CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4963 |
1.4946 |
-0.0017 |
-0.1% |
1.4730 |
| High |
1.4966 |
1.4977 |
0.0011 |
0.1% |
1.5145 |
| Low |
1.4831 |
1.4834 |
0.0003 |
0.0% |
1.4625 |
| Close |
1.4932 |
1.4836 |
-0.0096 |
-0.6% |
1.4934 |
| Range |
0.0135 |
0.0143 |
0.0008 |
5.9% |
0.0520 |
| ATR |
0.0168 |
0.0166 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
121,095 |
106,995 |
-14,100 |
-11.6% |
634,397 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5311 |
1.5217 |
1.4915 |
|
| R3 |
1.5168 |
1.5074 |
1.4875 |
|
| R2 |
1.5025 |
1.5025 |
1.4862 |
|
| R1 |
1.4931 |
1.4931 |
1.4849 |
1.4907 |
| PP |
1.4882 |
1.4882 |
1.4882 |
1.4870 |
| S1 |
1.4788 |
1.4788 |
1.4823 |
1.4764 |
| S2 |
1.4739 |
1.4739 |
1.4810 |
|
| S3 |
1.4596 |
1.4645 |
1.4797 |
|
| S4 |
1.4453 |
1.4502 |
1.4757 |
|
|
| 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% |
0.0277 |
1.9% |
41% |
False |
False |
136,014 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0220 |
1.5% |
41% |
False |
False |
121,843 |
| 20 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0162 |
1.1% |
23% |
False |
False |
66,724 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0133 |
0.9% |
23% |
False |
False |
33,488 |
| 60 |
1.5568 |
1.4625 |
0.0943 |
6.4% |
0.0119 |
0.8% |
22% |
False |
False |
22,363 |
| 80 |
1.5772 |
1.4625 |
0.1147 |
7.7% |
0.0104 |
0.7% |
18% |
False |
False |
16,774 |
| 100 |
1.6087 |
1.4625 |
0.1462 |
9.9% |
0.0087 |
0.6% |
14% |
False |
False |
13,420 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0074 |
0.5% |
14% |
False |
False |
11,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5585 |
|
2.618 |
1.5351 |
|
1.618 |
1.5208 |
|
1.000 |
1.5120 |
|
0.618 |
1.5065 |
|
HIGH |
1.4977 |
|
0.618 |
1.4922 |
|
0.500 |
1.4906 |
|
0.382 |
1.4889 |
|
LOW |
1.4834 |
|
0.618 |
1.4746 |
|
1.000 |
1.4691 |
|
1.618 |
1.4603 |
|
2.618 |
1.4460 |
|
4.250 |
1.4226 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4906 |
1.4848 |
| PP |
1.4882 |
1.4844 |
| S1 |
1.4859 |
1.4840 |
|