CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5095 |
1.5036 |
-0.0059 |
-0.4% |
1.5414 |
| High |
1.5114 |
1.5074 |
-0.0040 |
-0.3% |
1.5414 |
| Low |
1.5095 |
1.5036 |
-0.0059 |
-0.4% |
1.5033 |
| Close |
1.5114 |
1.5057 |
-0.0057 |
-0.4% |
1.5033 |
| Range |
0.0019 |
0.0038 |
0.0019 |
100.0% |
0.0381 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.1% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
19 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5170 |
1.5151 |
1.5078 |
|
| R3 |
1.5132 |
1.5113 |
1.5067 |
|
| R2 |
1.5094 |
1.5094 |
1.5064 |
|
| R1 |
1.5075 |
1.5075 |
1.5060 |
1.5085 |
| PP |
1.5056 |
1.5056 |
1.5056 |
1.5060 |
| S1 |
1.5037 |
1.5037 |
1.5054 |
1.5047 |
| S2 |
1.5018 |
1.5018 |
1.5050 |
|
| S3 |
1.4980 |
1.4999 |
1.5047 |
|
| S4 |
1.4942 |
1.4961 |
1.5036 |
|
|
| 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 |
1.5244 |
1.5033 |
0.0211 |
1.4% |
0.0053 |
0.4% |
11% |
False |
False |
3 |
| 10 |
1.5510 |
1.5033 |
0.0477 |
3.2% |
0.0033 |
0.2% |
5% |
False |
False |
3 |
| 20 |
1.5510 |
1.5033 |
0.0477 |
3.2% |
0.0024 |
0.2% |
5% |
False |
False |
5 |
| 40 |
1.5510 |
1.4995 |
0.0515 |
3.4% |
0.0016 |
0.1% |
12% |
False |
False |
5 |
| 60 |
1.5699 |
1.4995 |
0.0704 |
4.7% |
0.0013 |
0.1% |
9% |
False |
False |
3 |
| 80 |
1.5761 |
1.4995 |
0.0766 |
5.1% |
0.0010 |
0.1% |
8% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5236 |
|
2.618 |
1.5173 |
|
1.618 |
1.5135 |
|
1.000 |
1.5112 |
|
0.618 |
1.5097 |
|
HIGH |
1.5074 |
|
0.618 |
1.5059 |
|
0.500 |
1.5055 |
|
0.382 |
1.5051 |
|
LOW |
1.5036 |
|
0.618 |
1.5013 |
|
1.000 |
1.4998 |
|
1.618 |
1.4975 |
|
2.618 |
1.4937 |
|
4.250 |
1.4875 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5056 |
1.5129 |
| PP |
1.5056 |
1.5105 |
| S1 |
1.5055 |
1.5081 |
|