CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5408 |
1.5424 |
0.0016 |
0.1% |
1.5389 |
| High |
1.5458 |
1.5429 |
-0.0029 |
-0.2% |
1.5552 |
| Low |
1.5382 |
1.5349 |
-0.0033 |
-0.2% |
1.5330 |
| Close |
1.5436 |
1.5361 |
-0.0075 |
-0.5% |
1.5436 |
| Range |
0.0076 |
0.0080 |
0.0004 |
5.3% |
0.0222 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
85,598 |
75,267 |
-10,331 |
-12.1% |
402,741 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5620 |
1.5570 |
1.5405 |
|
| R3 |
1.5540 |
1.5490 |
1.5383 |
|
| R2 |
1.5460 |
1.5460 |
1.5376 |
|
| R1 |
1.5410 |
1.5410 |
1.5368 |
1.5395 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5372 |
| S1 |
1.5330 |
1.5330 |
1.5354 |
1.5315 |
| S2 |
1.5300 |
1.5300 |
1.5346 |
|
| S3 |
1.5220 |
1.5250 |
1.5339 |
|
| S4 |
1.5140 |
1.5170 |
1.5317 |
|
|
| 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 |
1.5349 |
0.0203 |
1.3% |
0.0096 |
0.6% |
6% |
False |
True |
81,804 |
| 10 |
1.5552 |
1.5313 |
0.0239 |
1.6% |
0.0104 |
0.7% |
20% |
False |
False |
85,827 |
| 20 |
1.5552 |
1.4983 |
0.0569 |
3.7% |
0.0113 |
0.7% |
66% |
False |
False |
87,210 |
| 40 |
1.5577 |
1.4946 |
0.0631 |
4.1% |
0.0121 |
0.8% |
66% |
False |
False |
94,149 |
| 60 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0115 |
0.7% |
50% |
False |
False |
80,529 |
| 80 |
1.6003 |
1.4946 |
0.1057 |
6.9% |
0.0113 |
0.7% |
39% |
False |
False |
60,576 |
| 100 |
1.6202 |
1.4946 |
0.1256 |
8.2% |
0.0108 |
0.7% |
33% |
False |
False |
48,489 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.1% |
0.0103 |
0.7% |
27% |
False |
False |
40,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5769 |
|
2.618 |
1.5638 |
|
1.618 |
1.5558 |
|
1.000 |
1.5509 |
|
0.618 |
1.5478 |
|
HIGH |
1.5429 |
|
0.618 |
1.5398 |
|
0.500 |
1.5389 |
|
0.382 |
1.5380 |
|
LOW |
1.5349 |
|
0.618 |
1.5300 |
|
1.000 |
1.5269 |
|
1.618 |
1.5220 |
|
2.618 |
1.5140 |
|
4.250 |
1.5009 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5389 |
1.5451 |
| PP |
1.5380 |
1.5421 |
| S1 |
1.5370 |
1.5391 |
|