CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4933 |
1.4890 |
-0.0043 |
-0.3% |
1.5042 |
| High |
1.5027 |
1.4898 |
-0.0129 |
-0.9% |
1.5136 |
| Low |
1.4850 |
1.4699 |
-0.0151 |
-1.0% |
1.4699 |
| Close |
1.4851 |
1.4723 |
-0.0128 |
-0.9% |
1.4723 |
| Range |
0.0177 |
0.0199 |
0.0022 |
12.4% |
0.0437 |
| ATR |
0.0122 |
0.0128 |
0.0005 |
4.5% |
0.0000 |
| Volume |
155,956 |
34,959 |
-120,997 |
-77.6% |
623,887 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5370 |
1.5246 |
1.4832 |
|
| R3 |
1.5171 |
1.5047 |
1.4778 |
|
| R2 |
1.4972 |
1.4972 |
1.4759 |
|
| R1 |
1.4848 |
1.4848 |
1.4741 |
1.4811 |
| PP |
1.4773 |
1.4773 |
1.4773 |
1.4755 |
| S1 |
1.4649 |
1.4649 |
1.4705 |
1.4612 |
| S2 |
1.4574 |
1.4574 |
1.4687 |
|
| S3 |
1.4375 |
1.4450 |
1.4668 |
|
| S4 |
1.4176 |
1.4251 |
1.4614 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6164 |
1.5880 |
1.4963 |
|
| R3 |
1.5727 |
1.5443 |
1.4843 |
|
| R2 |
1.5290 |
1.5290 |
1.4803 |
|
| R1 |
1.5006 |
1.5006 |
1.4763 |
1.4930 |
| PP |
1.4853 |
1.4853 |
1.4853 |
1.4814 |
| S1 |
1.4569 |
1.4569 |
1.4683 |
1.4493 |
| S2 |
1.4416 |
1.4416 |
1.4643 |
|
| S3 |
1.3979 |
1.4132 |
1.4603 |
|
| S4 |
1.3542 |
1.3695 |
1.4483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5136 |
1.4699 |
0.0437 |
3.0% |
0.0157 |
1.1% |
5% |
False |
True |
124,777 |
| 10 |
1.5429 |
1.4699 |
0.0730 |
5.0% |
0.0132 |
0.9% |
3% |
False |
True |
106,922 |
| 20 |
1.5552 |
1.4699 |
0.0853 |
5.8% |
0.0116 |
0.8% |
3% |
False |
True |
95,526 |
| 40 |
1.5552 |
1.4699 |
0.0853 |
5.8% |
0.0124 |
0.8% |
3% |
False |
True |
96,177 |
| 60 |
1.5776 |
1.4699 |
0.1077 |
7.3% |
0.0120 |
0.8% |
2% |
False |
True |
90,447 |
| 80 |
1.5813 |
1.4699 |
0.1114 |
7.6% |
0.0117 |
0.8% |
2% |
False |
True |
72,962 |
| 100 |
1.6162 |
1.4699 |
0.1463 |
9.9% |
0.0111 |
0.8% |
2% |
False |
True |
58,421 |
| 120 |
1.6377 |
1.4699 |
0.1678 |
11.4% |
0.0108 |
0.7% |
1% |
False |
True |
48,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5744 |
|
2.618 |
1.5419 |
|
1.618 |
1.5220 |
|
1.000 |
1.5097 |
|
0.618 |
1.5021 |
|
HIGH |
1.4898 |
|
0.618 |
1.4822 |
|
0.500 |
1.4799 |
|
0.382 |
1.4775 |
|
LOW |
1.4699 |
|
0.618 |
1.4576 |
|
1.000 |
1.4500 |
|
1.618 |
1.4377 |
|
2.618 |
1.4178 |
|
4.250 |
1.3853 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4799 |
1.4898 |
| PP |
1.4773 |
1.4839 |
| S1 |
1.4748 |
1.4781 |
|