CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5346 |
1.5354 |
0.0008 |
0.1% |
1.5365 |
| High |
1.5385 |
1.5362 |
-0.0023 |
-0.1% |
1.5541 |
| Low |
1.5335 |
1.5243 |
-0.0092 |
-0.6% |
1.5323 |
| Close |
1.5354 |
1.5251 |
-0.0103 |
-0.7% |
1.5427 |
| Range |
0.0050 |
0.0119 |
0.0069 |
138.0% |
0.0218 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.7% |
0.0000 |
| Volume |
1,100 |
5,311 |
4,211 |
382.8% |
3,822 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5642 |
1.5566 |
1.5316 |
|
| R3 |
1.5523 |
1.5447 |
1.5284 |
|
| R2 |
1.5404 |
1.5404 |
1.5273 |
|
| R1 |
1.5328 |
1.5328 |
1.5262 |
1.5307 |
| PP |
1.5285 |
1.5285 |
1.5285 |
1.5275 |
| S1 |
1.5209 |
1.5209 |
1.5240 |
1.5188 |
| S2 |
1.5166 |
1.5166 |
1.5229 |
|
| S3 |
1.5047 |
1.5090 |
1.5218 |
|
| S4 |
1.4928 |
1.4971 |
1.5186 |
|
|
| 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 |
1.5243 |
0.0298 |
2.0% |
0.0094 |
0.6% |
3% |
False |
True |
2,101 |
| 10 |
1.5541 |
1.5243 |
0.0298 |
2.0% |
0.0089 |
0.6% |
3% |
False |
True |
1,212 |
| 20 |
1.5541 |
1.5138 |
0.0403 |
2.6% |
0.0097 |
0.6% |
28% |
False |
False |
749 |
| 40 |
1.5541 |
1.4943 |
0.0598 |
3.9% |
0.0100 |
0.7% |
52% |
False |
False |
446 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0087 |
0.6% |
38% |
False |
False |
307 |
| 80 |
1.5854 |
1.4943 |
0.0911 |
6.0% |
0.0074 |
0.5% |
34% |
False |
False |
231 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0061 |
0.4% |
26% |
False |
False |
185 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0053 |
0.3% |
21% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5868 |
|
2.618 |
1.5674 |
|
1.618 |
1.5555 |
|
1.000 |
1.5481 |
|
0.618 |
1.5436 |
|
HIGH |
1.5362 |
|
0.618 |
1.5317 |
|
0.500 |
1.5303 |
|
0.382 |
1.5288 |
|
LOW |
1.5243 |
|
0.618 |
1.5169 |
|
1.000 |
1.5124 |
|
1.618 |
1.5050 |
|
2.618 |
1.4931 |
|
4.250 |
1.4737 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5303 |
1.5329 |
| PP |
1.5285 |
1.5303 |
| S1 |
1.5268 |
1.5277 |
|