CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5033 |
1.5114 |
0.0081 |
0.5% |
1.5415 |
| High |
1.5127 |
1.5118 |
-0.0009 |
-0.1% |
1.5415 |
| Low |
1.5023 |
1.5018 |
-0.0005 |
0.0% |
1.5021 |
| Close |
1.5121 |
1.5064 |
-0.0057 |
-0.4% |
1.5038 |
| Range |
0.0104 |
0.0100 |
-0.0004 |
-3.8% |
0.0394 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.0% |
0.0000 |
| Volume |
35,837 |
52,702 |
16,865 |
47.1% |
24,357 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5367 |
1.5315 |
1.5119 |
|
| R3 |
1.5267 |
1.5215 |
1.5092 |
|
| R2 |
1.5167 |
1.5167 |
1.5082 |
|
| R1 |
1.5115 |
1.5115 |
1.5073 |
1.5091 |
| PP |
1.5067 |
1.5067 |
1.5067 |
1.5055 |
| S1 |
1.5015 |
1.5015 |
1.5055 |
1.4991 |
| S2 |
1.4967 |
1.4967 |
1.5046 |
|
| S3 |
1.4867 |
1.4915 |
1.5037 |
|
| S4 |
1.4767 |
1.4815 |
1.5009 |
|
|
| 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 |
1.5362 |
1.5018 |
0.0344 |
2.3% |
0.0119 |
0.8% |
13% |
False |
True |
22,081 |
| 10 |
1.5541 |
1.5018 |
0.0523 |
3.5% |
0.0103 |
0.7% |
9% |
False |
True |
11,606 |
| 20 |
1.5541 |
1.5018 |
0.0523 |
3.5% |
0.0100 |
0.7% |
9% |
False |
True |
5,964 |
| 40 |
1.5541 |
1.4943 |
0.0598 |
4.0% |
0.0104 |
0.7% |
20% |
False |
False |
3,061 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.4% |
0.0094 |
0.6% |
15% |
False |
False |
2,058 |
| 80 |
1.5807 |
1.4943 |
0.0864 |
5.7% |
0.0080 |
0.5% |
14% |
False |
False |
1,544 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0065 |
0.4% |
10% |
False |
False |
1,236 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.5% |
0.0057 |
0.4% |
8% |
False |
False |
1,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5543 |
|
2.618 |
1.5380 |
|
1.618 |
1.5280 |
|
1.000 |
1.5218 |
|
0.618 |
1.5180 |
|
HIGH |
1.5118 |
|
0.618 |
1.5080 |
|
0.500 |
1.5068 |
|
0.382 |
1.5056 |
|
LOW |
1.5018 |
|
0.618 |
1.4956 |
|
1.000 |
1.4918 |
|
1.618 |
1.4856 |
|
2.618 |
1.4756 |
|
4.250 |
1.4593 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5068 |
1.5130 |
| PP |
1.5067 |
1.5108 |
| S1 |
1.5065 |
1.5086 |
|