CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5343 |
1.5436 |
0.0093 |
0.6% |
1.5228 |
| High |
1.5479 |
1.5463 |
-0.0016 |
-0.1% |
1.5419 |
| Low |
1.5339 |
1.5402 |
0.0063 |
0.4% |
1.5193 |
| Close |
1.5433 |
1.5410 |
-0.0023 |
-0.1% |
1.5389 |
| Range |
0.0140 |
0.0061 |
-0.0079 |
-56.4% |
0.0226 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
98,568 |
66,834 |
-31,734 |
-32.2% |
396,283 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5608 |
1.5570 |
1.5444 |
|
| R3 |
1.5547 |
1.5509 |
1.5427 |
|
| R2 |
1.5486 |
1.5486 |
1.5421 |
|
| R1 |
1.5448 |
1.5448 |
1.5416 |
1.5437 |
| PP |
1.5425 |
1.5425 |
1.5425 |
1.5419 |
| S1 |
1.5387 |
1.5387 |
1.5404 |
1.5376 |
| S2 |
1.5364 |
1.5364 |
1.5399 |
|
| S3 |
1.5303 |
1.5326 |
1.5393 |
|
| S4 |
1.5242 |
1.5265 |
1.5376 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6012 |
1.5926 |
1.5513 |
|
| R3 |
1.5786 |
1.5700 |
1.5451 |
|
| R2 |
1.5560 |
1.5560 |
1.5430 |
|
| R1 |
1.5474 |
1.5474 |
1.5410 |
1.5517 |
| PP |
1.5334 |
1.5334 |
1.5334 |
1.5355 |
| S1 |
1.5248 |
1.5248 |
1.5368 |
1.5291 |
| S2 |
1.5108 |
1.5108 |
1.5348 |
|
| S3 |
1.4882 |
1.5022 |
1.5327 |
|
| S4 |
1.4656 |
1.4796 |
1.5265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5479 |
1.5206 |
0.0273 |
1.8% |
0.0116 |
0.8% |
75% |
False |
False |
92,738 |
| 10 |
1.5479 |
1.5163 |
0.0316 |
2.1% |
0.0113 |
0.7% |
78% |
False |
False |
84,786 |
| 20 |
1.5479 |
1.4946 |
0.0533 |
3.5% |
0.0125 |
0.8% |
87% |
False |
False |
90,068 |
| 40 |
1.5656 |
1.4946 |
0.0710 |
4.6% |
0.0117 |
0.8% |
65% |
False |
False |
86,388 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0117 |
0.8% |
54% |
False |
False |
70,966 |
| 80 |
1.6160 |
1.4946 |
0.1214 |
7.9% |
0.0111 |
0.7% |
38% |
False |
False |
53,295 |
| 100 |
1.6283 |
1.4946 |
0.1337 |
8.7% |
0.0108 |
0.7% |
35% |
False |
False |
42,655 |
| 120 |
1.6552 |
1.4946 |
0.1606 |
10.4% |
0.0098 |
0.6% |
29% |
False |
False |
35,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5722 |
|
2.618 |
1.5623 |
|
1.618 |
1.5562 |
|
1.000 |
1.5524 |
|
0.618 |
1.5501 |
|
HIGH |
1.5463 |
|
0.618 |
1.5440 |
|
0.500 |
1.5433 |
|
0.382 |
1.5425 |
|
LOW |
1.5402 |
|
0.618 |
1.5364 |
|
1.000 |
1.5341 |
|
1.618 |
1.5303 |
|
2.618 |
1.5242 |
|
4.250 |
1.5143 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5433 |
1.5405 |
| PP |
1.5425 |
1.5401 |
| S1 |
1.5418 |
1.5396 |
|