CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4860 |
1.4773 |
-0.0087 |
-0.6% |
1.5095 |
| High |
1.4860 |
1.4819 |
-0.0041 |
-0.3% |
1.5114 |
| Low |
1.4707 |
1.4768 |
0.0061 |
0.4% |
1.4707 |
| Close |
1.4707 |
1.4819 |
0.0112 |
0.8% |
1.4707 |
| Range |
0.0153 |
0.0051 |
-0.0102 |
-66.7% |
0.0407 |
| ATR |
0.0083 |
0.0086 |
0.0002 |
2.4% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4955 |
1.4938 |
1.4847 |
|
| R3 |
1.4904 |
1.4887 |
1.4833 |
|
| R2 |
1.4853 |
1.4853 |
1.4828 |
|
| R1 |
1.4836 |
1.4836 |
1.4824 |
1.4845 |
| PP |
1.4802 |
1.4802 |
1.4802 |
1.4806 |
| S1 |
1.4785 |
1.4785 |
1.4814 |
1.4794 |
| S2 |
1.4751 |
1.4751 |
1.4810 |
|
| S3 |
1.4700 |
1.4734 |
1.4805 |
|
| S4 |
1.4649 |
1.4683 |
1.4791 |
|
|
| 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 |
1.5074 |
1.4707 |
0.0367 |
2.5% |
0.0099 |
0.7% |
31% |
False |
False |
4 |
| 10 |
1.5348 |
1.4707 |
0.0641 |
4.3% |
0.0072 |
0.5% |
17% |
False |
False |
4 |
| 20 |
1.5510 |
1.4707 |
0.0803 |
5.4% |
0.0044 |
0.3% |
14% |
False |
False |
2 |
| 40 |
1.5510 |
1.4707 |
0.0803 |
5.4% |
0.0025 |
0.2% |
14% |
False |
False |
5 |
| 60 |
1.5641 |
1.4707 |
0.0934 |
6.3% |
0.0020 |
0.1% |
12% |
False |
False |
4 |
| 80 |
1.5761 |
1.4707 |
0.1054 |
7.1% |
0.0015 |
0.1% |
11% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5036 |
|
2.618 |
1.4953 |
|
1.618 |
1.4902 |
|
1.000 |
1.4870 |
|
0.618 |
1.4851 |
|
HIGH |
1.4819 |
|
0.618 |
1.4800 |
|
0.500 |
1.4794 |
|
0.382 |
1.4787 |
|
LOW |
1.4768 |
|
0.618 |
1.4736 |
|
1.000 |
1.4717 |
|
1.618 |
1.4685 |
|
2.618 |
1.4634 |
|
4.250 |
1.4551 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4811 |
1.4843 |
| PP |
1.4802 |
1.4835 |
| S1 |
1.4794 |
1.4827 |
|