CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5358 |
1.5359 |
0.0001 |
0.0% |
1.5389 |
| High |
1.5396 |
1.5372 |
-0.0024 |
-0.2% |
1.5552 |
| Low |
1.5343 |
1.5250 |
-0.0093 |
-0.6% |
1.5330 |
| Close |
1.5364 |
1.5260 |
-0.0104 |
-0.7% |
1.5436 |
| Range |
0.0053 |
0.0122 |
0.0069 |
130.2% |
0.0222 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.0% |
0.0000 |
| Volume |
61,451 |
100,733 |
39,282 |
63.9% |
402,741 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5660 |
1.5582 |
1.5327 |
|
| R3 |
1.5538 |
1.5460 |
1.5294 |
|
| R2 |
1.5416 |
1.5416 |
1.5282 |
|
| R1 |
1.5338 |
1.5338 |
1.5271 |
1.5316 |
| PP |
1.5294 |
1.5294 |
1.5294 |
1.5283 |
| S1 |
1.5216 |
1.5216 |
1.5249 |
1.5194 |
| S2 |
1.5172 |
1.5172 |
1.5238 |
|
| S3 |
1.5050 |
1.5094 |
1.5226 |
|
| S4 |
1.4928 |
1.4972 |
1.5193 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6105 |
1.5993 |
1.5558 |
|
| R3 |
1.5883 |
1.5771 |
1.5497 |
|
| R2 |
1.5661 |
1.5661 |
1.5477 |
|
| R1 |
1.5549 |
1.5549 |
1.5456 |
1.5605 |
| PP |
1.5439 |
1.5439 |
1.5439 |
1.5468 |
| S1 |
1.5327 |
1.5327 |
1.5416 |
1.5383 |
| S2 |
1.5217 |
1.5217 |
1.5395 |
|
| S3 |
1.4995 |
1.5105 |
1.5375 |
|
| S4 |
1.4773 |
1.4883 |
1.5314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5552 |
1.5250 |
0.0302 |
2.0% |
0.0098 |
0.6% |
3% |
False |
True |
84,918 |
| 10 |
1.5552 |
1.5250 |
0.0302 |
2.0% |
0.0095 |
0.6% |
3% |
False |
True |
81,285 |
| 20 |
1.5552 |
1.5136 |
0.0416 |
2.7% |
0.0107 |
0.7% |
30% |
False |
False |
84,794 |
| 40 |
1.5552 |
1.4946 |
0.0606 |
4.0% |
0.0116 |
0.8% |
52% |
False |
False |
92,799 |
| 60 |
1.5776 |
1.4946 |
0.0830 |
5.4% |
0.0115 |
0.8% |
38% |
False |
False |
83,078 |
| 80 |
1.5977 |
1.4946 |
0.1031 |
6.8% |
0.0113 |
0.7% |
30% |
False |
False |
62,594 |
| 100 |
1.6202 |
1.4946 |
0.1256 |
8.2% |
0.0108 |
0.7% |
25% |
False |
False |
50,109 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.1% |
0.0104 |
0.7% |
20% |
False |
False |
41,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5891 |
|
2.618 |
1.5691 |
|
1.618 |
1.5569 |
|
1.000 |
1.5494 |
|
0.618 |
1.5447 |
|
HIGH |
1.5372 |
|
0.618 |
1.5325 |
|
0.500 |
1.5311 |
|
0.382 |
1.5297 |
|
LOW |
1.5250 |
|
0.618 |
1.5175 |
|
1.000 |
1.5128 |
|
1.618 |
1.5053 |
|
2.618 |
1.4931 |
|
4.250 |
1.4732 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5311 |
1.5340 |
| PP |
1.5294 |
1.5313 |
| S1 |
1.5277 |
1.5287 |
|