CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5263 |
1.5249 |
-0.0014 |
-0.1% |
1.5424 |
| High |
1.5269 |
1.5251 |
-0.0018 |
-0.1% |
1.5429 |
| Low |
1.5215 |
1.5026 |
-0.0189 |
-1.2% |
1.5026 |
| Close |
1.5238 |
1.5048 |
-0.0190 |
-1.2% |
1.5048 |
| Range |
0.0054 |
0.0225 |
0.0171 |
316.7% |
0.0403 |
| ATR |
0.0104 |
0.0113 |
0.0009 |
8.3% |
0.0000 |
| Volume |
84,681 |
123,205 |
38,524 |
45.5% |
445,337 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5783 |
1.5641 |
1.5172 |
|
| R3 |
1.5558 |
1.5416 |
1.5110 |
|
| R2 |
1.5333 |
1.5333 |
1.5089 |
|
| R1 |
1.5191 |
1.5191 |
1.5069 |
1.5150 |
| PP |
1.5108 |
1.5108 |
1.5108 |
1.5088 |
| S1 |
1.4966 |
1.4966 |
1.5027 |
1.4925 |
| S2 |
1.4883 |
1.4883 |
1.5007 |
|
| S3 |
1.4658 |
1.4741 |
1.4986 |
|
| S4 |
1.4433 |
1.4516 |
1.4924 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6377 |
1.6115 |
1.5270 |
|
| R3 |
1.5974 |
1.5712 |
1.5159 |
|
| R2 |
1.5571 |
1.5571 |
1.5122 |
|
| R1 |
1.5309 |
1.5309 |
1.5085 |
1.5239 |
| PP |
1.5168 |
1.5168 |
1.5168 |
1.5132 |
| S1 |
1.4906 |
1.4906 |
1.5011 |
1.4836 |
| S2 |
1.4765 |
1.4765 |
1.4974 |
|
| S3 |
1.4362 |
1.4503 |
1.4937 |
|
| S4 |
1.3959 |
1.4100 |
1.4826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5429 |
1.5026 |
0.0403 |
2.7% |
0.0107 |
0.7% |
5% |
False |
True |
89,067 |
| 10 |
1.5552 |
1.5026 |
0.0526 |
3.5% |
0.0108 |
0.7% |
4% |
False |
True |
84,807 |
| 20 |
1.5552 |
1.5026 |
0.0526 |
3.5% |
0.0106 |
0.7% |
4% |
False |
True |
85,730 |
| 40 |
1.5552 |
1.4946 |
0.0606 |
4.0% |
0.0118 |
0.8% |
17% |
False |
False |
93,068 |
| 60 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0115 |
0.8% |
12% |
False |
False |
86,140 |
| 80 |
1.5915 |
1.4946 |
0.0969 |
6.4% |
0.0113 |
0.8% |
11% |
False |
False |
65,178 |
| 100 |
1.6162 |
1.4946 |
0.1216 |
8.1% |
0.0109 |
0.7% |
8% |
False |
False |
52,187 |
| 120 |
1.6494 |
1.4946 |
0.1548 |
10.3% |
0.0106 |
0.7% |
7% |
False |
False |
43,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6207 |
|
2.618 |
1.5840 |
|
1.618 |
1.5615 |
|
1.000 |
1.5476 |
|
0.618 |
1.5390 |
|
HIGH |
1.5251 |
|
0.618 |
1.5165 |
|
0.500 |
1.5139 |
|
0.382 |
1.5112 |
|
LOW |
1.5026 |
|
0.618 |
1.4887 |
|
1.000 |
1.4801 |
|
1.618 |
1.4662 |
|
2.618 |
1.4437 |
|
4.250 |
1.4070 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5139 |
1.5199 |
| PP |
1.5108 |
1.5149 |
| S1 |
1.5078 |
1.5098 |
|