CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4943 |
1.4747 |
-0.0196 |
-1.3% |
1.4730 |
| High |
1.5001 |
1.4982 |
-0.0019 |
-0.1% |
1.5145 |
| Low |
1.4680 |
1.4714 |
0.0034 |
0.2% |
1.4625 |
| Close |
1.4712 |
1.4934 |
0.0222 |
1.5% |
1.4934 |
| Range |
0.0321 |
0.0268 |
-0.0053 |
-16.5% |
0.0520 |
| ATR |
0.0163 |
0.0170 |
0.0008 |
4.7% |
0.0000 |
| Volume |
147,224 |
125,721 |
-21,503 |
-14.6% |
634,397 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5681 |
1.5575 |
1.5081 |
|
| R3 |
1.5413 |
1.5307 |
1.5008 |
|
| R2 |
1.5145 |
1.5145 |
1.4983 |
|
| R1 |
1.5039 |
1.5039 |
1.4959 |
1.5092 |
| PP |
1.4877 |
1.4877 |
1.4877 |
1.4903 |
| S1 |
1.4771 |
1.4771 |
1.4909 |
1.4824 |
| S2 |
1.4609 |
1.4609 |
1.4885 |
|
| S3 |
1.4341 |
1.4503 |
1.4860 |
|
| S4 |
1.4073 |
1.4235 |
1.4787 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6461 |
1.6218 |
1.5220 |
|
| R3 |
1.5941 |
1.5698 |
1.5077 |
|
| R2 |
1.5421 |
1.5421 |
1.5029 |
|
| R1 |
1.5178 |
1.5178 |
1.4982 |
1.5300 |
| PP |
1.4901 |
1.4901 |
1.4901 |
1.4962 |
| S1 |
1.4658 |
1.4658 |
1.4886 |
1.4780 |
| S2 |
1.4381 |
1.4381 |
1.4839 |
|
| S3 |
1.3861 |
1.4138 |
1.4791 |
|
| S4 |
1.3341 |
1.3618 |
1.4648 |
|
|
| 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% |
0.0269 |
1.8% |
59% |
False |
False |
126,879 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0213 |
1.4% |
59% |
False |
False |
107,888 |
| 20 |
1.5541 |
1.4625 |
0.0916 |
6.1% |
0.0158 |
1.1% |
34% |
False |
False |
55,353 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.1% |
0.0131 |
0.9% |
34% |
False |
False |
27,799 |
| 60 |
1.5571 |
1.4625 |
0.0946 |
6.3% |
0.0116 |
0.8% |
33% |
False |
False |
18,562 |
| 80 |
1.5772 |
1.4625 |
0.1147 |
7.7% |
0.0101 |
0.7% |
27% |
False |
False |
13,923 |
| 100 |
1.6132 |
1.4625 |
0.1507 |
10.1% |
0.0084 |
0.6% |
21% |
False |
False |
11,139 |
| 120 |
1.6205 |
1.4625 |
0.1580 |
10.6% |
0.0072 |
0.5% |
20% |
False |
False |
9,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6121 |
|
2.618 |
1.5684 |
|
1.618 |
1.5416 |
|
1.000 |
1.5250 |
|
0.618 |
1.5148 |
|
HIGH |
1.4982 |
|
0.618 |
1.4880 |
|
0.500 |
1.4848 |
|
0.382 |
1.4816 |
|
LOW |
1.4714 |
|
0.618 |
1.4548 |
|
1.000 |
1.4446 |
|
1.618 |
1.4280 |
|
2.618 |
1.4012 |
|
4.250 |
1.3575 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4905 |
1.4918 |
| PP |
1.4877 |
1.4901 |
| S1 |
1.4848 |
1.4885 |
|