CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4876 |
1.4843 |
-0.0033 |
-0.2% |
1.4963 |
| High |
1.4988 |
1.4914 |
-0.0074 |
-0.5% |
1.4988 |
| Low |
1.4798 |
1.4789 |
-0.0009 |
-0.1% |
1.4789 |
| Close |
1.4831 |
1.4868 |
0.0037 |
0.2% |
1.4868 |
| Range |
0.0190 |
0.0125 |
-0.0065 |
-34.2% |
0.0199 |
| ATR |
0.0165 |
0.0162 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
101,694 |
94,806 |
-6,888 |
-6.8% |
513,078 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5232 |
1.5175 |
1.4937 |
|
| R3 |
1.5107 |
1.5050 |
1.4902 |
|
| R2 |
1.4982 |
1.4982 |
1.4891 |
|
| R1 |
1.4925 |
1.4925 |
1.4879 |
1.4954 |
| PP |
1.4857 |
1.4857 |
1.4857 |
1.4871 |
| S1 |
1.4800 |
1.4800 |
1.4857 |
1.4829 |
| S2 |
1.4732 |
1.4732 |
1.4845 |
|
| S3 |
1.4607 |
1.4675 |
1.4834 |
|
| S4 |
1.4482 |
1.4550 |
1.4799 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5479 |
1.5372 |
1.4977 |
|
| R3 |
1.5280 |
1.5173 |
1.4923 |
|
| R2 |
1.5081 |
1.5081 |
1.4904 |
|
| R1 |
1.4974 |
1.4974 |
1.4886 |
1.4928 |
| PP |
1.4882 |
1.4882 |
1.4882 |
1.4859 |
| S1 |
1.4775 |
1.4775 |
1.4850 |
1.4729 |
| S2 |
1.4683 |
1.4683 |
1.4832 |
|
| S3 |
1.4484 |
1.4576 |
1.4813 |
|
| S4 |
1.4285 |
1.4377 |
1.4759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4988 |
1.4789 |
0.0199 |
1.3% |
0.0143 |
1.0% |
40% |
False |
True |
102,615 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0206 |
1.4% |
47% |
False |
False |
114,747 |
| 20 |
1.5415 |
1.4625 |
0.0790 |
5.3% |
0.0168 |
1.1% |
31% |
False |
False |
80,815 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0136 |
0.9% |
27% |
False |
False |
40,597 |
| 60 |
1.5568 |
1.4625 |
0.0943 |
6.3% |
0.0125 |
0.8% |
26% |
False |
False |
27,113 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0106 |
0.7% |
22% |
False |
False |
20,337 |
| 100 |
1.5968 |
1.4625 |
0.1343 |
9.0% |
0.0090 |
0.6% |
18% |
False |
False |
16,270 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.1% |
0.0077 |
0.5% |
16% |
False |
False |
13,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5445 |
|
2.618 |
1.5241 |
|
1.618 |
1.5116 |
|
1.000 |
1.5039 |
|
0.618 |
1.4991 |
|
HIGH |
1.4914 |
|
0.618 |
1.4866 |
|
0.500 |
1.4852 |
|
0.382 |
1.4837 |
|
LOW |
1.4789 |
|
0.618 |
1.4712 |
|
1.000 |
1.4664 |
|
1.618 |
1.4587 |
|
2.618 |
1.4462 |
|
4.250 |
1.4258 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4863 |
1.4889 |
| PP |
1.4857 |
1.4882 |
| S1 |
1.4852 |
1.4875 |
|