CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5228 |
1.5208 |
-0.0020 |
-0.1% |
1.5081 |
| High |
1.5265 |
1.5273 |
0.0008 |
0.1% |
1.5349 |
| Low |
1.5195 |
1.5193 |
-0.0002 |
0.0% |
1.4983 |
| Close |
1.5230 |
1.5251 |
0.0021 |
0.1% |
1.5229 |
| Range |
0.0070 |
0.0080 |
0.0010 |
14.3% |
0.0366 |
| ATR |
0.0126 |
0.0122 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
53,203 |
75,033 |
21,830 |
41.0% |
489,639 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5479 |
1.5445 |
1.5295 |
|
| R3 |
1.5399 |
1.5365 |
1.5273 |
|
| R2 |
1.5319 |
1.5319 |
1.5266 |
|
| R1 |
1.5285 |
1.5285 |
1.5258 |
1.5302 |
| PP |
1.5239 |
1.5239 |
1.5239 |
1.5248 |
| S1 |
1.5205 |
1.5205 |
1.5244 |
1.5222 |
| S2 |
1.5159 |
1.5159 |
1.5236 |
|
| S3 |
1.5079 |
1.5125 |
1.5229 |
|
| S4 |
1.4999 |
1.5045 |
1.5207 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6285 |
1.6123 |
1.5430 |
|
| R3 |
1.5919 |
1.5757 |
1.5330 |
|
| R2 |
1.5553 |
1.5553 |
1.5296 |
|
| R1 |
1.5391 |
1.5391 |
1.5263 |
1.5472 |
| PP |
1.5187 |
1.5187 |
1.5187 |
1.5228 |
| S1 |
1.5025 |
1.5025 |
1.5195 |
1.5106 |
| S2 |
1.4821 |
1.4821 |
1.5162 |
|
| S3 |
1.4455 |
1.4659 |
1.5128 |
|
| S4 |
1.4089 |
1.4293 |
1.5028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5349 |
1.5136 |
0.0213 |
1.4% |
0.0116 |
0.8% |
54% |
False |
False |
81,475 |
| 10 |
1.5349 |
1.4983 |
0.0366 |
2.4% |
0.0122 |
0.8% |
73% |
False |
False |
88,204 |
| 20 |
1.5349 |
1.4946 |
0.0403 |
2.6% |
0.0130 |
0.8% |
76% |
False |
False |
97,317 |
| 40 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0120 |
0.8% |
37% |
False |
False |
86,921 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.7% |
0.0115 |
0.8% |
35% |
False |
False |
61,954 |
| 80 |
1.6162 |
1.4946 |
0.1216 |
8.0% |
0.0108 |
0.7% |
25% |
False |
False |
46,527 |
| 100 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0107 |
0.7% |
20% |
False |
False |
37,234 |
| 120 |
1.6562 |
1.4946 |
0.1616 |
10.6% |
0.0092 |
0.6% |
19% |
False |
False |
31,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5613 |
|
2.618 |
1.5482 |
|
1.618 |
1.5402 |
|
1.000 |
1.5353 |
|
0.618 |
1.5322 |
|
HIGH |
1.5273 |
|
0.618 |
1.5242 |
|
0.500 |
1.5233 |
|
0.382 |
1.5224 |
|
LOW |
1.5193 |
|
0.618 |
1.5144 |
|
1.000 |
1.5113 |
|
1.618 |
1.5064 |
|
2.618 |
1.4984 |
|
4.250 |
1.4853 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5245 |
1.5271 |
| PP |
1.5239 |
1.5264 |
| S1 |
1.5233 |
1.5258 |
|