CME British Pound Future June 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 |
1.5114 |
1.5039 |
-0.0075 |
-0.5% |
1.5415 |
| High |
1.5118 |
1.5087 |
-0.0031 |
-0.2% |
1.5415 |
| Low |
1.5018 |
1.4883 |
-0.0135 |
-0.9% |
1.5021 |
| Close |
1.5064 |
1.4924 |
-0.0140 |
-0.9% |
1.5038 |
| Range |
0.0100 |
0.0204 |
0.0104 |
104.0% |
0.0394 |
| ATR |
0.0103 |
0.0111 |
0.0007 |
6.9% |
0.0000 |
| Volume |
52,702 |
92,125 |
39,423 |
74.8% |
24,357 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5577 |
1.5454 |
1.5036 |
|
| R3 |
1.5373 |
1.5250 |
1.4980 |
|
| R2 |
1.5169 |
1.5169 |
1.4961 |
|
| R1 |
1.5046 |
1.5046 |
1.4943 |
1.5006 |
| PP |
1.4965 |
1.4965 |
1.4965 |
1.4944 |
| S1 |
1.4842 |
1.4842 |
1.4905 |
1.4802 |
| S2 |
1.4761 |
1.4761 |
1.4887 |
|
| S3 |
1.4557 |
1.4638 |
1.4868 |
|
| S4 |
1.4353 |
1.4434 |
1.4812 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6340 |
1.6083 |
1.5255 |
|
| R3 |
1.5946 |
1.5689 |
1.5146 |
|
| R2 |
1.5552 |
1.5552 |
1.5110 |
|
| R1 |
1.5295 |
1.5295 |
1.5074 |
1.5227 |
| PP |
1.5158 |
1.5158 |
1.5158 |
1.5124 |
| S1 |
1.4901 |
1.4901 |
1.5002 |
1.4833 |
| S2 |
1.4764 |
1.4764 |
1.4966 |
|
| S3 |
1.4370 |
1.4507 |
1.4930 |
|
| S4 |
1.3976 |
1.4113 |
1.4821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5258 |
1.4883 |
0.0375 |
2.5% |
0.0136 |
0.9% |
11% |
False |
True |
39,443 |
| 10 |
1.5541 |
1.4883 |
0.0658 |
4.4% |
0.0115 |
0.8% |
6% |
False |
True |
20,772 |
| 20 |
1.5541 |
1.4883 |
0.0658 |
4.4% |
0.0107 |
0.7% |
6% |
False |
True |
10,562 |
| 40 |
1.5541 |
1.4883 |
0.0658 |
4.4% |
0.0108 |
0.7% |
6% |
False |
True |
5,361 |
| 60 |
1.5750 |
1.4883 |
0.0867 |
5.8% |
0.0096 |
0.6% |
5% |
False |
True |
3,593 |
| 80 |
1.5772 |
1.4883 |
0.0889 |
6.0% |
0.0082 |
0.5% |
5% |
False |
True |
2,696 |
| 100 |
1.6132 |
1.4883 |
0.1249 |
8.4% |
0.0067 |
0.5% |
3% |
False |
True |
2,157 |
| 120 |
1.6378 |
1.4883 |
0.1495 |
10.0% |
0.0058 |
0.4% |
3% |
False |
True |
1,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5954 |
|
2.618 |
1.5621 |
|
1.618 |
1.5417 |
|
1.000 |
1.5291 |
|
0.618 |
1.5213 |
|
HIGH |
1.5087 |
|
0.618 |
1.5009 |
|
0.500 |
1.4985 |
|
0.382 |
1.4961 |
|
LOW |
1.4883 |
|
0.618 |
1.4757 |
|
1.000 |
1.4679 |
|
1.618 |
1.4553 |
|
2.618 |
1.4349 |
|
4.250 |
1.4016 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4985 |
1.5005 |
| PP |
1.4965 |
1.4978 |
| S1 |
1.4944 |
1.4951 |
|