CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5042 |
1.5129 |
0.0087 |
0.6% |
1.5424 |
| High |
1.5136 |
1.5131 |
-0.0005 |
0.0% |
1.5429 |
| Low |
1.5033 |
1.5028 |
-0.0005 |
0.0% |
1.5026 |
| Close |
1.5130 |
1.5073 |
-0.0057 |
-0.4% |
1.5048 |
| Range |
0.0103 |
0.0103 |
0.0000 |
0.0% |
0.0403 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
102,341 |
131,307 |
28,966 |
28.3% |
445,337 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5386 |
1.5333 |
1.5130 |
|
| R3 |
1.5283 |
1.5230 |
1.5101 |
|
| R2 |
1.5180 |
1.5180 |
1.5092 |
|
| R1 |
1.5127 |
1.5127 |
1.5082 |
1.5102 |
| PP |
1.5077 |
1.5077 |
1.5077 |
1.5065 |
| S1 |
1.5024 |
1.5024 |
1.5064 |
1.4999 |
| S2 |
1.4974 |
1.4974 |
1.5054 |
|
| S3 |
1.4871 |
1.4921 |
1.5045 |
|
| S4 |
1.4768 |
1.4818 |
1.5016 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6377 |
1.6115 |
1.5270 |
|
| R3 |
1.5974 |
1.5712 |
1.5159 |
|
| R2 |
1.5571 |
1.5571 |
1.5122 |
|
| R1 |
1.5309 |
1.5309 |
1.5085 |
1.5239 |
| PP |
1.5168 |
1.5168 |
1.5168 |
1.5132 |
| S1 |
1.4906 |
1.4906 |
1.5011 |
1.4836 |
| S2 |
1.4765 |
1.4765 |
1.4974 |
|
| S3 |
1.4362 |
1.4503 |
1.4937 |
|
| S4 |
1.3959 |
1.4100 |
1.4826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5372 |
1.5026 |
0.0346 |
2.3% |
0.0121 |
0.8% |
14% |
False |
False |
108,453 |
| 10 |
1.5552 |
1.5026 |
0.0526 |
3.5% |
0.0107 |
0.7% |
9% |
False |
False |
93,350 |
| 20 |
1.5552 |
1.5026 |
0.0526 |
3.5% |
0.0106 |
0.7% |
9% |
False |
False |
90,253 |
| 40 |
1.5552 |
1.4946 |
0.0606 |
4.0% |
0.0118 |
0.8% |
21% |
False |
False |
93,892 |
| 60 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0116 |
0.8% |
15% |
False |
False |
87,958 |
| 80 |
1.5915 |
1.4946 |
0.0969 |
6.4% |
0.0114 |
0.8% |
13% |
False |
False |
68,093 |
| 100 |
1.6162 |
1.4946 |
0.1216 |
8.1% |
0.0109 |
0.7% |
10% |
False |
False |
54,523 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.3% |
0.0107 |
0.7% |
8% |
False |
False |
45,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5569 |
|
2.618 |
1.5401 |
|
1.618 |
1.5298 |
|
1.000 |
1.5234 |
|
0.618 |
1.5195 |
|
HIGH |
1.5131 |
|
0.618 |
1.5092 |
|
0.500 |
1.5080 |
|
0.382 |
1.5067 |
|
LOW |
1.5028 |
|
0.618 |
1.4964 |
|
1.000 |
1.4925 |
|
1.618 |
1.4861 |
|
2.618 |
1.4758 |
|
4.250 |
1.4590 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5080 |
1.5139 |
| PP |
1.5077 |
1.5117 |
| S1 |
1.5075 |
1.5095 |
|