CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4751 |
1.4939 |
0.0188 |
1.3% |
1.5095 |
| High |
1.4912 |
1.4990 |
0.0078 |
0.5% |
1.5114 |
| Low |
1.4628 |
1.4703 |
0.0075 |
0.5% |
1.4707 |
| Close |
1.4848 |
1.4706 |
-0.0142 |
-1.0% |
1.4707 |
| Range |
0.0284 |
0.0287 |
0.0003 |
1.1% |
0.0407 |
| ATR |
0.0101 |
0.0114 |
0.0013 |
13.2% |
0.0000 |
| Volume |
9 |
202 |
193 |
2,144.4% |
20 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5661 |
1.5470 |
1.4864 |
|
| R3 |
1.5374 |
1.5183 |
1.4785 |
|
| R2 |
1.5087 |
1.5087 |
1.4759 |
|
| R1 |
1.4896 |
1.4896 |
1.4732 |
1.4848 |
| PP |
1.4800 |
1.4800 |
1.4800 |
1.4776 |
| S1 |
1.4609 |
1.4609 |
1.4680 |
1.4561 |
| S2 |
1.4513 |
1.4513 |
1.4653 |
|
| S3 |
1.4226 |
1.4322 |
1.4627 |
|
| S4 |
1.3939 |
1.4035 |
1.4548 |
|
|
| 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 |
1.4990 |
1.4628 |
0.0362 |
2.5% |
0.0174 |
1.2% |
22% |
True |
False |
47 |
| 10 |
1.5224 |
1.4628 |
0.0596 |
4.1% |
0.0137 |
0.9% |
13% |
False |
False |
26 |
| 20 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0073 |
0.5% |
9% |
False |
False |
13 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0041 |
0.3% |
9% |
False |
False |
10 |
| 60 |
1.5564 |
1.4628 |
0.0936 |
6.4% |
0.0032 |
0.2% |
8% |
False |
False |
7 |
| 80 |
1.5761 |
1.4628 |
0.1133 |
7.7% |
0.0024 |
0.2% |
7% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6210 |
|
2.618 |
1.5741 |
|
1.618 |
1.5454 |
|
1.000 |
1.5277 |
|
0.618 |
1.5167 |
|
HIGH |
1.4990 |
|
0.618 |
1.4880 |
|
0.500 |
1.4847 |
|
0.382 |
1.4813 |
|
LOW |
1.4703 |
|
0.618 |
1.4526 |
|
1.000 |
1.4416 |
|
1.618 |
1.4239 |
|
2.618 |
1.3952 |
|
4.250 |
1.3483 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4847 |
1.4809 |
| PP |
1.4800 |
1.4775 |
| S1 |
1.4753 |
1.4740 |
|