CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4843 |
1.4880 |
0.0037 |
0.2% |
1.4963 |
| High |
1.4914 |
1.4893 |
-0.0021 |
-0.1% |
1.4988 |
| Low |
1.4789 |
1.4745 |
-0.0044 |
-0.3% |
1.4789 |
| Close |
1.4868 |
1.4807 |
-0.0061 |
-0.4% |
1.4868 |
| Range |
0.0125 |
0.0148 |
0.0023 |
18.4% |
0.0199 |
| ATR |
0.0162 |
0.0161 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
94,806 |
81,120 |
-13,686 |
-14.4% |
513,078 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5259 |
1.5181 |
1.4888 |
|
| R3 |
1.5111 |
1.5033 |
1.4848 |
|
| R2 |
1.4963 |
1.4963 |
1.4834 |
|
| R1 |
1.4885 |
1.4885 |
1.4821 |
1.4850 |
| PP |
1.4815 |
1.4815 |
1.4815 |
1.4798 |
| S1 |
1.4737 |
1.4737 |
1.4793 |
1.4702 |
| S2 |
1.4667 |
1.4667 |
1.4780 |
|
| S3 |
1.4519 |
1.4589 |
1.4766 |
|
| S4 |
1.4371 |
1.4441 |
1.4726 |
|
|
| 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 |
1.4745 |
0.0243 |
1.6% |
0.0146 |
1.0% |
26% |
False |
True |
94,620 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0209 |
1.4% |
35% |
False |
False |
113,723 |
| 20 |
1.5385 |
1.4625 |
0.0760 |
5.1% |
0.0172 |
1.2% |
24% |
False |
False |
84,802 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0137 |
0.9% |
20% |
False |
False |
42,624 |
| 60 |
1.5545 |
1.4625 |
0.0920 |
6.2% |
0.0127 |
0.9% |
20% |
False |
False |
28,461 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0107 |
0.7% |
16% |
False |
False |
21,350 |
| 100 |
1.5968 |
1.4625 |
0.1343 |
9.1% |
0.0092 |
0.6% |
14% |
False |
False |
17,081 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0078 |
0.5% |
12% |
False |
False |
14,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5522 |
|
2.618 |
1.5280 |
|
1.618 |
1.5132 |
|
1.000 |
1.5041 |
|
0.618 |
1.4984 |
|
HIGH |
1.4893 |
|
0.618 |
1.4836 |
|
0.500 |
1.4819 |
|
0.382 |
1.4802 |
|
LOW |
1.4745 |
|
0.618 |
1.4654 |
|
1.000 |
1.4597 |
|
1.618 |
1.4506 |
|
2.618 |
1.4358 |
|
4.250 |
1.4116 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4819 |
1.4867 |
| PP |
1.4815 |
1.4847 |
| S1 |
1.4811 |
1.4827 |
|