
0.500 |
1.5387 |
|
0.382 |
1.5376 |
|
LOW |
1.5341 |
|
0.618 |
1.5285 |
|
1.000 |
1.5250 |
|
1.618 |
1.5194 |
|
2.618 |
1.5103 |
|
4.250 |
1.4954 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5392 |
1.5409 |
| PP |
1.5389 |
1.5404 |
| S1 |
1.5387 |
1.5399 |
|