CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5415 |
1.5346 |
-0.0069 |
-0.4% |
1.5365 |
| High |
1.5415 |
1.5385 |
-0.0030 |
-0.2% |
1.5541 |
| Low |
1.5340 |
1.5335 |
-0.0005 |
0.0% |
1.5323 |
| Close |
1.5352 |
1.5354 |
0.0002 |
0.0% |
1.5427 |
| Range |
0.0075 |
0.0050 |
-0.0025 |
-33.3% |
0.0218 |
| ATR |
0.0099 |
0.0096 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
1,391 |
1,100 |
-291 |
-20.9% |
3,822 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5508 |
1.5481 |
1.5382 |
|
| R3 |
1.5458 |
1.5431 |
1.5368 |
|
| R2 |
1.5408 |
1.5408 |
1.5363 |
|
| R1 |
1.5381 |
1.5381 |
1.5359 |
1.5395 |
| PP |
1.5358 |
1.5358 |
1.5358 |
1.5365 |
| S1 |
1.5331 |
1.5331 |
1.5349 |
1.5345 |
| S2 |
1.5308 |
1.5308 |
1.5345 |
|
| S3 |
1.5258 |
1.5281 |
1.5340 |
|
| S4 |
1.5208 |
1.5231 |
1.5327 |
|
|
| 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 |
1.5335 |
0.0206 |
1.3% |
0.0086 |
0.6% |
9% |
False |
True |
1,131 |
| 10 |
1.5541 |
1.5323 |
0.0218 |
1.4% |
0.0090 |
0.6% |
14% |
False |
False |
734 |
| 20 |
1.5541 |
1.4978 |
0.0563 |
3.7% |
0.0101 |
0.7% |
67% |
False |
False |
492 |
| 40 |
1.5541 |
1.4943 |
0.0598 |
3.9% |
0.0099 |
0.6% |
69% |
False |
False |
315 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0085 |
0.6% |
51% |
False |
False |
218 |
| 80 |
1.5943 |
1.4943 |
0.1000 |
6.5% |
0.0072 |
0.5% |
41% |
False |
False |
164 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0059 |
0.4% |
35% |
False |
False |
132 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.3% |
0.0052 |
0.3% |
29% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5598 |
|
2.618 |
1.5516 |
|
1.618 |
1.5466 |
|
1.000 |
1.5435 |
|
0.618 |
1.5416 |
|
HIGH |
1.5385 |
|
0.618 |
1.5366 |
|
0.500 |
1.5360 |
|
0.382 |
1.5354 |
|
LOW |
1.5335 |
|
0.618 |
1.5304 |
|
1.000 |
1.5285 |
|
1.618 |
1.5254 |
|
2.618 |
1.5204 |
|
4.250 |
1.5123 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5360 |
1.5390 |
| PP |
1.5358 |
1.5378 |
| S1 |
1.5356 |
1.5366 |
|