CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5340 |
1.5406 |
0.0066 |
0.4% |
1.5213 |
| High |
1.5348 |
1.5435 |
0.0087 |
0.6% |
1.5391 |
| Low |
1.5340 |
1.5406 |
0.0066 |
0.4% |
1.5200 |
| Close |
1.5348 |
1.5418 |
0.0070 |
0.5% |
1.5375 |
| Range |
0.0008 |
0.0029 |
0.0021 |
262.5% |
0.0191 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.3% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
77 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5507 |
1.5491 |
1.5434 |
|
| R3 |
1.5478 |
1.5462 |
1.5426 |
|
| R2 |
1.5449 |
1.5449 |
1.5423 |
|
| R1 |
1.5433 |
1.5433 |
1.5421 |
1.5441 |
| PP |
1.5420 |
1.5420 |
1.5420 |
1.5424 |
| S1 |
1.5404 |
1.5404 |
1.5415 |
1.5412 |
| S2 |
1.5391 |
1.5391 |
1.5413 |
|
| S3 |
1.5362 |
1.5375 |
1.5410 |
|
| S4 |
1.5333 |
1.5346 |
1.5402 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5895 |
1.5826 |
1.5480 |
|
| R3 |
1.5704 |
1.5635 |
1.5428 |
|
| R2 |
1.5513 |
1.5513 |
1.5410 |
|
| R1 |
1.5444 |
1.5444 |
1.5393 |
1.5479 |
| PP |
1.5322 |
1.5322 |
1.5322 |
1.5339 |
| S1 |
1.5253 |
1.5253 |
1.5357 |
1.5288 |
| S2 |
1.5131 |
1.5131 |
1.5340 |
|
| S3 |
1.4940 |
1.5062 |
1.5322 |
|
| S4 |
1.4749 |
1.4871 |
1.5270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5435 |
1.5230 |
0.0205 |
1.3% |
0.0022 |
0.1% |
92% |
True |
False |
10 |
| 10 |
1.5435 |
1.5200 |
0.0235 |
1.5% |
0.0014 |
0.1% |
93% |
True |
False |
8 |
| 20 |
1.5435 |
1.4995 |
0.0440 |
2.9% |
0.0007 |
0.0% |
96% |
True |
False |
7 |
| 40 |
1.5605 |
1.4995 |
0.0610 |
4.0% |
0.0010 |
0.1% |
69% |
False |
False |
4 |
| 60 |
1.5761 |
1.4995 |
0.0766 |
5.0% |
0.0007 |
0.0% |
55% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5558 |
|
2.618 |
1.5511 |
|
1.618 |
1.5482 |
|
1.000 |
1.5464 |
|
0.618 |
1.5453 |
|
HIGH |
1.5435 |
|
0.618 |
1.5424 |
|
0.500 |
1.5421 |
|
0.382 |
1.5417 |
|
LOW |
1.5406 |
|
0.618 |
1.5388 |
|
1.000 |
1.5377 |
|
1.618 |
1.5359 |
|
2.618 |
1.5330 |
|
4.250 |
1.5283 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5421 |
1.5408 |
| PP |
1.5420 |
1.5398 |
| S1 |
1.5419 |
1.5388 |
|