CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5515 |
1.5408 |
-0.0107 |
-0.7% |
1.5365 |
| High |
1.5541 |
1.5445 |
-0.0096 |
-0.6% |
1.5541 |
| Low |
1.5385 |
1.5375 |
-0.0010 |
-0.1% |
1.5323 |
| Close |
1.5395 |
1.5427 |
0.0032 |
0.2% |
1.5427 |
| Range |
0.0156 |
0.0070 |
-0.0086 |
-55.1% |
0.0218 |
| ATR |
0.0103 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
404 |
2,301 |
1,897 |
469.6% |
3,822 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5626 |
1.5596 |
1.5466 |
|
| R3 |
1.5556 |
1.5526 |
1.5446 |
|
| R2 |
1.5486 |
1.5486 |
1.5440 |
|
| R1 |
1.5456 |
1.5456 |
1.5433 |
1.5471 |
| PP |
1.5416 |
1.5416 |
1.5416 |
1.5423 |
| S1 |
1.5386 |
1.5386 |
1.5421 |
1.5401 |
| S2 |
1.5346 |
1.5346 |
1.5414 |
|
| S3 |
1.5276 |
1.5316 |
1.5408 |
|
| S4 |
1.5206 |
1.5246 |
1.5389 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6084 |
1.5974 |
1.5547 |
|
| R3 |
1.5866 |
1.5756 |
1.5487 |
|
| R2 |
1.5648 |
1.5648 |
1.5467 |
|
| R1 |
1.5538 |
1.5538 |
1.5447 |
1.5593 |
| PP |
1.5430 |
1.5430 |
1.5430 |
1.5458 |
| S1 |
1.5320 |
1.5320 |
1.5407 |
1.5375 |
| S2 |
1.5212 |
1.5212 |
1.5387 |
|
| S3 |
1.4994 |
1.5102 |
1.5367 |
|
| S4 |
1.4776 |
1.4884 |
1.5307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5541 |
1.5323 |
0.0218 |
1.4% |
0.0102 |
0.7% |
48% |
False |
False |
764 |
| 10 |
1.5541 |
1.5304 |
0.0237 |
1.5% |
0.0093 |
0.6% |
52% |
False |
False |
541 |
| 20 |
1.5541 |
1.4978 |
0.0563 |
3.6% |
0.0104 |
0.7% |
80% |
False |
False |
379 |
| 40 |
1.5568 |
1.4943 |
0.0625 |
4.1% |
0.0103 |
0.7% |
77% |
False |
False |
261 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.2% |
0.0085 |
0.5% |
60% |
False |
False |
177 |
| 80 |
1.5968 |
1.4943 |
0.1025 |
6.6% |
0.0071 |
0.5% |
47% |
False |
False |
133 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0058 |
0.4% |
41% |
False |
False |
107 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.3% |
0.0051 |
0.3% |
34% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5743 |
|
2.618 |
1.5628 |
|
1.618 |
1.5558 |
|
1.000 |
1.5515 |
|
0.618 |
1.5488 |
|
HIGH |
1.5445 |
|
0.618 |
1.5418 |
|
0.500 |
1.5410 |
|
0.382 |
1.5402 |
|
LOW |
1.5375 |
|
0.618 |
1.5332 |
|
1.000 |
1.5305 |
|
1.618 |
1.5262 |
|
2.618 |
1.5192 |
|
4.250 |
1.5078 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5421 |
1.5458 |
| PP |
1.5416 |
1.5448 |
| S1 |
1.5410 |
1.5437 |
|