CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5389 |
1.5451 |
0.0062 |
0.4% |
1.5407 |
| High |
1.5473 |
1.5473 |
0.0000 |
0.0% |
1.5479 |
| Low |
1.5330 |
1.5400 |
0.0070 |
0.5% |
1.5313 |
| Close |
1.5452 |
1.5452 |
0.0000 |
0.0% |
1.5394 |
| Range |
0.0143 |
0.0073 |
-0.0070 |
-49.0% |
0.0166 |
| ATR |
0.0118 |
0.0114 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
68,986 |
79,238 |
10,252 |
14.9% |
380,270 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5661 |
1.5629 |
1.5492 |
|
| R3 |
1.5588 |
1.5556 |
1.5472 |
|
| R2 |
1.5515 |
1.5515 |
1.5465 |
|
| R1 |
1.5483 |
1.5483 |
1.5459 |
1.5499 |
| PP |
1.5442 |
1.5442 |
1.5442 |
1.5450 |
| S1 |
1.5410 |
1.5410 |
1.5445 |
1.5426 |
| S2 |
1.5369 |
1.5369 |
1.5439 |
|
| S3 |
1.5296 |
1.5337 |
1.5432 |
|
| S4 |
1.5223 |
1.5264 |
1.5412 |
|
|
| 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 |
1.5330 |
0.0149 |
1.0% |
0.0102 |
0.7% |
82% |
False |
False |
83,891 |
| 10 |
1.5479 |
1.5193 |
0.0286 |
1.9% |
0.0105 |
0.7% |
91% |
False |
False |
87,157 |
| 20 |
1.5479 |
1.4983 |
0.0496 |
3.2% |
0.0118 |
0.8% |
95% |
False |
False |
88,799 |
| 40 |
1.5612 |
1.4946 |
0.0666 |
4.3% |
0.0118 |
0.8% |
76% |
False |
False |
89,481 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0118 |
0.8% |
58% |
False |
False |
75,187 |
| 80 |
1.6129 |
1.4946 |
0.1183 |
7.7% |
0.0112 |
0.7% |
43% |
False |
False |
56,465 |
| 100 |
1.6224 |
1.4946 |
0.1278 |
8.3% |
0.0109 |
0.7% |
40% |
False |
False |
45,194 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.0% |
0.0100 |
0.6% |
33% |
False |
False |
37,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5783 |
|
2.618 |
1.5664 |
|
1.618 |
1.5591 |
|
1.000 |
1.5546 |
|
0.618 |
1.5518 |
|
HIGH |
1.5473 |
|
0.618 |
1.5445 |
|
0.500 |
1.5437 |
|
0.382 |
1.5428 |
|
LOW |
1.5400 |
|
0.618 |
1.5355 |
|
1.000 |
1.5327 |
|
1.618 |
1.5282 |
|
2.618 |
1.5209 |
|
4.250 |
1.5090 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5447 |
1.5435 |
| PP |
1.5442 |
1.5418 |
| S1 |
1.5437 |
1.5402 |
|