CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5359 |
1.5263 |
-0.0096 |
-0.6% |
1.5389 |
| High |
1.5372 |
1.5269 |
-0.0103 |
-0.7% |
1.5552 |
| Low |
1.5250 |
1.5215 |
-0.0035 |
-0.2% |
1.5330 |
| Close |
1.5260 |
1.5238 |
-0.0022 |
-0.1% |
1.5436 |
| Range |
0.0122 |
0.0054 |
-0.0068 |
-55.7% |
0.0222 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
100,733 |
84,681 |
-16,052 |
-15.9% |
402,741 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5403 |
1.5374 |
1.5268 |
|
| R3 |
1.5349 |
1.5320 |
1.5253 |
|
| R2 |
1.5295 |
1.5295 |
1.5248 |
|
| R1 |
1.5266 |
1.5266 |
1.5243 |
1.5254 |
| PP |
1.5241 |
1.5241 |
1.5241 |
1.5234 |
| S1 |
1.5212 |
1.5212 |
1.5233 |
1.5200 |
| S2 |
1.5187 |
1.5187 |
1.5228 |
|
| S3 |
1.5133 |
1.5158 |
1.5223 |
|
| S4 |
1.5079 |
1.5104 |
1.5208 |
|
|
| 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 |
1.5458 |
1.5215 |
0.0243 |
1.6% |
0.0077 |
0.5% |
9% |
False |
True |
81,546 |
| 10 |
1.5552 |
1.5215 |
0.0337 |
2.2% |
0.0094 |
0.6% |
7% |
False |
True |
83,070 |
| 20 |
1.5552 |
1.5163 |
0.0389 |
2.6% |
0.0104 |
0.7% |
19% |
False |
False |
83,928 |
| 40 |
1.5552 |
1.4946 |
0.0606 |
4.0% |
0.0114 |
0.8% |
48% |
False |
False |
92,394 |
| 60 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0113 |
0.7% |
35% |
False |
False |
84,386 |
| 80 |
1.5915 |
1.4946 |
0.0969 |
6.4% |
0.0111 |
0.7% |
30% |
False |
False |
63,640 |
| 100 |
1.6162 |
1.4946 |
0.1216 |
8.0% |
0.0107 |
0.7% |
24% |
False |
False |
50,956 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0104 |
0.7% |
19% |
False |
False |
42,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5499 |
|
2.618 |
1.5410 |
|
1.618 |
1.5356 |
|
1.000 |
1.5323 |
|
0.618 |
1.5302 |
|
HIGH |
1.5269 |
|
0.618 |
1.5248 |
|
0.500 |
1.5242 |
|
0.382 |
1.5236 |
|
LOW |
1.5215 |
|
0.618 |
1.5182 |
|
1.000 |
1.5161 |
|
1.618 |
1.5128 |
|
2.618 |
1.5074 |
|
4.250 |
1.4986 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5242 |
1.5306 |
| PP |
1.5241 |
1.5283 |
| S1 |
1.5239 |
1.5261 |
|