CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4923 |
1.4947 |
0.0024 |
0.2% |
1.4773 |
| High |
1.4951 |
1.4964 |
0.0013 |
0.1% |
1.4990 |
| Low |
1.4843 |
1.4830 |
-0.0013 |
-0.1% |
1.4628 |
| Close |
1.4926 |
1.4830 |
-0.0096 |
-0.6% |
1.4928 |
| Range |
0.0108 |
0.0134 |
0.0026 |
24.1% |
0.0362 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.7% |
0.0000 |
| Volume |
18 |
27 |
9 |
50.0% |
329 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5277 |
1.5187 |
1.4904 |
|
| R3 |
1.5143 |
1.5053 |
1.4867 |
|
| R2 |
1.5009 |
1.5009 |
1.4855 |
|
| R1 |
1.4919 |
1.4919 |
1.4842 |
1.4897 |
| PP |
1.4875 |
1.4875 |
1.4875 |
1.4864 |
| S1 |
1.4785 |
1.4785 |
1.4818 |
1.4763 |
| S2 |
1.4741 |
1.4741 |
1.4805 |
|
| S3 |
1.4607 |
1.4651 |
1.4793 |
|
| S4 |
1.4473 |
1.4517 |
1.4756 |
|
|
| 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% |
0.0205 |
1.4% |
56% |
False |
False |
70 |
| 10 |
1.5026 |
1.4628 |
0.0398 |
2.7% |
0.0158 |
1.1% |
51% |
False |
False |
38 |
| 20 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0095 |
0.6% |
23% |
False |
False |
20 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0052 |
0.4% |
23% |
False |
False |
13 |
| 60 |
1.5551 |
1.4628 |
0.0923 |
6.2% |
0.0039 |
0.3% |
22% |
False |
False |
10 |
| 80 |
1.5761 |
1.4628 |
0.1133 |
7.6% |
0.0029 |
0.2% |
18% |
False |
False |
7 |
| 100 |
1.5968 |
1.4628 |
0.1340 |
9.0% |
0.0025 |
0.2% |
15% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5534 |
|
2.618 |
1.5315 |
|
1.618 |
1.5181 |
|
1.000 |
1.5098 |
|
0.618 |
1.5047 |
|
HIGH |
1.4964 |
|
0.618 |
1.4913 |
|
0.500 |
1.4897 |
|
0.382 |
1.4881 |
|
LOW |
1.4830 |
|
0.618 |
1.4747 |
|
1.000 |
1.4696 |
|
1.618 |
1.4613 |
|
2.618 |
1.4479 |
|
4.250 |
1.4261 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4897 |
1.4852 |
| PP |
1.4875 |
1.4845 |
| S1 |
1.4852 |
1.4837 |
|