CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5129 |
1.5052 |
-0.0077 |
-0.5% |
1.5424 |
| High |
1.5131 |
1.5096 |
-0.0035 |
-0.2% |
1.5429 |
| Low |
1.5028 |
1.4892 |
-0.0136 |
-0.9% |
1.5026 |
| Close |
1.5073 |
1.4933 |
-0.0140 |
-0.9% |
1.5048 |
| Range |
0.0103 |
0.0204 |
0.0101 |
98.1% |
0.0403 |
| ATR |
0.0112 |
0.0118 |
0.0007 |
5.9% |
0.0000 |
| Volume |
131,307 |
199,324 |
68,017 |
51.8% |
445,337 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5586 |
1.5463 |
1.5045 |
|
| R3 |
1.5382 |
1.5259 |
1.4989 |
|
| R2 |
1.5178 |
1.5178 |
1.4970 |
|
| R1 |
1.5055 |
1.5055 |
1.4952 |
1.5015 |
| PP |
1.4974 |
1.4974 |
1.4974 |
1.4953 |
| S1 |
1.4851 |
1.4851 |
1.4914 |
1.4811 |
| S2 |
1.4770 |
1.4770 |
1.4896 |
|
| S3 |
1.4566 |
1.4647 |
1.4877 |
|
| S4 |
1.4362 |
1.4443 |
1.4821 |
|
|
| 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 |
1.5269 |
1.4892 |
0.0377 |
2.5% |
0.0138 |
0.9% |
11% |
False |
True |
128,171 |
| 10 |
1.5552 |
1.4892 |
0.0660 |
4.4% |
0.0118 |
0.8% |
6% |
False |
True |
106,544 |
| 20 |
1.5552 |
1.4892 |
0.0660 |
4.4% |
0.0112 |
0.8% |
6% |
False |
True |
96,468 |
| 40 |
1.5552 |
1.4892 |
0.0660 |
4.4% |
0.0121 |
0.8% |
6% |
False |
True |
96,892 |
| 60 |
1.5776 |
1.4892 |
0.0884 |
5.9% |
0.0117 |
0.8% |
5% |
False |
True |
90,104 |
| 80 |
1.5813 |
1.4892 |
0.0921 |
6.2% |
0.0115 |
0.8% |
4% |
False |
True |
70,583 |
| 100 |
1.6162 |
1.4892 |
0.1270 |
8.5% |
0.0109 |
0.7% |
3% |
False |
True |
56,515 |
| 120 |
1.6494 |
1.4892 |
0.1602 |
10.7% |
0.0107 |
0.7% |
3% |
False |
True |
47,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5963 |
|
2.618 |
1.5630 |
|
1.618 |
1.5426 |
|
1.000 |
1.5300 |
|
0.618 |
1.5222 |
|
HIGH |
1.5096 |
|
0.618 |
1.5018 |
|
0.500 |
1.4994 |
|
0.382 |
1.4970 |
|
LOW |
1.4892 |
|
0.618 |
1.4766 |
|
1.000 |
1.4688 |
|
1.618 |
1.4562 |
|
2.618 |
1.4358 |
|
4.250 |
1.4025 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4994 |
1.5014 |
| PP |
1.4974 |
1.4987 |
| S1 |
1.4953 |
1.4960 |
|