CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5354 |
1.5255 |
-0.0099 |
-0.6% |
1.5365 |
| High |
1.5362 |
1.5258 |
-0.0104 |
-0.7% |
1.5541 |
| Low |
1.5243 |
1.5205 |
-0.0038 |
-0.2% |
1.5323 |
| Close |
1.5251 |
1.5229 |
-0.0022 |
-0.1% |
1.5427 |
| Range |
0.0119 |
0.0053 |
-0.0066 |
-55.5% |
0.0218 |
| ATR |
0.0098 |
0.0094 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
5,311 |
7,743 |
2,432 |
45.8% |
3,822 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5390 |
1.5362 |
1.5258 |
|
| R3 |
1.5337 |
1.5309 |
1.5244 |
|
| R2 |
1.5284 |
1.5284 |
1.5239 |
|
| R1 |
1.5256 |
1.5256 |
1.5234 |
1.5244 |
| PP |
1.5231 |
1.5231 |
1.5231 |
1.5224 |
| S1 |
1.5203 |
1.5203 |
1.5224 |
1.5191 |
| S2 |
1.5178 |
1.5178 |
1.5219 |
|
| S3 |
1.5125 |
1.5150 |
1.5214 |
|
| S4 |
1.5072 |
1.5097 |
1.5200 |
|
|
| 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 |
1.5445 |
1.5205 |
0.0240 |
1.6% |
0.0073 |
0.5% |
10% |
False |
True |
3,569 |
| 10 |
1.5541 |
1.5205 |
0.0336 |
2.2% |
0.0088 |
0.6% |
7% |
False |
True |
1,959 |
| 20 |
1.5541 |
1.5161 |
0.0380 |
2.5% |
0.0095 |
0.6% |
18% |
False |
False |
1,126 |
| 40 |
1.5541 |
1.4943 |
0.0598 |
3.9% |
0.0099 |
0.6% |
48% |
False |
False |
635 |
| 60 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0088 |
0.6% |
35% |
False |
False |
436 |
| 80 |
1.5854 |
1.4943 |
0.0911 |
6.0% |
0.0074 |
0.5% |
31% |
False |
False |
327 |
| 100 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0061 |
0.4% |
24% |
False |
False |
262 |
| 120 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0053 |
0.4% |
20% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5483 |
|
2.618 |
1.5397 |
|
1.618 |
1.5344 |
|
1.000 |
1.5311 |
|
0.618 |
1.5291 |
|
HIGH |
1.5258 |
|
0.618 |
1.5238 |
|
0.500 |
1.5232 |
|
0.382 |
1.5225 |
|
LOW |
1.5205 |
|
0.618 |
1.5172 |
|
1.000 |
1.5152 |
|
1.618 |
1.5119 |
|
2.618 |
1.5066 |
|
4.250 |
1.4980 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5232 |
1.5295 |
| PP |
1.5231 |
1.5273 |
| S1 |
1.5230 |
1.5251 |
|