CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4919 |
1.4950 |
0.0031 |
0.2% |
1.4827 |
| High |
1.4919 |
1.4963 |
0.0044 |
0.3% |
1.4919 |
| Low |
1.4903 |
1.4906 |
0.0003 |
0.0% |
1.4737 |
| Close |
1.4903 |
1.4906 |
0.0003 |
0.0% |
1.4903 |
| Range |
0.0016 |
0.0057 |
0.0041 |
256.3% |
0.0182 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
40 |
1 |
-39 |
-97.5% |
385 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5096 |
1.5058 |
1.4937 |
|
| R3 |
1.5039 |
1.5001 |
1.4922 |
|
| R2 |
1.4982 |
1.4982 |
1.4916 |
|
| R1 |
1.4944 |
1.4944 |
1.4911 |
1.4935 |
| PP |
1.4925 |
1.4925 |
1.4925 |
1.4920 |
| S1 |
1.4887 |
1.4887 |
1.4901 |
1.4878 |
| S2 |
1.4868 |
1.4868 |
1.4896 |
|
| S3 |
1.4811 |
1.4830 |
1.4890 |
|
| S4 |
1.4754 |
1.4773 |
1.4875 |
|
|
| 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 |
1.4963 |
1.4737 |
0.0226 |
1.5% |
0.0070 |
0.5% |
75% |
True |
False |
60 |
| 10 |
1.4965 |
1.4737 |
0.0228 |
1.5% |
0.0094 |
0.6% |
74% |
False |
False |
56 |
| 20 |
1.5074 |
1.4628 |
0.0446 |
3.0% |
0.0121 |
0.8% |
62% |
False |
False |
46 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0072 |
0.5% |
32% |
False |
False |
26 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0051 |
0.3% |
32% |
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 |
1.5205 |
|
2.618 |
1.5112 |
|
1.618 |
1.5055 |
|
1.000 |
1.5020 |
|
0.618 |
1.4998 |
|
HIGH |
1.4963 |
|
0.618 |
1.4941 |
|
0.500 |
1.4935 |
|
0.382 |
1.4928 |
|
LOW |
1.4906 |
|
0.618 |
1.4871 |
|
1.000 |
1.4849 |
|
1.618 |
1.4814 |
|
2.618 |
1.4757 |
|
4.250 |
1.4664 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4935 |
1.4893 |
| PP |
1.4925 |
1.4879 |
| S1 |
1.4916 |
1.4866 |
|