CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5448 |
1.5525 |
0.0077 |
0.5% |
1.5407 |
| High |
1.5537 |
1.5552 |
0.0015 |
0.1% |
1.5479 |
| Low |
1.5446 |
1.5393 |
-0.0053 |
-0.3% |
1.5313 |
| Close |
1.5526 |
1.5405 |
-0.0121 |
-0.8% |
1.5394 |
| Range |
0.0091 |
0.0159 |
0.0068 |
74.7% |
0.0166 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.9% |
0.0000 |
| Volume |
67,378 |
101,541 |
34,163 |
50.7% |
380,270 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5927 |
1.5825 |
1.5492 |
|
| R3 |
1.5768 |
1.5666 |
1.5449 |
|
| R2 |
1.5609 |
1.5609 |
1.5434 |
|
| R1 |
1.5507 |
1.5507 |
1.5420 |
1.5479 |
| PP |
1.5450 |
1.5450 |
1.5450 |
1.5436 |
| S1 |
1.5348 |
1.5348 |
1.5390 |
1.5320 |
| S2 |
1.5291 |
1.5291 |
1.5376 |
|
| S3 |
1.5132 |
1.5189 |
1.5361 |
|
| S4 |
1.4973 |
1.5030 |
1.5318 |
|
|
| 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 |
1.5552 |
1.5330 |
0.0222 |
1.4% |
0.0111 |
0.7% |
34% |
True |
False |
84,594 |
| 10 |
1.5552 |
1.5206 |
0.0346 |
2.2% |
0.0114 |
0.7% |
58% |
True |
False |
88,666 |
| 20 |
1.5552 |
1.4983 |
0.0569 |
3.7% |
0.0118 |
0.8% |
74% |
True |
False |
88,299 |
| 40 |
1.5612 |
1.4946 |
0.0666 |
4.3% |
0.0121 |
0.8% |
69% |
False |
False |
92,296 |
| 60 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0117 |
0.8% |
55% |
False |
False |
77,944 |
| 80 |
1.6010 |
1.4946 |
0.1064 |
6.9% |
0.0113 |
0.7% |
43% |
False |
False |
58,571 |
| 100 |
1.6202 |
1.4946 |
0.1256 |
8.2% |
0.0110 |
0.7% |
37% |
False |
False |
46,881 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.0% |
0.0102 |
0.7% |
30% |
False |
False |
39,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6228 |
|
2.618 |
1.5968 |
|
1.618 |
1.5809 |
|
1.000 |
1.5711 |
|
0.618 |
1.5650 |
|
HIGH |
1.5552 |
|
0.618 |
1.5491 |
|
0.500 |
1.5473 |
|
0.382 |
1.5454 |
|
LOW |
1.5393 |
|
0.618 |
1.5295 |
|
1.000 |
1.5234 |
|
1.618 |
1.5136 |
|
2.618 |
1.4977 |
|
4.250 |
1.4717 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5473 |
1.5473 |
| PP |
1.5450 |
1.5450 |
| S1 |
1.5428 |
1.5428 |
|