CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4740 |
1.4923 |
0.0183 |
1.2% |
1.4773 |
| High |
1.4950 |
1.4951 |
0.0001 |
0.0% |
1.4990 |
| Low |
1.4740 |
1.4843 |
0.0103 |
0.7% |
1.4628 |
| Close |
1.4928 |
1.4926 |
-0.0002 |
0.0% |
1.4928 |
| Range |
0.0210 |
0.0108 |
-0.0102 |
-48.6% |
0.0362 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
98 |
18 |
-80 |
-81.6% |
329 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5231 |
1.5186 |
1.4985 |
|
| R3 |
1.5123 |
1.5078 |
1.4956 |
|
| R2 |
1.5015 |
1.5015 |
1.4946 |
|
| R1 |
1.4970 |
1.4970 |
1.4936 |
1.4993 |
| PP |
1.4907 |
1.4907 |
1.4907 |
1.4918 |
| S1 |
1.4862 |
1.4862 |
1.4916 |
1.4885 |
| S2 |
1.4799 |
1.4799 |
1.4906 |
|
| S3 |
1.4691 |
1.4754 |
1.4896 |
|
| S4 |
1.4583 |
1.4646 |
1.4867 |
|
|
| 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% |
0.0197 |
1.3% |
82% |
False |
False |
68 |
| 10 |
1.5074 |
1.4628 |
0.0446 |
3.0% |
0.0148 |
1.0% |
67% |
False |
False |
36 |
| 20 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0089 |
0.6% |
34% |
False |
False |
19 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0049 |
0.3% |
34% |
False |
False |
13 |
| 60 |
1.5551 |
1.4628 |
0.0923 |
6.2% |
0.0037 |
0.2% |
32% |
False |
False |
9 |
| 80 |
1.5761 |
1.4628 |
0.1133 |
7.6% |
0.0028 |
0.2% |
26% |
False |
False |
7 |
| 100 |
1.6078 |
1.4628 |
0.1450 |
9.7% |
0.0023 |
0.2% |
21% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5410 |
|
2.618 |
1.5234 |
|
1.618 |
1.5126 |
|
1.000 |
1.5059 |
|
0.618 |
1.5018 |
|
HIGH |
1.4951 |
|
0.618 |
1.4910 |
|
0.500 |
1.4897 |
|
0.382 |
1.4884 |
|
LOW |
1.4843 |
|
0.618 |
1.4776 |
|
1.000 |
1.4735 |
|
1.618 |
1.4668 |
|
2.618 |
1.4560 |
|
4.250 |
1.4384 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4916 |
1.4900 |
| PP |
1.4907 |
1.4873 |
| S1 |
1.4897 |
1.4847 |
|