CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5236 |
1.5033 |
-0.0203 |
-1.3% |
1.5415 |
| High |
1.5241 |
1.5127 |
-0.0114 |
-0.7% |
1.5415 |
| Low |
1.5021 |
1.5023 |
0.0002 |
0.0% |
1.5021 |
| Close |
1.5038 |
1.5121 |
0.0083 |
0.6% |
1.5038 |
| Range |
0.0220 |
0.0104 |
-0.0116 |
-52.7% |
0.0394 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.0% |
0.0000 |
| Volume |
8,812 |
35,837 |
27,025 |
306.7% |
24,357 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5402 |
1.5366 |
1.5178 |
|
| R3 |
1.5298 |
1.5262 |
1.5150 |
|
| R2 |
1.5194 |
1.5194 |
1.5140 |
|
| R1 |
1.5158 |
1.5158 |
1.5131 |
1.5176 |
| PP |
1.5090 |
1.5090 |
1.5090 |
1.5100 |
| S1 |
1.5054 |
1.5054 |
1.5111 |
1.5072 |
| S2 |
1.4986 |
1.4986 |
1.5102 |
|
| S3 |
1.4882 |
1.4950 |
1.5092 |
|
| S4 |
1.4778 |
1.4846 |
1.5064 |
|
|
| 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 |
1.5385 |
1.5021 |
0.0364 |
2.4% |
0.0109 |
0.7% |
27% |
False |
False |
11,760 |
| 10 |
1.5541 |
1.5021 |
0.0520 |
3.4% |
0.0099 |
0.7% |
19% |
False |
False |
6,373 |
| 20 |
1.5541 |
1.5021 |
0.0520 |
3.4% |
0.0097 |
0.6% |
19% |
False |
False |
3,337 |
| 40 |
1.5541 |
1.4943 |
0.0598 |
4.0% |
0.0103 |
0.7% |
30% |
False |
False |
1,746 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0093 |
0.6% |
22% |
False |
False |
1,180 |
| 80 |
1.5854 |
1.4943 |
0.0911 |
6.0% |
0.0079 |
0.5% |
20% |
False |
False |
885 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0064 |
0.4% |
15% |
False |
False |
709 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.5% |
0.0056 |
0.4% |
12% |
False |
False |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5569 |
|
2.618 |
1.5399 |
|
1.618 |
1.5295 |
|
1.000 |
1.5231 |
|
0.618 |
1.5191 |
|
HIGH |
1.5127 |
|
0.618 |
1.5087 |
|
0.500 |
1.5075 |
|
0.382 |
1.5063 |
|
LOW |
1.5023 |
|
0.618 |
1.4959 |
|
1.000 |
1.4919 |
|
1.618 |
1.4855 |
|
2.618 |
1.4751 |
|
4.250 |
1.4581 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5106 |
1.5140 |
| PP |
1.5090 |
1.5133 |
| S1 |
1.5075 |
1.5127 |
|