CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4826 |
1.4900 |
0.0074 |
0.5% |
1.4773 |
| High |
1.4933 |
1.4965 |
0.0032 |
0.2% |
1.4990 |
| Low |
1.4823 |
1.4800 |
-0.0023 |
-0.2% |
1.4628 |
| Close |
1.4852 |
1.4824 |
-0.0028 |
-0.2% |
1.4928 |
| Range |
0.0110 |
0.0165 |
0.0055 |
50.0% |
0.0362 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.5% |
0.0000 |
| Volume |
35 |
5 |
-30 |
-85.7% |
329 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5358 |
1.5256 |
1.4915 |
|
| R3 |
1.5193 |
1.5091 |
1.4869 |
|
| R2 |
1.5028 |
1.5028 |
1.4854 |
|
| R1 |
1.4926 |
1.4926 |
1.4839 |
1.4895 |
| PP |
1.4863 |
1.4863 |
1.4863 |
1.4847 |
| S1 |
1.4761 |
1.4761 |
1.4809 |
1.4730 |
| S2 |
1.4698 |
1.4698 |
1.4794 |
|
| S3 |
1.4533 |
1.4596 |
1.4779 |
|
| S4 |
1.4368 |
1.4431 |
1.4733 |
|
|
| 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 |
1.4965 |
1.4740 |
0.0225 |
1.5% |
0.0145 |
1.0% |
37% |
True |
False |
36 |
| 10 |
1.4990 |
1.4628 |
0.0362 |
2.4% |
0.0160 |
1.1% |
54% |
False |
False |
41 |
| 20 |
1.5420 |
1.4628 |
0.0792 |
5.3% |
0.0109 |
0.7% |
25% |
False |
False |
22 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0059 |
0.4% |
22% |
False |
False |
14 |
| 60 |
1.5551 |
1.4628 |
0.0923 |
6.2% |
0.0044 |
0.3% |
21% |
False |
False |
10 |
| 80 |
1.5705 |
1.4628 |
0.1077 |
7.3% |
0.0033 |
0.2% |
18% |
False |
False |
8 |
| 100 |
1.5952 |
1.4628 |
0.1324 |
8.9% |
0.0027 |
0.2% |
15% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5666 |
|
2.618 |
1.5397 |
|
1.618 |
1.5232 |
|
1.000 |
1.5130 |
|
0.618 |
1.5067 |
|
HIGH |
1.4965 |
|
0.618 |
1.4902 |
|
0.500 |
1.4883 |
|
0.382 |
1.4863 |
|
LOW |
1.4800 |
|
0.618 |
1.4698 |
|
1.000 |
1.4635 |
|
1.618 |
1.4533 |
|
2.618 |
1.4368 |
|
4.250 |
1.4099 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4883 |
1.4883 |
| PP |
1.4863 |
1.4863 |
| S1 |
1.4844 |
1.4844 |
|