CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4900 |
1.4813 |
-0.0087 |
-0.6% |
1.4923 |
| High |
1.4965 |
1.4896 |
-0.0069 |
-0.5% |
1.4965 |
| Low |
1.4800 |
1.4799 |
-0.0001 |
0.0% |
1.4799 |
| Close |
1.4824 |
1.4861 |
0.0037 |
0.2% |
1.4861 |
| Range |
0.0165 |
0.0097 |
-0.0068 |
-41.2% |
0.0166 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
5 |
112 |
107 |
2,140.0% |
197 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5143 |
1.5099 |
1.4914 |
|
| R3 |
1.5046 |
1.5002 |
1.4888 |
|
| R2 |
1.4949 |
1.4949 |
1.4879 |
|
| R1 |
1.4905 |
1.4905 |
1.4870 |
1.4927 |
| PP |
1.4852 |
1.4852 |
1.4852 |
1.4863 |
| S1 |
1.4808 |
1.4808 |
1.4852 |
1.4830 |
| S2 |
1.4755 |
1.4755 |
1.4843 |
|
| S3 |
1.4658 |
1.4711 |
1.4834 |
|
| S4 |
1.4561 |
1.4614 |
1.4808 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5373 |
1.5283 |
1.4952 |
|
| R3 |
1.5207 |
1.5117 |
1.4907 |
|
| R2 |
1.5041 |
1.5041 |
1.4891 |
|
| R1 |
1.4951 |
1.4951 |
1.4876 |
1.4913 |
| PP |
1.4875 |
1.4875 |
1.4875 |
1.4856 |
| S1 |
1.4785 |
1.4785 |
1.4846 |
1.4747 |
| S2 |
1.4709 |
1.4709 |
1.4831 |
|
| S3 |
1.4543 |
1.4619 |
1.4815 |
|
| S4 |
1.4377 |
1.4453 |
1.4770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4965 |
1.4799 |
0.0166 |
1.1% |
0.0123 |
0.8% |
37% |
False |
True |
39 |
| 10 |
1.4990 |
1.4628 |
0.0362 |
2.4% |
0.0154 |
1.0% |
64% |
False |
False |
52 |
| 20 |
1.5414 |
1.4628 |
0.0786 |
5.3% |
0.0114 |
0.8% |
30% |
False |
False |
28 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0062 |
0.4% |
26% |
False |
False |
17 |
| 60 |
1.5551 |
1.4628 |
0.0923 |
6.2% |
0.0045 |
0.3% |
25% |
False |
False |
12 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.2% |
0.0034 |
0.2% |
22% |
False |
False |
9 |
| 100 |
1.5952 |
1.4628 |
0.1324 |
8.9% |
0.0028 |
0.2% |
18% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5308 |
|
2.618 |
1.5150 |
|
1.618 |
1.5053 |
|
1.000 |
1.4993 |
|
0.618 |
1.4956 |
|
HIGH |
1.4896 |
|
0.618 |
1.4859 |
|
0.500 |
1.4848 |
|
0.382 |
1.4836 |
|
LOW |
1.4799 |
|
0.618 |
1.4739 |
|
1.000 |
1.4702 |
|
1.618 |
1.4642 |
|
2.618 |
1.4545 |
|
4.250 |
1.4387 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4857 |
1.4882 |
| PP |
1.4852 |
1.4875 |
| S1 |
1.4848 |
1.4868 |
|