CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5025 |
1.4978 |
-0.0047 |
-0.3% |
1.5414 |
| High |
1.5026 |
1.4978 |
-0.0048 |
-0.3% |
1.5414 |
| Low |
1.4918 |
1.4835 |
-0.0083 |
-0.6% |
1.5033 |
| Close |
1.4918 |
1.4835 |
-0.0083 |
-0.6% |
1.5033 |
| Range |
0.0108 |
0.0143 |
0.0035 |
32.4% |
0.0381 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
6.8% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
19 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5312 |
1.5216 |
1.4914 |
|
| R3 |
1.5169 |
1.5073 |
1.4874 |
|
| R2 |
1.5026 |
1.5026 |
1.4861 |
|
| R1 |
1.4930 |
1.4930 |
1.4848 |
1.4907 |
| PP |
1.4883 |
1.4883 |
1.4883 |
1.4871 |
| S1 |
1.4787 |
1.4787 |
1.4822 |
1.4764 |
| S2 |
1.4740 |
1.4740 |
1.4809 |
|
| S3 |
1.4597 |
1.4644 |
1.4796 |
|
| S4 |
1.4454 |
1.4501 |
1.4756 |
|
|
| 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 |
1.5224 |
1.4835 |
0.0389 |
2.6% |
0.0100 |
0.7% |
0% |
False |
True |
5 |
| 10 |
1.5420 |
1.4835 |
0.0585 |
3.9% |
0.0059 |
0.4% |
0% |
False |
True |
3 |
| 20 |
1.5510 |
1.4835 |
0.0675 |
4.6% |
0.0037 |
0.2% |
0% |
False |
True |
3 |
| 40 |
1.5510 |
1.4835 |
0.0675 |
4.6% |
0.0020 |
0.1% |
0% |
False |
True |
5 |
| 60 |
1.5699 |
1.4835 |
0.0864 |
5.8% |
0.0017 |
0.1% |
0% |
False |
True |
3 |
| 80 |
1.5761 |
1.4835 |
0.0926 |
6.2% |
0.0013 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5586 |
|
2.618 |
1.5352 |
|
1.618 |
1.5209 |
|
1.000 |
1.5121 |
|
0.618 |
1.5066 |
|
HIGH |
1.4978 |
|
0.618 |
1.4923 |
|
0.500 |
1.4907 |
|
0.382 |
1.4890 |
|
LOW |
1.4835 |
|
0.618 |
1.4747 |
|
1.000 |
1.4692 |
|
1.618 |
1.4604 |
|
2.618 |
1.4461 |
|
4.250 |
1.4227 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4907 |
1.4955 |
| PP |
1.4883 |
1.4915 |
| S1 |
1.4859 |
1.4875 |
|