CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5224 |
1.5095 |
-0.0129 |
-0.8% |
1.5414 |
| High |
1.5224 |
1.5114 |
-0.0110 |
-0.7% |
1.5414 |
| Low |
1.5033 |
1.5095 |
0.0062 |
0.4% |
1.5033 |
| Close |
1.5033 |
1.5114 |
0.0081 |
0.5% |
1.5033 |
| Range |
0.0191 |
0.0019 |
-0.0172 |
-90.1% |
0.0381 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
9 |
3 |
-6 |
-66.7% |
19 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5165 |
1.5158 |
1.5124 |
|
| R3 |
1.5146 |
1.5139 |
1.5119 |
|
| R2 |
1.5127 |
1.5127 |
1.5117 |
|
| R1 |
1.5120 |
1.5120 |
1.5116 |
1.5124 |
| PP |
1.5108 |
1.5108 |
1.5108 |
1.5109 |
| S1 |
1.5101 |
1.5101 |
1.5112 |
1.5105 |
| S2 |
1.5089 |
1.5089 |
1.5111 |
|
| S3 |
1.5070 |
1.5082 |
1.5109 |
|
| S4 |
1.5051 |
1.5063 |
1.5104 |
|
|
| 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 |
1.5348 |
1.5033 |
0.0315 |
2.1% |
0.0045 |
0.3% |
26% |
False |
False |
4 |
| 10 |
1.5510 |
1.5033 |
0.0477 |
3.2% |
0.0030 |
0.2% |
17% |
False |
False |
2 |
| 20 |
1.5510 |
1.5033 |
0.0477 |
3.2% |
0.0024 |
0.2% |
17% |
False |
False |
5 |
| 40 |
1.5510 |
1.4995 |
0.0515 |
3.4% |
0.0017 |
0.1% |
23% |
False |
False |
5 |
| 60 |
1.5699 |
1.4995 |
0.0704 |
4.7% |
0.0012 |
0.1% |
17% |
False |
False |
3 |
| 80 |
1.5840 |
1.4995 |
0.0845 |
5.6% |
0.0009 |
0.1% |
14% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5195 |
|
2.618 |
1.5164 |
|
1.618 |
1.5145 |
|
1.000 |
1.5133 |
|
0.618 |
1.5126 |
|
HIGH |
1.5114 |
|
0.618 |
1.5107 |
|
0.500 |
1.5105 |
|
0.382 |
1.5102 |
|
LOW |
1.5095 |
|
0.618 |
1.5083 |
|
1.000 |
1.5076 |
|
1.618 |
1.5064 |
|
2.618 |
1.5045 |
|
4.250 |
1.5014 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5111 |
1.5129 |
| PP |
1.5108 |
1.5124 |
| S1 |
1.5105 |
1.5119 |
|