CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5440 |
1.5515 |
0.0075 |
0.5% |
1.5404 |
| High |
1.5521 |
1.5541 |
0.0020 |
0.1% |
1.5461 |
| Low |
1.5440 |
1.5385 |
-0.0055 |
-0.4% |
1.5304 |
| Close |
1.5517 |
1.5395 |
-0.0122 |
-0.8% |
1.5385 |
| Range |
0.0081 |
0.0156 |
0.0075 |
92.6% |
0.0157 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
4.1% |
0.0000 |
| Volume |
460 |
404 |
-56 |
-12.2% |
1,159 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5908 |
1.5808 |
1.5481 |
|
| R3 |
1.5752 |
1.5652 |
1.5438 |
|
| R2 |
1.5596 |
1.5596 |
1.5424 |
|
| R1 |
1.5496 |
1.5496 |
1.5409 |
1.5468 |
| PP |
1.5440 |
1.5440 |
1.5440 |
1.5427 |
| S1 |
1.5340 |
1.5340 |
1.5381 |
1.5312 |
| S2 |
1.5284 |
1.5284 |
1.5366 |
|
| S3 |
1.5128 |
1.5184 |
1.5352 |
|
| S4 |
1.4972 |
1.5028 |
1.5309 |
|
|
| 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 |
1.5541 |
1.5323 |
0.0218 |
1.4% |
0.0103 |
0.7% |
33% |
True |
False |
350 |
| 10 |
1.5541 |
1.5198 |
0.0343 |
2.2% |
0.0106 |
0.7% |
57% |
True |
False |
375 |
| 20 |
1.5541 |
1.4978 |
0.0563 |
3.7% |
0.0105 |
0.7% |
74% |
True |
False |
278 |
| 40 |
1.5568 |
1.4943 |
0.0625 |
4.1% |
0.0103 |
0.7% |
72% |
False |
False |
204 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.2% |
0.0086 |
0.6% |
56% |
False |
False |
139 |
| 80 |
1.5968 |
1.4943 |
0.1025 |
6.7% |
0.0070 |
0.5% |
44% |
False |
False |
104 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0059 |
0.4% |
38% |
False |
False |
84 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.3% |
0.0050 |
0.3% |
31% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6204 |
|
2.618 |
1.5949 |
|
1.618 |
1.5793 |
|
1.000 |
1.5697 |
|
0.618 |
1.5637 |
|
HIGH |
1.5541 |
|
0.618 |
1.5481 |
|
0.500 |
1.5463 |
|
0.382 |
1.5445 |
|
LOW |
1.5385 |
|
0.618 |
1.5289 |
|
1.000 |
1.5229 |
|
1.618 |
1.5133 |
|
2.618 |
1.4977 |
|
4.250 |
1.4722 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5463 |
1.5463 |
| PP |
1.5440 |
1.5440 |
| S1 |
1.5418 |
1.5418 |
|