CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5365 |
1.5437 |
0.0072 |
0.5% |
1.5404 |
| High |
1.5460 |
1.5460 |
0.0000 |
0.0% |
1.5461 |
| Low |
1.5323 |
1.5395 |
0.0072 |
0.5% |
1.5304 |
| Close |
1.5443 |
1.5443 |
0.0000 |
0.0% |
1.5385 |
| Range |
0.0137 |
0.0065 |
-0.0072 |
-52.6% |
0.0157 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
278 |
379 |
101 |
36.3% |
1,159 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5628 |
1.5600 |
1.5479 |
|
| R3 |
1.5563 |
1.5535 |
1.5461 |
|
| R2 |
1.5498 |
1.5498 |
1.5455 |
|
| R1 |
1.5470 |
1.5470 |
1.5449 |
1.5484 |
| PP |
1.5433 |
1.5433 |
1.5433 |
1.5440 |
| S1 |
1.5405 |
1.5405 |
1.5437 |
1.5419 |
| S2 |
1.5368 |
1.5368 |
1.5431 |
|
| S3 |
1.5303 |
1.5340 |
1.5425 |
|
| S4 |
1.5238 |
1.5275 |
1.5407 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5854 |
1.5777 |
1.5471 |
|
| R3 |
1.5697 |
1.5620 |
1.5428 |
|
| R2 |
1.5540 |
1.5540 |
1.5414 |
|
| R1 |
1.5463 |
1.5463 |
1.5399 |
1.5423 |
| PP |
1.5383 |
1.5383 |
1.5383 |
1.5364 |
| S1 |
1.5306 |
1.5306 |
1.5371 |
1.5266 |
| S2 |
1.5226 |
1.5226 |
1.5356 |
|
| S3 |
1.5069 |
1.5149 |
1.5342 |
|
| S4 |
1.4912 |
1.4992 |
1.5299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5461 |
1.5323 |
0.0138 |
0.9% |
0.0093 |
0.6% |
87% |
False |
False |
337 |
| 10 |
1.5461 |
1.5186 |
0.0275 |
1.8% |
0.0097 |
0.6% |
93% |
False |
False |
323 |
| 20 |
1.5461 |
1.4978 |
0.0483 |
3.1% |
0.0104 |
0.7% |
96% |
False |
False |
253 |
| 40 |
1.5568 |
1.4943 |
0.0625 |
4.0% |
0.0098 |
0.6% |
80% |
False |
False |
183 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0085 |
0.6% |
60% |
False |
False |
124 |
| 80 |
1.6087 |
1.4943 |
0.1144 |
7.4% |
0.0068 |
0.4% |
44% |
False |
False |
94 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0056 |
0.4% |
42% |
False |
False |
75 |
| 120 |
1.6400 |
1.4943 |
0.1457 |
9.4% |
0.0048 |
0.3% |
34% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5736 |
|
2.618 |
1.5630 |
|
1.618 |
1.5565 |
|
1.000 |
1.5525 |
|
0.618 |
1.5500 |
|
HIGH |
1.5460 |
|
0.618 |
1.5435 |
|
0.500 |
1.5428 |
|
0.382 |
1.5420 |
|
LOW |
1.5395 |
|
0.618 |
1.5355 |
|
1.000 |
1.5330 |
|
1.618 |
1.5290 |
|
2.618 |
1.5225 |
|
4.250 |
1.5119 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5438 |
1.5426 |
| PP |
1.5433 |
1.5409 |
| S1 |
1.5428 |
1.5392 |
|