CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4890 |
1.4741 |
-0.0149 |
-1.0% |
1.5042 |
| High |
1.4898 |
1.4820 |
-0.0078 |
-0.5% |
1.5136 |
| Low |
1.4699 |
1.4741 |
0.0042 |
0.3% |
1.4699 |
| Close |
1.4723 |
1.4805 |
0.0082 |
0.6% |
1.4723 |
| Range |
0.0199 |
0.0079 |
-0.0120 |
-60.3% |
0.0437 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
34,959 |
3,399 |
-31,560 |
-90.3% |
623,887 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5026 |
1.4994 |
1.4848 |
|
| R3 |
1.4947 |
1.4915 |
1.4827 |
|
| R2 |
1.4868 |
1.4868 |
1.4819 |
|
| R1 |
1.4836 |
1.4836 |
1.4812 |
1.4852 |
| PP |
1.4789 |
1.4789 |
1.4789 |
1.4797 |
| S1 |
1.4757 |
1.4757 |
1.4798 |
1.4773 |
| S2 |
1.4710 |
1.4710 |
1.4791 |
|
| S3 |
1.4631 |
1.4678 |
1.4783 |
|
| S4 |
1.4552 |
1.4599 |
1.4762 |
|
|
| 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 |
1.5131 |
1.4699 |
0.0432 |
2.9% |
0.0152 |
1.0% |
25% |
False |
False |
104,989 |
| 10 |
1.5396 |
1.4699 |
0.0697 |
4.7% |
0.0132 |
0.9% |
15% |
False |
False |
99,735 |
| 20 |
1.5552 |
1.4699 |
0.0853 |
5.8% |
0.0118 |
0.8% |
12% |
False |
False |
92,781 |
| 40 |
1.5552 |
1.4699 |
0.0853 |
5.8% |
0.0123 |
0.8% |
12% |
False |
False |
92,356 |
| 60 |
1.5740 |
1.4699 |
0.1041 |
7.0% |
0.0119 |
0.8% |
10% |
False |
False |
88,541 |
| 80 |
1.5813 |
1.4699 |
0.1114 |
7.5% |
0.0117 |
0.8% |
10% |
False |
False |
73,001 |
| 100 |
1.6162 |
1.4699 |
0.1463 |
9.9% |
0.0111 |
0.7% |
7% |
False |
False |
58,454 |
| 120 |
1.6377 |
1.4699 |
0.1678 |
11.3% |
0.0109 |
0.7% |
6% |
False |
False |
48,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5156 |
|
2.618 |
1.5027 |
|
1.618 |
1.4948 |
|
1.000 |
1.4899 |
|
0.618 |
1.4869 |
|
HIGH |
1.4820 |
|
0.618 |
1.4790 |
|
0.500 |
1.4781 |
|
0.382 |
1.4771 |
|
LOW |
1.4741 |
|
0.618 |
1.4692 |
|
1.000 |
1.4662 |
|
1.618 |
1.4613 |
|
2.618 |
1.4534 |
|
4.250 |
1.4405 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4797 |
1.4863 |
| PP |
1.4789 |
1.4844 |
| S1 |
1.4781 |
1.4824 |
|