CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5406 |
1.5439 |
0.0033 |
0.2% |
1.5213 |
| High |
1.5435 |
1.5439 |
0.0004 |
0.0% |
1.5391 |
| Low |
1.5406 |
1.5395 |
-0.0011 |
-0.1% |
1.5200 |
| Close |
1.5418 |
1.5395 |
-0.0023 |
-0.1% |
1.5375 |
| Range |
0.0029 |
0.0044 |
0.0015 |
51.7% |
0.0191 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
77 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5542 |
1.5512 |
1.5419 |
|
| R3 |
1.5498 |
1.5468 |
1.5407 |
|
| R2 |
1.5454 |
1.5454 |
1.5403 |
|
| R1 |
1.5424 |
1.5424 |
1.5399 |
1.5417 |
| PP |
1.5410 |
1.5410 |
1.5410 |
1.5406 |
| S1 |
1.5380 |
1.5380 |
1.5391 |
1.5373 |
| S2 |
1.5366 |
1.5366 |
1.5387 |
|
| S3 |
1.5322 |
1.5336 |
1.5383 |
|
| S4 |
1.5278 |
1.5292 |
1.5371 |
|
|
| 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 |
1.5439 |
1.5320 |
0.0119 |
0.8% |
0.0030 |
0.2% |
63% |
True |
False |
6 |
| 10 |
1.5439 |
1.5200 |
0.0239 |
1.6% |
0.0018 |
0.1% |
82% |
True |
False |
8 |
| 20 |
1.5439 |
1.4995 |
0.0444 |
2.9% |
0.0009 |
0.1% |
90% |
True |
False |
7 |
| 40 |
1.5564 |
1.4995 |
0.0569 |
3.7% |
0.0011 |
0.1% |
70% |
False |
False |
4 |
| 60 |
1.5761 |
1.4995 |
0.0766 |
5.0% |
0.0007 |
0.0% |
52% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5626 |
|
2.618 |
1.5554 |
|
1.618 |
1.5510 |
|
1.000 |
1.5483 |
|
0.618 |
1.5466 |
|
HIGH |
1.5439 |
|
0.618 |
1.5422 |
|
0.500 |
1.5417 |
|
0.382 |
1.5412 |
|
LOW |
1.5395 |
|
0.618 |
1.5368 |
|
1.000 |
1.5351 |
|
1.618 |
1.5324 |
|
2.618 |
1.5280 |
|
4.250 |
1.5208 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5417 |
1.5393 |
| PP |
1.5410 |
1.5391 |
| S1 |
1.5402 |
1.5390 |
|