CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5437 |
1.5440 |
0.0003 |
0.0% |
1.5404 |
| High |
1.5460 |
1.5521 |
0.0061 |
0.4% |
1.5461 |
| Low |
1.5395 |
1.5440 |
0.0045 |
0.3% |
1.5304 |
| Close |
1.5443 |
1.5517 |
0.0074 |
0.5% |
1.5385 |
| Range |
0.0065 |
0.0081 |
0.0016 |
24.6% |
0.0157 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
379 |
460 |
81 |
21.4% |
1,159 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5736 |
1.5707 |
1.5562 |
|
| R3 |
1.5655 |
1.5626 |
1.5539 |
|
| R2 |
1.5574 |
1.5574 |
1.5532 |
|
| R1 |
1.5545 |
1.5545 |
1.5524 |
1.5560 |
| PP |
1.5493 |
1.5493 |
1.5493 |
1.5500 |
| S1 |
1.5464 |
1.5464 |
1.5510 |
1.5479 |
| S2 |
1.5412 |
1.5412 |
1.5502 |
|
| S3 |
1.5331 |
1.5383 |
1.5495 |
|
| S4 |
1.5250 |
1.5302 |
1.5472 |
|
|
| 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 |
1.5521 |
1.5323 |
0.0198 |
1.3% |
0.0083 |
0.5% |
98% |
True |
False |
322 |
| 10 |
1.5521 |
1.5198 |
0.0323 |
2.1% |
0.0098 |
0.6% |
99% |
True |
False |
353 |
| 20 |
1.5521 |
1.4978 |
0.0543 |
3.5% |
0.0101 |
0.7% |
99% |
True |
False |
267 |
| 40 |
1.5568 |
1.4943 |
0.0625 |
4.0% |
0.0100 |
0.6% |
92% |
False |
False |
194 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.2% |
0.0084 |
0.5% |
71% |
False |
False |
132 |
| 80 |
1.5969 |
1.4943 |
0.1026 |
6.6% |
0.0068 |
0.4% |
56% |
False |
False |
99 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0057 |
0.4% |
48% |
False |
False |
80 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.2% |
0.0049 |
0.3% |
40% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5865 |
|
2.618 |
1.5733 |
|
1.618 |
1.5652 |
|
1.000 |
1.5602 |
|
0.618 |
1.5571 |
|
HIGH |
1.5521 |
|
0.618 |
1.5490 |
|
0.500 |
1.5481 |
|
0.382 |
1.5471 |
|
LOW |
1.5440 |
|
0.618 |
1.5390 |
|
1.000 |
1.5359 |
|
1.618 |
1.5309 |
|
2.618 |
1.5228 |
|
4.250 |
1.5096 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5505 |
1.5485 |
| PP |
1.5493 |
1.5454 |
| S1 |
1.5481 |
1.5422 |
|