CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1.5525 |
1.5408 |
-0.0117 |
-0.8% |
1.5389 |
High |
1.5552 |
1.5458 |
-0.0094 |
-0.6% |
1.5552 |
Low |
1.5393 |
1.5382 |
-0.0011 |
-0.1% |
1.5330 |
Close |
1.5405 |
1.5436 |
0.0031 |
0.2% |
1.5436 |
Range |
0.0159 |
0.0076 |
-0.0083 |
-52.2% |
0.0222 |
ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.5% |
0.0000 |
Volume |
101,541 |
85,598 |
-15,943 |
-15.7% |
402,741 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5653 |
1.5621 |
1.5478 |
|
R3 |
1.5577 |
1.5545 |
1.5457 |
|
R2 |
1.5501 |
1.5501 |
1.5450 |
|
R1 |
1.5469 |
1.5469 |
1.5443 |
1.5485 |
PP |
1.5425 |
1.5425 |
1.5425 |
1.5434 |
S1 |
1.5393 |
1.5393 |
1.5429 |
1.5409 |
S2 |
1.5349 |
1.5349 |
1.5422 |
|
S3 |
1.5273 |
1.5317 |
1.5415 |
|
S4 |
1.5197 |
1.5241 |
1.5394 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6105 |
1.5993 |
1.5558 |
|
R3 |
1.5883 |
1.5771 |
1.5497 |
|
R2 |
1.5661 |
1.5661 |
1.5477 |
|
R1 |
1.5549 |
1.5549 |
1.5456 |
1.5605 |
PP |
1.5439 |
1.5439 |
1.5439 |
1.5468 |
S1 |
1.5327 |
1.5327 |
1.5416 |
1.5383 |
S2 |
1.5217 |
1.5217 |
1.5395 |
|
S3 |
1.4995 |
1.5105 |
1.5375 |
|
S4 |
1.4773 |
1.4883 |
1.5314 |
|
|
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% |
0.0108 |
0.7% |
48% |
False |
False |
80,548 |
10 |
1.5552 |
1.5313 |
0.0239 |
1.5% |
0.0101 |
0.7% |
51% |
False |
False |
84,129 |
20 |
1.5552 |
1.4983 |
0.0569 |
3.7% |
0.0114 |
0.7% |
80% |
False |
False |
88,140 |
40 |
1.5612 |
1.4946 |
0.0666 |
4.3% |
0.0121 |
0.8% |
74% |
False |
False |
93,308 |
60 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0115 |
0.7% |
59% |
False |
False |
79,332 |
80 |
1.6010 |
1.4946 |
0.1064 |
6.9% |
0.0113 |
0.7% |
46% |
False |
False |
59,636 |
100 |
1.6202 |
1.4946 |
0.1256 |
8.1% |
0.0109 |
0.7% |
39% |
False |
False |
47,737 |
120 |
1.6494 |
1.4946 |
0.1548 |
10.0% |
0.0102 |
0.7% |
32% |
False |
False |
39,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5781 |
2.618 |
1.5657 |
1.618 |
1.5581 |
1.000 |
1.5534 |
0.618 |
1.5505 |
HIGH |
1.5458 |
0.618 |
1.5429 |
0.500 |
1.5420 |
0.382 |
1.5411 |
LOW |
1.5382 |
0.618 |
1.5335 |
1.000 |
1.5306 |
1.618 |
1.5259 |
2.618 |
1.5183 |
4.250 |
1.5059 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5431 |
1.5467 |
PP |
1.5425 |
1.5457 |
S1 |
1.5420 |
1.5446 |
|