CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1.5039 |
1.4924 |
-0.0115 |
-0.8% |
1.5415 |
High |
1.5087 |
1.5017 |
-0.0070 |
-0.5% |
1.5415 |
Low |
1.4883 |
1.4839 |
-0.0044 |
-0.3% |
1.5021 |
Close |
1.4924 |
1.4841 |
-0.0083 |
-0.6% |
1.5038 |
Range |
0.0204 |
0.0178 |
-0.0026 |
-12.7% |
0.0394 |
ATR |
0.0111 |
0.0115 |
0.0005 |
4.4% |
0.0000 |
Volume |
92,125 |
106,787 |
14,662 |
15.9% |
24,357 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5433 |
1.5315 |
1.4939 |
|
R3 |
1.5255 |
1.5137 |
1.4890 |
|
R2 |
1.5077 |
1.5077 |
1.4874 |
|
R1 |
1.4959 |
1.4959 |
1.4857 |
1.4929 |
PP |
1.4899 |
1.4899 |
1.4899 |
1.4884 |
S1 |
1.4781 |
1.4781 |
1.4825 |
1.4751 |
S2 |
1.4721 |
1.4721 |
1.4808 |
|
S3 |
1.4543 |
1.4603 |
1.4792 |
|
S4 |
1.4365 |
1.4425 |
1.4743 |
|
|
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 |
1.5241 |
1.4839 |
0.0402 |
2.7% |
0.0161 |
1.1% |
0% |
False |
True |
59,252 |
10 |
1.5445 |
1.4839 |
0.0606 |
4.1% |
0.0117 |
0.8% |
0% |
False |
True |
31,410 |
20 |
1.5541 |
1.4839 |
0.0702 |
4.7% |
0.0112 |
0.8% |
0% |
False |
True |
15,893 |
40 |
1.5541 |
1.4839 |
0.0702 |
4.7% |
0.0110 |
0.7% |
0% |
False |
True |
8,028 |
60 |
1.5750 |
1.4839 |
0.0911 |
6.1% |
0.0099 |
0.7% |
0% |
False |
True |
5,373 |
80 |
1.5772 |
1.4839 |
0.0933 |
6.3% |
0.0084 |
0.6% |
0% |
False |
True |
4,030 |
100 |
1.6132 |
1.4839 |
0.1293 |
8.7% |
0.0069 |
0.5% |
0% |
False |
True |
3,225 |
120 |
1.6378 |
1.4839 |
0.1539 |
10.4% |
0.0059 |
0.4% |
0% |
False |
True |
2,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5774 |
2.618 |
1.5483 |
1.618 |
1.5305 |
1.000 |
1.5195 |
0.618 |
1.5127 |
HIGH |
1.5017 |
0.618 |
1.4949 |
0.500 |
1.4928 |
0.382 |
1.4907 |
LOW |
1.4839 |
0.618 |
1.4729 |
1.000 |
1.4661 |
1.618 |
1.4551 |
2.618 |
1.4373 |
4.250 |
1.4083 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1.4928 |
1.4979 |
PP |
1.4899 |
1.4933 |
S1 |
1.4870 |
1.4887 |
|