CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4978 |
1.4860 |
-0.0118 |
-0.8% |
1.5095 |
| High |
1.4978 |
1.4860 |
-0.0118 |
-0.8% |
1.5114 |
| Low |
1.4835 |
1.4707 |
-0.0128 |
-0.9% |
1.4707 |
| Close |
1.4835 |
1.4707 |
-0.0128 |
-0.9% |
1.4707 |
| Range |
0.0143 |
0.0153 |
0.0010 |
7.0% |
0.0407 |
| ATR |
0.0078 |
0.0083 |
0.0005 |
6.8% |
0.0000 |
| Volume |
6 |
4 |
-2 |
-33.3% |
20 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5217 |
1.5115 |
1.4791 |
|
| R3 |
1.5064 |
1.4962 |
1.4749 |
|
| R2 |
1.4911 |
1.4911 |
1.4735 |
|
| R1 |
1.4809 |
1.4809 |
1.4721 |
1.4784 |
| PP |
1.4758 |
1.4758 |
1.4758 |
1.4745 |
| S1 |
1.4656 |
1.4656 |
1.4693 |
1.4631 |
| S2 |
1.4605 |
1.4605 |
1.4679 |
|
| S3 |
1.4452 |
1.4503 |
1.4665 |
|
| S4 |
1.4299 |
1.4350 |
1.4623 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6064 |
1.5792 |
1.4931 |
|
| R3 |
1.5657 |
1.5385 |
1.4819 |
|
| R2 |
1.5250 |
1.5250 |
1.4782 |
|
| R1 |
1.4978 |
1.4978 |
1.4744 |
1.4911 |
| PP |
1.4843 |
1.4843 |
1.4843 |
1.4809 |
| S1 |
1.4571 |
1.4571 |
1.4670 |
1.4504 |
| S2 |
1.4436 |
1.4436 |
1.4632 |
|
| S3 |
1.4029 |
1.4164 |
1.4595 |
|
| S4 |
1.3622 |
1.3757 |
1.4483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5114 |
1.4707 |
0.0407 |
2.8% |
0.0092 |
0.6% |
0% |
False |
True |
4 |
| 10 |
1.5414 |
1.4707 |
0.0707 |
4.8% |
0.0074 |
0.5% |
0% |
False |
True |
3 |
| 20 |
1.5510 |
1.4707 |
0.0803 |
5.5% |
0.0041 |
0.3% |
0% |
False |
True |
2 |
| 40 |
1.5510 |
1.4707 |
0.0803 |
5.5% |
0.0023 |
0.2% |
0% |
False |
True |
5 |
| 60 |
1.5699 |
1.4707 |
0.0992 |
6.7% |
0.0020 |
0.1% |
0% |
False |
True |
4 |
| 80 |
1.5761 |
1.4707 |
0.1054 |
7.2% |
0.0015 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5510 |
|
2.618 |
1.5261 |
|
1.618 |
1.5108 |
|
1.000 |
1.5013 |
|
0.618 |
1.4955 |
|
HIGH |
1.4860 |
|
0.618 |
1.4802 |
|
0.500 |
1.4784 |
|
0.382 |
1.4765 |
|
LOW |
1.4707 |
|
0.618 |
1.4612 |
|
1.000 |
1.4554 |
|
1.618 |
1.4459 |
|
2.618 |
1.4306 |
|
4.250 |
1.4057 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4784 |
1.4867 |
| PP |
1.4758 |
1.4813 |
| S1 |
1.4733 |
1.4760 |
|