CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5451 |
1.5448 |
-0.0003 |
0.0% |
1.5407 |
| High |
1.5473 |
1.5537 |
0.0064 |
0.4% |
1.5479 |
| Low |
1.5400 |
1.5446 |
0.0046 |
0.3% |
1.5313 |
| Close |
1.5452 |
1.5526 |
0.0074 |
0.5% |
1.5394 |
| Range |
0.0073 |
0.0091 |
0.0018 |
24.7% |
0.0166 |
| ATR |
0.0114 |
0.0113 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
79,238 |
67,378 |
-11,860 |
-15.0% |
380,270 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5776 |
1.5742 |
1.5576 |
|
| R3 |
1.5685 |
1.5651 |
1.5551 |
|
| R2 |
1.5594 |
1.5594 |
1.5543 |
|
| R1 |
1.5560 |
1.5560 |
1.5534 |
1.5577 |
| PP |
1.5503 |
1.5503 |
1.5503 |
1.5512 |
| S1 |
1.5469 |
1.5469 |
1.5518 |
1.5486 |
| S2 |
1.5412 |
1.5412 |
1.5509 |
|
| S3 |
1.5321 |
1.5378 |
1.5501 |
|
| S4 |
1.5230 |
1.5287 |
1.5476 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5893 |
1.5810 |
1.5485 |
|
| R3 |
1.5727 |
1.5644 |
1.5440 |
|
| R2 |
1.5561 |
1.5561 |
1.5424 |
|
| R1 |
1.5478 |
1.5478 |
1.5409 |
1.5437 |
| PP |
1.5395 |
1.5395 |
1.5395 |
1.5375 |
| S1 |
1.5312 |
1.5312 |
1.5379 |
1.5271 |
| S2 |
1.5229 |
1.5229 |
1.5364 |
|
| S3 |
1.5063 |
1.5146 |
1.5348 |
|
| S4 |
1.4897 |
1.4980 |
1.5303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5537 |
1.5330 |
0.0207 |
1.3% |
0.0092 |
0.6% |
95% |
True |
False |
77,653 |
| 10 |
1.5537 |
1.5206 |
0.0331 |
2.1% |
0.0106 |
0.7% |
97% |
True |
False |
86,391 |
| 20 |
1.5537 |
1.4983 |
0.0554 |
3.6% |
0.0114 |
0.7% |
98% |
True |
False |
87,298 |
| 40 |
1.5612 |
1.4946 |
0.0666 |
4.3% |
0.0119 |
0.8% |
87% |
False |
False |
90,893 |
| 60 |
1.5813 |
1.4946 |
0.0867 |
5.6% |
0.0118 |
0.8% |
67% |
False |
False |
76,284 |
| 80 |
1.6017 |
1.4946 |
0.1071 |
6.9% |
0.0112 |
0.7% |
54% |
False |
False |
57,307 |
| 100 |
1.6202 |
1.4946 |
0.1256 |
8.1% |
0.0109 |
0.7% |
46% |
False |
False |
45,867 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.0% |
0.0101 |
0.6% |
37% |
False |
False |
38,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5924 |
|
2.618 |
1.5775 |
|
1.618 |
1.5684 |
|
1.000 |
1.5628 |
|
0.618 |
1.5593 |
|
HIGH |
1.5537 |
|
0.618 |
1.5502 |
|
0.500 |
1.5492 |
|
0.382 |
1.5481 |
|
LOW |
1.5446 |
|
0.618 |
1.5390 |
|
1.000 |
1.5355 |
|
1.618 |
1.5299 |
|
2.618 |
1.5208 |
|
4.250 |
1.5059 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5515 |
1.5495 |
| PP |
1.5503 |
1.5464 |
| S1 |
1.5492 |
1.5434 |
|