CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 03-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4831 |
1.4919 |
0.0088 |
0.6% |
1.4827 |
| High |
1.4845 |
1.4919 |
0.0074 |
0.5% |
1.4919 |
| Low |
1.4769 |
1.4903 |
0.0134 |
0.9% |
1.4737 |
| Close |
1.4809 |
1.4903 |
0.0094 |
0.6% |
1.4903 |
| Range |
0.0076 |
0.0016 |
-0.0060 |
-78.9% |
0.0182 |
| ATR |
0.0116 |
0.0115 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
101 |
40 |
-61 |
-60.4% |
385 |
|
| Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4956 |
1.4946 |
1.4912 |
|
| R3 |
1.4940 |
1.4930 |
1.4907 |
|
| R2 |
1.4924 |
1.4924 |
1.4906 |
|
| R1 |
1.4914 |
1.4914 |
1.4904 |
1.4911 |
| PP |
1.4908 |
1.4908 |
1.4908 |
1.4907 |
| S1 |
1.4898 |
1.4898 |
1.4902 |
1.4895 |
| S2 |
1.4892 |
1.4892 |
1.4900 |
|
| S3 |
1.4876 |
1.4882 |
1.4899 |
|
| S4 |
1.4860 |
1.4866 |
1.4894 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5399 |
1.5333 |
1.5003 |
|
| R3 |
1.5217 |
1.5151 |
1.4953 |
|
| R2 |
1.5035 |
1.5035 |
1.4936 |
|
| R1 |
1.4969 |
1.4969 |
1.4920 |
1.5002 |
| PP |
1.4853 |
1.4853 |
1.4853 |
1.4870 |
| S1 |
1.4787 |
1.4787 |
1.4886 |
1.4820 |
| S2 |
1.4671 |
1.4671 |
1.4870 |
|
| S3 |
1.4489 |
1.4605 |
1.4853 |
|
| S4 |
1.4307 |
1.4423 |
1.4803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4919 |
1.4737 |
0.0182 |
1.2% |
0.0075 |
0.5% |
91% |
True |
False |
77 |
| 10 |
1.4965 |
1.4737 |
0.0228 |
1.5% |
0.0099 |
0.7% |
73% |
False |
False |
58 |
| 20 |
1.5114 |
1.4628 |
0.0486 |
3.3% |
0.0119 |
0.8% |
57% |
False |
False |
46 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0071 |
0.5% |
31% |
False |
False |
26 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0051 |
0.3% |
31% |
False |
False |
18 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.2% |
0.0039 |
0.3% |
26% |
False |
False |
14 |
| 100 |
1.5840 |
1.4628 |
0.1212 |
8.1% |
0.0031 |
0.2% |
23% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4987 |
|
2.618 |
1.4961 |
|
1.618 |
1.4945 |
|
1.000 |
1.4935 |
|
0.618 |
1.4929 |
|
HIGH |
1.4919 |
|
0.618 |
1.4913 |
|
0.500 |
1.4911 |
|
0.382 |
1.4909 |
|
LOW |
1.4903 |
|
0.618 |
1.4893 |
|
1.000 |
1.4887 |
|
1.618 |
1.4877 |
|
2.618 |
1.4861 |
|
4.250 |
1.4835 |
|
|
| Fisher Pivots for day following 03-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4911 |
1.4878 |
| PP |
1.4908 |
1.4853 |
| S1 |
1.4906 |
1.4828 |
|