CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4947 |
1.4826 |
-0.0121 |
-0.8% |
1.4773 |
| High |
1.4964 |
1.4933 |
-0.0031 |
-0.2% |
1.4990 |
| Low |
1.4830 |
1.4823 |
-0.0007 |
0.0% |
1.4628 |
| Close |
1.4830 |
1.4852 |
0.0022 |
0.1% |
1.4928 |
| Range |
0.0134 |
0.0110 |
-0.0024 |
-17.9% |
0.0362 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
27 |
35 |
8 |
29.6% |
329 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5199 |
1.5136 |
1.4913 |
|
| R3 |
1.5089 |
1.5026 |
1.4882 |
|
| R2 |
1.4979 |
1.4979 |
1.4872 |
|
| R1 |
1.4916 |
1.4916 |
1.4862 |
1.4948 |
| PP |
1.4869 |
1.4869 |
1.4869 |
1.4885 |
| S1 |
1.4806 |
1.4806 |
1.4842 |
1.4838 |
| S2 |
1.4759 |
1.4759 |
1.4832 |
|
| S3 |
1.4649 |
1.4696 |
1.4822 |
|
| S4 |
1.4539 |
1.4586 |
1.4792 |
|
|
| 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 |
1.4703 |
0.0287 |
1.9% |
0.0170 |
1.1% |
52% |
False |
False |
76 |
| 10 |
1.4990 |
1.4628 |
0.0362 |
2.4% |
0.0158 |
1.1% |
62% |
False |
False |
41 |
| 20 |
1.5420 |
1.4628 |
0.0792 |
5.3% |
0.0101 |
0.7% |
28% |
False |
False |
22 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0055 |
0.4% |
25% |
False |
False |
14 |
| 60 |
1.5551 |
1.4628 |
0.0923 |
6.2% |
0.0041 |
0.3% |
24% |
False |
False |
10 |
| 80 |
1.5705 |
1.4628 |
0.1077 |
7.3% |
0.0031 |
0.2% |
21% |
False |
False |
8 |
| 100 |
1.5953 |
1.4628 |
0.1325 |
8.9% |
0.0026 |
0.2% |
17% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5401 |
|
2.618 |
1.5221 |
|
1.618 |
1.5111 |
|
1.000 |
1.5043 |
|
0.618 |
1.5001 |
|
HIGH |
1.4933 |
|
0.618 |
1.4891 |
|
0.500 |
1.4878 |
|
0.382 |
1.4865 |
|
LOW |
1.4823 |
|
0.618 |
1.4755 |
|
1.000 |
1.4713 |
|
1.618 |
1.4645 |
|
2.618 |
1.4535 |
|
4.250 |
1.4356 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4878 |
1.4894 |
| PP |
1.4869 |
1.4880 |
| S1 |
1.4861 |
1.4866 |
|