CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5411 |
1.5389 |
-0.0022 |
-0.1% |
1.5407 |
| High |
1.5432 |
1.5473 |
0.0041 |
0.3% |
1.5479 |
| Low |
1.5341 |
1.5330 |
-0.0011 |
-0.1% |
1.5313 |
| Close |
1.5394 |
1.5452 |
0.0058 |
0.4% |
1.5394 |
| Range |
0.0091 |
0.0143 |
0.0052 |
57.1% |
0.0166 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
1.7% |
0.0000 |
| Volume |
105,831 |
68,986 |
-36,845 |
-34.8% |
380,270 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5847 |
1.5793 |
1.5531 |
|
| R3 |
1.5704 |
1.5650 |
1.5491 |
|
| R2 |
1.5561 |
1.5561 |
1.5478 |
|
| R1 |
1.5507 |
1.5507 |
1.5465 |
1.5534 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5432 |
| S1 |
1.5364 |
1.5364 |
1.5439 |
1.5391 |
| S2 |
1.5275 |
1.5275 |
1.5426 |
|
| S3 |
1.5132 |
1.5221 |
1.5413 |
|
| S4 |
1.4989 |
1.5078 |
1.5373 |
|
|
| 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% |
0.0112 |
0.7% |
84% |
False |
False |
89,851 |
| 10 |
1.5479 |
1.5193 |
0.0286 |
1.9% |
0.0105 |
0.7% |
91% |
False |
False |
84,553 |
| 20 |
1.5479 |
1.4983 |
0.0496 |
3.2% |
0.0120 |
0.8% |
95% |
False |
False |
88,547 |
| 40 |
1.5612 |
1.4946 |
0.0666 |
4.3% |
0.0117 |
0.8% |
76% |
False |
False |
88,154 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0118 |
0.8% |
58% |
False |
False |
73,873 |
| 80 |
1.6160 |
1.4946 |
0.1214 |
7.9% |
0.0112 |
0.7% |
42% |
False |
False |
55,475 |
| 100 |
1.6251 |
1.4946 |
0.1305 |
8.4% |
0.0109 |
0.7% |
39% |
False |
False |
44,401 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.0% |
0.0100 |
0.6% |
33% |
False |
False |
37,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6081 |
|
2.618 |
1.5847 |
|
1.618 |
1.5704 |
|
1.000 |
1.5616 |
|
0.618 |
1.5561 |
|
HIGH |
1.5473 |
|
0.618 |
1.5418 |
|
0.500 |
1.5402 |
|
0.382 |
1.5385 |
|
LOW |
1.5330 |
|
0.618 |
1.5242 |
|
1.000 |
1.5187 |
|
1.618 |
1.5099 |
|
2.618 |
1.4956 |
|
4.250 |
1.4722 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5435 |
1.5435 |
| PP |
1.5418 |
1.5418 |
| S1 |
1.5402 |
1.5402 |
|