CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1.5249 |
1.5042 |
-0.0207 |
-1.4% |
1.5424 |
High |
1.5251 |
1.5136 |
-0.0115 |
-0.8% |
1.5429 |
Low |
1.5026 |
1.5033 |
0.0007 |
0.0% |
1.5026 |
Close |
1.5048 |
1.5130 |
0.0082 |
0.5% |
1.5048 |
Range |
0.0225 |
0.0103 |
-0.0122 |
-54.2% |
0.0403 |
ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
123,205 |
102,341 |
-20,864 |
-16.9% |
445,337 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5409 |
1.5372 |
1.5187 |
|
R3 |
1.5306 |
1.5269 |
1.5158 |
|
R2 |
1.5203 |
1.5203 |
1.5149 |
|
R1 |
1.5166 |
1.5166 |
1.5139 |
1.5185 |
PP |
1.5100 |
1.5100 |
1.5100 |
1.5109 |
S1 |
1.5063 |
1.5063 |
1.5121 |
1.5082 |
S2 |
1.4997 |
1.4997 |
1.5111 |
|
S3 |
1.4894 |
1.4960 |
1.5102 |
|
S4 |
1.4791 |
1.4857 |
1.5073 |
|
|
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 |
1.5396 |
1.5026 |
0.0370 |
2.4% |
0.0111 |
0.7% |
28% |
False |
False |
94,482 |
10 |
1.5552 |
1.5026 |
0.0526 |
3.5% |
0.0104 |
0.7% |
20% |
False |
False |
88,143 |
20 |
1.5552 |
1.5026 |
0.0526 |
3.5% |
0.0104 |
0.7% |
20% |
False |
False |
86,348 |
40 |
1.5552 |
1.4946 |
0.0606 |
4.0% |
0.0118 |
0.8% |
30% |
False |
False |
93,635 |
60 |
1.5776 |
1.4946 |
0.0830 |
5.5% |
0.0115 |
0.8% |
22% |
False |
False |
87,003 |
80 |
1.5915 |
1.4946 |
0.0969 |
6.4% |
0.0114 |
0.8% |
19% |
False |
False |
66,455 |
100 |
1.6162 |
1.4946 |
0.1216 |
8.0% |
0.0109 |
0.7% |
15% |
False |
False |
53,210 |
120 |
1.6494 |
1.4946 |
0.1548 |
10.2% |
0.0107 |
0.7% |
12% |
False |
False |
44,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5574 |
2.618 |
1.5406 |
1.618 |
1.5303 |
1.000 |
1.5239 |
0.618 |
1.5200 |
HIGH |
1.5136 |
0.618 |
1.5097 |
0.500 |
1.5085 |
0.382 |
1.5072 |
LOW |
1.5033 |
0.618 |
1.4969 |
1.000 |
1.4930 |
1.618 |
1.4866 |
2.618 |
1.4763 |
4.250 |
1.4595 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5115 |
1.5148 |
PP |
1.5100 |
1.5142 |
S1 |
1.5085 |
1.5136 |
|