CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4872 |
1.4730 |
-0.0142 |
-1.0% |
1.5033 |
| High |
1.4887 |
1.4844 |
-0.0043 |
-0.3% |
1.5127 |
| Low |
1.4689 |
1.4728 |
0.0039 |
0.3% |
1.4689 |
| Close |
1.4713 |
1.4825 |
0.0112 |
0.8% |
1.4713 |
| Range |
0.0198 |
0.0116 |
-0.0082 |
-41.4% |
0.0438 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.6% |
0.0000 |
| Volume |
157,033 |
91,358 |
-65,675 |
-41.8% |
444,484 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5147 |
1.5102 |
1.4889 |
|
| R3 |
1.5031 |
1.4986 |
1.4857 |
|
| R2 |
1.4915 |
1.4915 |
1.4846 |
|
| R1 |
1.4870 |
1.4870 |
1.4836 |
1.4893 |
| PP |
1.4799 |
1.4799 |
1.4799 |
1.4810 |
| S1 |
1.4754 |
1.4754 |
1.4814 |
1.4777 |
| S2 |
1.4683 |
1.4683 |
1.4804 |
|
| S3 |
1.4567 |
1.4638 |
1.4793 |
|
| S4 |
1.4451 |
1.4522 |
1.4761 |
|
|
| 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 |
1.5118 |
1.4689 |
0.0429 |
2.9% |
0.0159 |
1.1% |
32% |
False |
False |
100,001 |
| 10 |
1.5385 |
1.4689 |
0.0696 |
4.7% |
0.0134 |
0.9% |
20% |
False |
False |
55,880 |
| 20 |
1.5541 |
1.4689 |
0.0852 |
5.7% |
0.0116 |
0.8% |
16% |
False |
False |
28,259 |
| 40 |
1.5541 |
1.4689 |
0.0852 |
5.7% |
0.0113 |
0.8% |
16% |
False |
False |
14,235 |
| 60 |
1.5719 |
1.4689 |
0.1030 |
6.9% |
0.0101 |
0.7% |
13% |
False |
False |
9,512 |
| 80 |
1.5772 |
1.4689 |
0.1083 |
7.3% |
0.0088 |
0.6% |
13% |
False |
False |
7,135 |
| 100 |
1.6132 |
1.4689 |
0.1443 |
9.7% |
0.0072 |
0.5% |
9% |
False |
False |
5,709 |
| 120 |
1.6378 |
1.4689 |
0.1689 |
11.4% |
0.0062 |
0.4% |
8% |
False |
False |
4,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5337 |
|
2.618 |
1.5148 |
|
1.618 |
1.5032 |
|
1.000 |
1.4960 |
|
0.618 |
1.4916 |
|
HIGH |
1.4844 |
|
0.618 |
1.4800 |
|
0.500 |
1.4786 |
|
0.382 |
1.4772 |
|
LOW |
1.4728 |
|
0.618 |
1.4656 |
|
1.000 |
1.4612 |
|
1.618 |
1.4540 |
|
2.618 |
1.4424 |
|
4.250 |
1.4235 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4812 |
1.4853 |
| PP |
1.4799 |
1.4844 |
| S1 |
1.4786 |
1.4834 |
|