CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4817 |
1.4751 |
-0.0066 |
-0.4% |
1.5095 |
| High |
1.4817 |
1.4912 |
0.0095 |
0.6% |
1.5114 |
| Low |
1.4720 |
1.4628 |
-0.0092 |
-0.6% |
1.4707 |
| Close |
1.4739 |
1.4848 |
0.0109 |
0.7% |
1.4707 |
| Range |
0.0097 |
0.0284 |
0.0187 |
192.8% |
0.0407 |
| ATR |
0.0086 |
0.0101 |
0.0014 |
16.3% |
0.0000 |
| Volume |
16 |
9 |
-7 |
-43.8% |
20 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5648 |
1.5532 |
1.5004 |
|
| R3 |
1.5364 |
1.5248 |
1.4926 |
|
| R2 |
1.5080 |
1.5080 |
1.4900 |
|
| R1 |
1.4964 |
1.4964 |
1.4874 |
1.5022 |
| PP |
1.4796 |
1.4796 |
1.4796 |
1.4825 |
| S1 |
1.4680 |
1.4680 |
1.4822 |
1.4738 |
| S2 |
1.4512 |
1.4512 |
1.4796 |
|
| S3 |
1.4228 |
1.4396 |
1.4770 |
|
| S4 |
1.3944 |
1.4112 |
1.4692 |
|
|
| 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 |
1.4978 |
1.4628 |
0.0350 |
2.4% |
0.0146 |
1.0% |
63% |
False |
True |
7 |
| 10 |
1.5224 |
1.4628 |
0.0596 |
4.0% |
0.0110 |
0.7% |
37% |
False |
True |
5 |
| 20 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0061 |
0.4% |
25% |
False |
True |
3 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0034 |
0.2% |
25% |
False |
True |
5 |
| 60 |
1.5605 |
1.4628 |
0.0977 |
6.6% |
0.0027 |
0.2% |
23% |
False |
True |
4 |
| 80 |
1.5761 |
1.4628 |
0.1133 |
7.6% |
0.0020 |
0.1% |
19% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6119 |
|
2.618 |
1.5656 |
|
1.618 |
1.5372 |
|
1.000 |
1.5196 |
|
0.618 |
1.5088 |
|
HIGH |
1.4912 |
|
0.618 |
1.4804 |
|
0.500 |
1.4770 |
|
0.382 |
1.4736 |
|
LOW |
1.4628 |
|
0.618 |
1.4452 |
|
1.000 |
1.4344 |
|
1.618 |
1.4168 |
|
2.618 |
1.3884 |
|
4.250 |
1.3421 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4822 |
1.4822 |
| PP |
1.4796 |
1.4796 |
| S1 |
1.4770 |
1.4770 |
|