CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4838 |
1.4876 |
0.0038 |
0.3% |
1.4730 |
| High |
1.4946 |
1.4988 |
0.0042 |
0.3% |
1.5145 |
| Low |
1.4823 |
1.4798 |
-0.0025 |
-0.2% |
1.4625 |
| Close |
1.4858 |
1.4831 |
-0.0027 |
-0.2% |
1.4934 |
| Range |
0.0123 |
0.0190 |
0.0067 |
54.5% |
0.0520 |
| ATR |
0.0163 |
0.0165 |
0.0002 |
1.2% |
0.0000 |
| Volume |
88,488 |
101,694 |
13,206 |
14.9% |
634,397 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5442 |
1.5327 |
1.4936 |
|
| R3 |
1.5252 |
1.5137 |
1.4883 |
|
| R2 |
1.5062 |
1.5062 |
1.4866 |
|
| R1 |
1.4947 |
1.4947 |
1.4848 |
1.4910 |
| PP |
1.4872 |
1.4872 |
1.4872 |
1.4854 |
| S1 |
1.4757 |
1.4757 |
1.4814 |
1.4720 |
| S2 |
1.4682 |
1.4682 |
1.4796 |
|
| S3 |
1.4492 |
1.4567 |
1.4779 |
|
| S4 |
1.4302 |
1.4377 |
1.4727 |
|
|
| 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 |
1.4988 |
1.4714 |
0.0274 |
1.8% |
0.0172 |
1.2% |
43% |
True |
False |
108,798 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0214 |
1.4% |
40% |
False |
False |
120,970 |
| 20 |
1.5445 |
1.4625 |
0.0820 |
5.5% |
0.0165 |
1.1% |
25% |
False |
False |
76,190 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0135 |
0.9% |
22% |
False |
False |
38,234 |
| 60 |
1.5568 |
1.4625 |
0.0943 |
6.4% |
0.0124 |
0.8% |
22% |
False |
False |
25,533 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0106 |
0.7% |
18% |
False |
False |
19,152 |
| 100 |
1.5968 |
1.4625 |
0.1343 |
9.1% |
0.0089 |
0.6% |
15% |
False |
False |
15,322 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0077 |
0.5% |
14% |
False |
False |
12,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5796 |
|
2.618 |
1.5485 |
|
1.618 |
1.5295 |
|
1.000 |
1.5178 |
|
0.618 |
1.5105 |
|
HIGH |
1.4988 |
|
0.618 |
1.4915 |
|
0.500 |
1.4893 |
|
0.382 |
1.4871 |
|
LOW |
1.4798 |
|
0.618 |
1.4681 |
|
1.000 |
1.4608 |
|
1.618 |
1.4491 |
|
2.618 |
1.4301 |
|
4.250 |
1.3991 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4893 |
1.4893 |
| PP |
1.4872 |
1.4872 |
| S1 |
1.4852 |
1.4852 |
|