CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1.5414 |
1.5348 |
-0.0066 |
-0.4% |
1.5437 |
High |
1.5414 |
1.5348 |
-0.0066 |
-0.4% |
1.5510 |
Low |
1.5345 |
1.5348 |
0.0003 |
0.0% |
1.5389 |
Close |
1.5345 |
1.5348 |
0.0003 |
0.0% |
1.5420 |
Range |
0.0069 |
0.0000 |
-0.0069 |
-100.0% |
0.0121 |
ATR |
0.0058 |
0.0055 |
-0.0004 |
-6.8% |
0.0000 |
Volume |
1 |
7 |
6 |
600.0% |
5 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5348 |
1.5348 |
1.5348 |
|
R3 |
1.5348 |
1.5348 |
1.5348 |
|
R2 |
1.5348 |
1.5348 |
1.5348 |
|
R1 |
1.5348 |
1.5348 |
1.5348 |
1.5348 |
PP |
1.5348 |
1.5348 |
1.5348 |
1.5348 |
S1 |
1.5348 |
1.5348 |
1.5348 |
1.5348 |
S2 |
1.5348 |
1.5348 |
1.5348 |
|
S3 |
1.5348 |
1.5348 |
1.5348 |
|
S4 |
1.5348 |
1.5348 |
1.5348 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5803 |
1.5732 |
1.5487 |
|
R3 |
1.5682 |
1.5611 |
1.5453 |
|
R2 |
1.5561 |
1.5561 |
1.5442 |
|
R1 |
1.5490 |
1.5490 |
1.5431 |
1.5465 |
PP |
1.5440 |
1.5440 |
1.5440 |
1.5427 |
S1 |
1.5369 |
1.5369 |
1.5409 |
1.5344 |
S2 |
1.5319 |
1.5319 |
1.5398 |
|
S3 |
1.5198 |
1.5248 |
1.5387 |
|
S4 |
1.5077 |
1.5127 |
1.5353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5510 |
1.5345 |
0.0165 |
1.1% |
0.0014 |
0.1% |
2% |
False |
False |
2 |
10 |
1.5510 |
1.5345 |
0.0165 |
1.1% |
0.0014 |
0.1% |
2% |
False |
False |
2 |
20 |
1.5510 |
1.5145 |
0.0365 |
2.4% |
0.0012 |
0.1% |
56% |
False |
False |
5 |
40 |
1.5510 |
1.4995 |
0.0515 |
3.4% |
0.0012 |
0.1% |
69% |
False |
False |
4 |
60 |
1.5699 |
1.4995 |
0.0704 |
4.6% |
0.0008 |
0.1% |
50% |
False |
False |
3 |
80 |
1.5927 |
1.4995 |
0.0932 |
6.1% |
0.0007 |
0.0% |
38% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5348 |
2.618 |
1.5348 |
1.618 |
1.5348 |
1.000 |
1.5348 |
0.618 |
1.5348 |
HIGH |
1.5348 |
0.618 |
1.5348 |
0.500 |
1.5348 |
0.382 |
1.5348 |
LOW |
1.5348 |
0.618 |
1.5348 |
1.000 |
1.5348 |
1.618 |
1.5348 |
2.618 |
1.5348 |
4.250 |
1.5348 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5348 |
1.5383 |
PP |
1.5348 |
1.5371 |
S1 |
1.5348 |
1.5360 |
|