CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5255 |
1.5236 |
-0.0019 |
-0.1% |
1.5415 |
| High |
1.5258 |
1.5241 |
-0.0017 |
-0.1% |
1.5415 |
| Low |
1.5205 |
1.5021 |
-0.0184 |
-1.2% |
1.5021 |
| Close |
1.5229 |
1.5038 |
-0.0191 |
-1.3% |
1.5038 |
| Range |
0.0053 |
0.0220 |
0.0167 |
315.1% |
0.0394 |
| ATR |
0.0094 |
0.0103 |
0.0009 |
9.5% |
0.0000 |
| Volume |
7,743 |
8,812 |
1,069 |
13.8% |
24,357 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5760 |
1.5619 |
1.5159 |
|
| R3 |
1.5540 |
1.5399 |
1.5099 |
|
| R2 |
1.5320 |
1.5320 |
1.5078 |
|
| R1 |
1.5179 |
1.5179 |
1.5058 |
1.5140 |
| PP |
1.5100 |
1.5100 |
1.5100 |
1.5080 |
| S1 |
1.4959 |
1.4959 |
1.5018 |
1.4920 |
| S2 |
1.4880 |
1.4880 |
1.4998 |
|
| S3 |
1.4660 |
1.4739 |
1.4978 |
|
| S4 |
1.4440 |
1.4519 |
1.4917 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6340 |
1.6083 |
1.5255 |
|
| R3 |
1.5946 |
1.5689 |
1.5146 |
|
| R2 |
1.5552 |
1.5552 |
1.5110 |
|
| R1 |
1.5295 |
1.5295 |
1.5074 |
1.5227 |
| PP |
1.5158 |
1.5158 |
1.5158 |
1.5124 |
| S1 |
1.4901 |
1.4901 |
1.5002 |
1.4833 |
| S2 |
1.4764 |
1.4764 |
1.4966 |
|
| S3 |
1.4370 |
1.4507 |
1.4930 |
|
| S4 |
1.3976 |
1.4113 |
1.4821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5415 |
1.5021 |
0.0394 |
2.6% |
0.0103 |
0.7% |
4% |
False |
True |
4,871 |
| 10 |
1.5541 |
1.5021 |
0.0520 |
3.5% |
0.0103 |
0.7% |
3% |
False |
True |
2,817 |
| 20 |
1.5541 |
1.5021 |
0.0520 |
3.5% |
0.0098 |
0.7% |
3% |
False |
True |
1,555 |
| 40 |
1.5541 |
1.4943 |
0.0598 |
4.0% |
0.0102 |
0.7% |
16% |
False |
False |
853 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.4% |
0.0091 |
0.6% |
12% |
False |
False |
582 |
| 80 |
1.5854 |
1.4943 |
0.0911 |
6.1% |
0.0077 |
0.5% |
10% |
False |
False |
437 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0063 |
0.4% |
8% |
False |
False |
350 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.5% |
0.0055 |
0.4% |
7% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6176 |
|
2.618 |
1.5817 |
|
1.618 |
1.5597 |
|
1.000 |
1.5461 |
|
0.618 |
1.5377 |
|
HIGH |
1.5241 |
|
0.618 |
1.5157 |
|
0.500 |
1.5131 |
|
0.382 |
1.5105 |
|
LOW |
1.5021 |
|
0.618 |
1.4885 |
|
1.000 |
1.4801 |
|
1.618 |
1.4665 |
|
2.618 |
1.4445 |
|
4.250 |
1.4086 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5131 |
1.5192 |
| PP |
1.5100 |
1.5140 |
| S1 |
1.5069 |
1.5089 |
|