CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5408 |
1.5415 |
0.0007 |
0.0% |
1.5365 |
| High |
1.5445 |
1.5415 |
-0.0030 |
-0.2% |
1.5541 |
| Low |
1.5375 |
1.5340 |
-0.0035 |
-0.2% |
1.5323 |
| Close |
1.5427 |
1.5352 |
-0.0075 |
-0.5% |
1.5427 |
| Range |
0.0070 |
0.0075 |
0.0005 |
7.1% |
0.0218 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,301 |
1,391 |
-910 |
-39.5% |
3,822 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5594 |
1.5548 |
1.5393 |
|
| R3 |
1.5519 |
1.5473 |
1.5373 |
|
| R2 |
1.5444 |
1.5444 |
1.5366 |
|
| R1 |
1.5398 |
1.5398 |
1.5359 |
1.5384 |
| PP |
1.5369 |
1.5369 |
1.5369 |
1.5362 |
| S1 |
1.5323 |
1.5323 |
1.5345 |
1.5309 |
| S2 |
1.5294 |
1.5294 |
1.5338 |
|
| S3 |
1.5219 |
1.5248 |
1.5331 |
|
| S4 |
1.5144 |
1.5173 |
1.5311 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6084 |
1.5974 |
1.5547 |
|
| R3 |
1.5866 |
1.5756 |
1.5487 |
|
| R2 |
1.5648 |
1.5648 |
1.5467 |
|
| R1 |
1.5538 |
1.5538 |
1.5447 |
1.5593 |
| PP |
1.5430 |
1.5430 |
1.5430 |
1.5458 |
| S1 |
1.5320 |
1.5320 |
1.5407 |
1.5375 |
| S2 |
1.5212 |
1.5212 |
1.5387 |
|
| S3 |
1.4994 |
1.5102 |
1.5367 |
|
| S4 |
1.4776 |
1.4884 |
1.5307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5541 |
1.5340 |
0.0201 |
1.3% |
0.0089 |
0.6% |
6% |
False |
True |
987 |
| 10 |
1.5541 |
1.5304 |
0.0237 |
1.5% |
0.0097 |
0.6% |
20% |
False |
False |
637 |
| 20 |
1.5541 |
1.4978 |
0.0563 |
3.7% |
0.0102 |
0.7% |
66% |
False |
False |
446 |
| 40 |
1.5545 |
1.4943 |
0.0602 |
3.9% |
0.0104 |
0.7% |
68% |
False |
False |
290 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0085 |
0.6% |
51% |
False |
False |
200 |
| 80 |
1.5968 |
1.4943 |
0.1025 |
6.7% |
0.0072 |
0.5% |
40% |
False |
False |
151 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0059 |
0.4% |
34% |
False |
False |
121 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.3% |
0.0052 |
0.3% |
29% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5734 |
|
2.618 |
1.5611 |
|
1.618 |
1.5536 |
|
1.000 |
1.5490 |
|
0.618 |
1.5461 |
|
HIGH |
1.5415 |
|
0.618 |
1.5386 |
|
0.500 |
1.5378 |
|
0.382 |
1.5369 |
|
LOW |
1.5340 |
|
0.618 |
1.5294 |
|
1.000 |
1.5265 |
|
1.618 |
1.5219 |
|
2.618 |
1.5144 |
|
4.250 |
1.5021 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5378 |
1.5441 |
| PP |
1.5369 |
1.5411 |
| S1 |
1.5361 |
1.5382 |
|