CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4939 |
1.4740 |
-0.0199 |
-1.3% |
1.4773 |
| High |
1.4990 |
1.4950 |
-0.0040 |
-0.3% |
1.4990 |
| Low |
1.4703 |
1.4740 |
0.0037 |
0.3% |
1.4628 |
| Close |
1.4706 |
1.4928 |
0.0222 |
1.5% |
1.4928 |
| Range |
0.0287 |
0.0210 |
-0.0077 |
-26.8% |
0.0362 |
| ATR |
0.0114 |
0.0123 |
0.0009 |
8.2% |
0.0000 |
| Volume |
202 |
98 |
-104 |
-51.5% |
329 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5503 |
1.5425 |
1.5044 |
|
| R3 |
1.5293 |
1.5215 |
1.4986 |
|
| R2 |
1.5083 |
1.5083 |
1.4967 |
|
| R1 |
1.5005 |
1.5005 |
1.4947 |
1.5044 |
| PP |
1.4873 |
1.4873 |
1.4873 |
1.4892 |
| S1 |
1.4795 |
1.4795 |
1.4909 |
1.4834 |
| S2 |
1.4663 |
1.4663 |
1.4890 |
|
| S3 |
1.4453 |
1.4585 |
1.4870 |
|
| S4 |
1.4243 |
1.4375 |
1.4813 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5935 |
1.5793 |
1.5127 |
|
| R3 |
1.5573 |
1.5431 |
1.5028 |
|
| R2 |
1.5211 |
1.5211 |
1.4994 |
|
| R1 |
1.5069 |
1.5069 |
1.4961 |
1.5140 |
| PP |
1.4849 |
1.4849 |
1.4849 |
1.4884 |
| S1 |
1.4707 |
1.4707 |
1.4895 |
1.4778 |
| S2 |
1.4487 |
1.4487 |
1.4862 |
|
| S3 |
1.4125 |
1.4345 |
1.4828 |
|
| S4 |
1.3763 |
1.3983 |
1.4729 |
|
|
| 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 |
2.4% |
0.0186 |
1.2% |
83% |
False |
False |
65 |
| 10 |
1.5114 |
1.4628 |
0.0486 |
3.3% |
0.0139 |
0.9% |
62% |
False |
False |
34 |
| 20 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0083 |
0.6% |
34% |
False |
False |
18 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0046 |
0.3% |
34% |
False |
False |
13 |
| 60 |
1.5551 |
1.4628 |
0.0923 |
6.2% |
0.0035 |
0.2% |
33% |
False |
False |
9 |
| 80 |
1.5761 |
1.4628 |
0.1133 |
7.6% |
0.0026 |
0.2% |
26% |
False |
False |
7 |
| 100 |
1.6078 |
1.4628 |
0.1450 |
9.7% |
0.0022 |
0.1% |
21% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5843 |
|
2.618 |
1.5500 |
|
1.618 |
1.5290 |
|
1.000 |
1.5160 |
|
0.618 |
1.5080 |
|
HIGH |
1.4950 |
|
0.618 |
1.4870 |
|
0.500 |
1.4845 |
|
0.382 |
1.4820 |
|
LOW |
1.4740 |
|
0.618 |
1.4610 |
|
1.000 |
1.4530 |
|
1.618 |
1.4400 |
|
2.618 |
1.4190 |
|
4.250 |
1.3848 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4900 |
1.4888 |
| PP |
1.4873 |
1.4849 |
| S1 |
1.4845 |
1.4809 |
|