CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4773 |
1.4817 |
0.0044 |
0.3% |
1.5095 |
| High |
1.4819 |
1.4817 |
-0.0002 |
0.0% |
1.5114 |
| Low |
1.4768 |
1.4720 |
-0.0048 |
-0.3% |
1.4707 |
| Close |
1.4819 |
1.4739 |
-0.0080 |
-0.5% |
1.4707 |
| Range |
0.0051 |
0.0097 |
0.0046 |
90.2% |
0.0407 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
1.1% |
0.0000 |
| Volume |
4 |
16 |
12 |
300.0% |
20 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5050 |
1.4991 |
1.4792 |
|
| R3 |
1.4953 |
1.4894 |
1.4766 |
|
| R2 |
1.4856 |
1.4856 |
1.4757 |
|
| R1 |
1.4797 |
1.4797 |
1.4748 |
1.4778 |
| PP |
1.4759 |
1.4759 |
1.4759 |
1.4749 |
| S1 |
1.4700 |
1.4700 |
1.4730 |
1.4681 |
| S2 |
1.4662 |
1.4662 |
1.4721 |
|
| S3 |
1.4565 |
1.4603 |
1.4712 |
|
| S4 |
1.4468 |
1.4506 |
1.4686 |
|
|
| 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 |
1.5026 |
1.4707 |
0.0319 |
2.2% |
0.0110 |
0.7% |
10% |
False |
False |
6 |
| 10 |
1.5244 |
1.4707 |
0.0537 |
3.6% |
0.0082 |
0.6% |
6% |
False |
False |
5 |
| 20 |
1.5510 |
1.4707 |
0.0803 |
5.4% |
0.0048 |
0.3% |
4% |
False |
False |
3 |
| 40 |
1.5510 |
1.4707 |
0.0803 |
5.4% |
0.0027 |
0.2% |
4% |
False |
False |
5 |
| 60 |
1.5641 |
1.4707 |
0.0934 |
6.3% |
0.0022 |
0.1% |
3% |
False |
False |
4 |
| 80 |
1.5761 |
1.4707 |
0.1054 |
7.2% |
0.0017 |
0.1% |
3% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5229 |
|
2.618 |
1.5071 |
|
1.618 |
1.4974 |
|
1.000 |
1.4914 |
|
0.618 |
1.4877 |
|
HIGH |
1.4817 |
|
0.618 |
1.4780 |
|
0.500 |
1.4769 |
|
0.382 |
1.4757 |
|
LOW |
1.4720 |
|
0.618 |
1.4660 |
|
1.000 |
1.4623 |
|
1.618 |
1.4563 |
|
2.618 |
1.4466 |
|
4.250 |
1.4308 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4769 |
1.4784 |
| PP |
1.4759 |
1.4769 |
| S1 |
1.4749 |
1.4754 |
|