CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5205 |
1.5224 |
0.0019 |
0.1% |
1.5414 |
| High |
1.5222 |
1.5224 |
0.0002 |
0.0% |
1.5414 |
| Low |
1.5205 |
1.5033 |
-0.0172 |
-1.1% |
1.5033 |
| Close |
1.5222 |
1.5033 |
-0.0189 |
-1.2% |
1.5033 |
| Range |
0.0017 |
0.0191 |
0.0174 |
1,023.5% |
0.0381 |
| ATR |
0.0057 |
0.0066 |
0.0010 |
16.9% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
19 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5670 |
1.5542 |
1.5138 |
|
| R3 |
1.5479 |
1.5351 |
1.5086 |
|
| R2 |
1.5288 |
1.5288 |
1.5068 |
|
| R1 |
1.5160 |
1.5160 |
1.5051 |
1.5129 |
| PP |
1.5097 |
1.5097 |
1.5097 |
1.5081 |
| S1 |
1.4969 |
1.4969 |
1.5015 |
1.4938 |
| S2 |
1.4906 |
1.4906 |
1.4998 |
|
| S3 |
1.4715 |
1.4778 |
1.4980 |
|
| S4 |
1.4524 |
1.4587 |
1.4928 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6303 |
1.6049 |
1.5243 |
|
| R3 |
1.5922 |
1.5668 |
1.5138 |
|
| R2 |
1.5541 |
1.5541 |
1.5103 |
|
| R1 |
1.5287 |
1.5287 |
1.5068 |
1.5224 |
| PP |
1.5160 |
1.5160 |
1.5160 |
1.5128 |
| S1 |
1.4906 |
1.4906 |
1.4998 |
1.4843 |
| S2 |
1.4779 |
1.4779 |
1.4963 |
|
| S3 |
1.4398 |
1.4525 |
1.4928 |
|
| S4 |
1.4017 |
1.4144 |
1.4823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5414 |
1.5033 |
0.0381 |
2.5% |
0.0055 |
0.4% |
0% |
False |
True |
3 |
| 10 |
1.5510 |
1.5033 |
0.0477 |
3.2% |
0.0028 |
0.2% |
0% |
False |
True |
2 |
| 20 |
1.5510 |
1.5033 |
0.0477 |
3.2% |
0.0023 |
0.2% |
0% |
False |
True |
5 |
| 40 |
1.5510 |
1.4995 |
0.0515 |
3.4% |
0.0016 |
0.1% |
7% |
False |
False |
5 |
| 60 |
1.5699 |
1.4995 |
0.0704 |
4.7% |
0.0012 |
0.1% |
5% |
False |
False |
3 |
| 80 |
1.5840 |
1.4995 |
0.0845 |
5.6% |
0.0009 |
0.1% |
4% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6036 |
|
2.618 |
1.5724 |
|
1.618 |
1.5533 |
|
1.000 |
1.5415 |
|
0.618 |
1.5342 |
|
HIGH |
1.5224 |
|
0.618 |
1.5151 |
|
0.500 |
1.5129 |
|
0.382 |
1.5106 |
|
LOW |
1.5033 |
|
0.618 |
1.4915 |
|
1.000 |
1.4842 |
|
1.618 |
1.4724 |
|
2.618 |
1.4533 |
|
4.250 |
1.4221 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5129 |
1.5139 |
| PP |
1.5097 |
1.5103 |
| S1 |
1.5065 |
1.5068 |
|