CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4924 |
1.4872 |
-0.0052 |
-0.3% |
1.5033 |
| High |
1.5017 |
1.4887 |
-0.0130 |
-0.9% |
1.5127 |
| Low |
1.4839 |
1.4689 |
-0.0150 |
-1.0% |
1.4689 |
| Close |
1.4841 |
1.4713 |
-0.0128 |
-0.9% |
1.4713 |
| Range |
0.0178 |
0.0198 |
0.0020 |
11.2% |
0.0438 |
| ATR |
0.0115 |
0.0121 |
0.0006 |
5.1% |
0.0000 |
| Volume |
106,787 |
157,033 |
50,246 |
47.1% |
444,484 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5357 |
1.5233 |
1.4822 |
|
| R3 |
1.5159 |
1.5035 |
1.4767 |
|
| R2 |
1.4961 |
1.4961 |
1.4749 |
|
| R1 |
1.4837 |
1.4837 |
1.4731 |
1.4800 |
| PP |
1.4763 |
1.4763 |
1.4763 |
1.4745 |
| S1 |
1.4639 |
1.4639 |
1.4695 |
1.4602 |
| S2 |
1.4565 |
1.4565 |
1.4677 |
|
| S3 |
1.4367 |
1.4441 |
1.4659 |
|
| S4 |
1.4169 |
1.4243 |
1.4604 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6157 |
1.5873 |
1.4954 |
|
| R3 |
1.5719 |
1.5435 |
1.4833 |
|
| R2 |
1.5281 |
1.5281 |
1.4793 |
|
| R1 |
1.4997 |
1.4997 |
1.4753 |
1.4920 |
| PP |
1.4843 |
1.4843 |
1.4843 |
1.4805 |
| S1 |
1.4559 |
1.4559 |
1.4673 |
1.4482 |
| S2 |
1.4405 |
1.4405 |
1.4633 |
|
| S3 |
1.3967 |
1.4121 |
1.4593 |
|
| S4 |
1.3529 |
1.3683 |
1.4472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5127 |
1.4689 |
0.0438 |
3.0% |
0.0157 |
1.1% |
5% |
False |
True |
88,896 |
| 10 |
1.5415 |
1.4689 |
0.0726 |
4.9% |
0.0130 |
0.9% |
3% |
False |
True |
46,884 |
| 20 |
1.5541 |
1.4689 |
0.0852 |
5.8% |
0.0112 |
0.8% |
3% |
False |
True |
23,713 |
| 40 |
1.5541 |
1.4689 |
0.0852 |
5.8% |
0.0112 |
0.8% |
3% |
False |
True |
11,954 |
| 60 |
1.5750 |
1.4689 |
0.1061 |
7.2% |
0.0102 |
0.7% |
2% |
False |
True |
7,990 |
| 80 |
1.5772 |
1.4689 |
0.1083 |
7.4% |
0.0086 |
0.6% |
2% |
False |
True |
5,993 |
| 100 |
1.6132 |
1.4689 |
0.1443 |
9.8% |
0.0071 |
0.5% |
2% |
False |
True |
4,795 |
| 120 |
1.6378 |
1.4689 |
0.1689 |
11.5% |
0.0061 |
0.4% |
1% |
False |
True |
3,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5729 |
|
2.618 |
1.5405 |
|
1.618 |
1.5207 |
|
1.000 |
1.5085 |
|
0.618 |
1.5009 |
|
HIGH |
1.4887 |
|
0.618 |
1.4811 |
|
0.500 |
1.4788 |
|
0.382 |
1.4765 |
|
LOW |
1.4689 |
|
0.618 |
1.4567 |
|
1.000 |
1.4491 |
|
1.618 |
1.4369 |
|
2.618 |
1.4171 |
|
4.250 |
1.3848 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4788 |
1.4888 |
| PP |
1.4763 |
1.4830 |
| S1 |
1.4738 |
1.4771 |
|