CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5052 |
1.4933 |
-0.0119 |
-0.8% |
1.5424 |
| High |
1.5096 |
1.5027 |
-0.0069 |
-0.5% |
1.5429 |
| Low |
1.4892 |
1.4850 |
-0.0042 |
-0.3% |
1.5026 |
| Close |
1.4933 |
1.4851 |
-0.0082 |
-0.5% |
1.5048 |
| Range |
0.0204 |
0.0177 |
-0.0027 |
-13.2% |
0.0403 |
| ATR |
0.0118 |
0.0122 |
0.0004 |
3.6% |
0.0000 |
| Volume |
199,324 |
155,956 |
-43,368 |
-21.8% |
445,337 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5440 |
1.5323 |
1.4948 |
|
| R3 |
1.5263 |
1.5146 |
1.4900 |
|
| R2 |
1.5086 |
1.5086 |
1.4883 |
|
| R1 |
1.4969 |
1.4969 |
1.4867 |
1.4939 |
| PP |
1.4909 |
1.4909 |
1.4909 |
1.4895 |
| S1 |
1.4792 |
1.4792 |
1.4835 |
1.4762 |
| S2 |
1.4732 |
1.4732 |
1.4819 |
|
| S3 |
1.4555 |
1.4615 |
1.4802 |
|
| S4 |
1.4378 |
1.4438 |
1.4754 |
|
|
| 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 |
1.5251 |
1.4850 |
0.0401 |
2.7% |
0.0162 |
1.1% |
0% |
False |
True |
142,426 |
| 10 |
1.5458 |
1.4850 |
0.0608 |
4.1% |
0.0120 |
0.8% |
0% |
False |
True |
111,986 |
| 20 |
1.5552 |
1.4850 |
0.0702 |
4.7% |
0.0117 |
0.8% |
0% |
False |
True |
100,326 |
| 40 |
1.5552 |
1.4850 |
0.0702 |
4.7% |
0.0122 |
0.8% |
0% |
False |
True |
97,969 |
| 60 |
1.5776 |
1.4850 |
0.0926 |
6.2% |
0.0119 |
0.8% |
0% |
False |
True |
91,482 |
| 80 |
1.5813 |
1.4850 |
0.0963 |
6.5% |
0.0116 |
0.8% |
0% |
False |
True |
72,527 |
| 100 |
1.6162 |
1.4850 |
0.1312 |
8.8% |
0.0110 |
0.7% |
0% |
False |
True |
58,073 |
| 120 |
1.6494 |
1.4850 |
0.1644 |
11.1% |
0.0109 |
0.7% |
0% |
False |
True |
48,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5779 |
|
2.618 |
1.5490 |
|
1.618 |
1.5313 |
|
1.000 |
1.5204 |
|
0.618 |
1.5136 |
|
HIGH |
1.5027 |
|
0.618 |
1.4959 |
|
0.500 |
1.4939 |
|
0.382 |
1.4918 |
|
LOW |
1.4850 |
|
0.618 |
1.4741 |
|
1.000 |
1.4673 |
|
1.618 |
1.4564 |
|
2.618 |
1.4387 |
|
4.250 |
1.4098 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4939 |
1.4991 |
| PP |
1.4909 |
1.4944 |
| S1 |
1.4880 |
1.4898 |
|