CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5424 |
1.5358 |
-0.0066 |
-0.4% |
1.5389 |
| High |
1.5429 |
1.5396 |
-0.0033 |
-0.2% |
1.5552 |
| Low |
1.5349 |
1.5343 |
-0.0006 |
0.0% |
1.5330 |
| Close |
1.5361 |
1.5364 |
0.0003 |
0.0% |
1.5436 |
| Range |
0.0080 |
0.0053 |
-0.0027 |
-33.8% |
0.0222 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
75,267 |
61,451 |
-13,816 |
-18.4% |
402,741 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5527 |
1.5498 |
1.5393 |
|
| R3 |
1.5474 |
1.5445 |
1.5379 |
|
| R2 |
1.5421 |
1.5421 |
1.5374 |
|
| R1 |
1.5392 |
1.5392 |
1.5369 |
1.5407 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5375 |
| S1 |
1.5339 |
1.5339 |
1.5359 |
1.5354 |
| S2 |
1.5315 |
1.5315 |
1.5354 |
|
| S3 |
1.5262 |
1.5286 |
1.5349 |
|
| S4 |
1.5209 |
1.5233 |
1.5335 |
|
|
| 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 |
1.5343 |
0.0209 |
1.4% |
0.0092 |
0.6% |
10% |
False |
True |
78,247 |
| 10 |
1.5552 |
1.5330 |
0.0222 |
1.4% |
0.0097 |
0.6% |
15% |
False |
False |
81,069 |
| 20 |
1.5552 |
1.4983 |
0.0569 |
3.7% |
0.0111 |
0.7% |
67% |
False |
False |
85,645 |
| 40 |
1.5552 |
1.4946 |
0.0606 |
3.9% |
0.0116 |
0.8% |
69% |
False |
False |
92,943 |
| 60 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0114 |
0.7% |
50% |
False |
False |
81,498 |
| 80 |
1.6003 |
1.4946 |
0.1057 |
6.9% |
0.0113 |
0.7% |
40% |
False |
False |
61,340 |
| 100 |
1.6202 |
1.4946 |
0.1256 |
8.2% |
0.0108 |
0.7% |
33% |
False |
False |
49,102 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.1% |
0.0103 |
0.7% |
27% |
False |
False |
40,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5621 |
|
2.618 |
1.5535 |
|
1.618 |
1.5482 |
|
1.000 |
1.5449 |
|
0.618 |
1.5429 |
|
HIGH |
1.5396 |
|
0.618 |
1.5376 |
|
0.500 |
1.5370 |
|
0.382 |
1.5363 |
|
LOW |
1.5343 |
|
0.618 |
1.5310 |
|
1.000 |
1.5290 |
|
1.618 |
1.5257 |
|
2.618 |
1.5204 |
|
4.250 |
1.5118 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5370 |
1.5401 |
| PP |
1.5368 |
1.5388 |
| S1 |
1.5366 |
1.5376 |
|