CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4733 |
1.4943 |
0.0210 |
1.4% |
1.5033 |
| High |
1.5145 |
1.5001 |
-0.0144 |
-1.0% |
1.5127 |
| Low |
1.4625 |
1.4680 |
0.0055 |
0.4% |
1.4689 |
| Close |
1.4854 |
1.4712 |
-0.0142 |
-1.0% |
1.4713 |
| Range |
0.0520 |
0.0321 |
-0.0199 |
-38.3% |
0.0438 |
| ATR |
0.0150 |
0.0163 |
0.0012 |
8.1% |
0.0000 |
| Volume |
179,037 |
147,224 |
-31,813 |
-17.8% |
444,484 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5761 |
1.5557 |
1.4889 |
|
| R3 |
1.5440 |
1.5236 |
1.4800 |
|
| R2 |
1.5119 |
1.5119 |
1.4771 |
|
| R1 |
1.4915 |
1.4915 |
1.4741 |
1.4857 |
| PP |
1.4798 |
1.4798 |
1.4798 |
1.4768 |
| S1 |
1.4594 |
1.4594 |
1.4683 |
1.4536 |
| S2 |
1.4477 |
1.4477 |
1.4653 |
|
| S3 |
1.4156 |
1.4273 |
1.4624 |
|
| S4 |
1.3835 |
1.3952 |
1.4535 |
|
|
| 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 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0255 |
1.7% |
17% |
False |
False |
133,141 |
| 10 |
1.5241 |
1.4625 |
0.0616 |
4.2% |
0.0208 |
1.4% |
14% |
False |
False |
96,197 |
| 20 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0148 |
1.0% |
9% |
False |
False |
49,078 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0129 |
0.9% |
9% |
False |
False |
24,660 |
| 60 |
1.5603 |
1.4625 |
0.0978 |
6.6% |
0.0113 |
0.8% |
9% |
False |
False |
16,467 |
| 80 |
1.5772 |
1.4625 |
0.1147 |
7.8% |
0.0098 |
0.7% |
8% |
False |
False |
12,352 |
| 100 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0082 |
0.6% |
6% |
False |
False |
9,882 |
| 120 |
1.6205 |
1.4625 |
0.1580 |
10.7% |
0.0069 |
0.5% |
6% |
False |
False |
8,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6365 |
|
2.618 |
1.5841 |
|
1.618 |
1.5520 |
|
1.000 |
1.5322 |
|
0.618 |
1.5199 |
|
HIGH |
1.5001 |
|
0.618 |
1.4878 |
|
0.500 |
1.4841 |
|
0.382 |
1.4803 |
|
LOW |
1.4680 |
|
0.618 |
1.4482 |
|
1.000 |
1.4359 |
|
1.618 |
1.4161 |
|
2.618 |
1.3840 |
|
4.250 |
1.3316 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4841 |
1.4885 |
| PP |
1.4798 |
1.4827 |
| S1 |
1.4755 |
1.4770 |
|