CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4730 |
1.4815 |
0.0085 |
0.6% |
1.5033 |
| High |
1.4844 |
1.4836 |
-0.0008 |
-0.1% |
1.5127 |
| Low |
1.4728 |
1.4715 |
-0.0013 |
-0.1% |
1.4689 |
| Close |
1.4825 |
1.4745 |
-0.0080 |
-0.5% |
1.4713 |
| Range |
0.0116 |
0.0121 |
0.0005 |
4.3% |
0.0438 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
91,358 |
91,057 |
-301 |
-0.3% |
444,484 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5128 |
1.5058 |
1.4812 |
|
| R3 |
1.5007 |
1.4937 |
1.4778 |
|
| R2 |
1.4886 |
1.4886 |
1.4767 |
|
| R1 |
1.4816 |
1.4816 |
1.4756 |
1.4791 |
| PP |
1.4765 |
1.4765 |
1.4765 |
1.4753 |
| S1 |
1.4695 |
1.4695 |
1.4734 |
1.4670 |
| S2 |
1.4644 |
1.4644 |
1.4723 |
|
| S3 |
1.4523 |
1.4574 |
1.4712 |
|
| S4 |
1.4402 |
1.4453 |
1.4678 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6157 |
1.5873 |
1.4954 |
|
| R3 |
1.5719 |
1.5435 |
1.4833 |
|
| R2 |
1.5281 |
1.5281 |
1.4793 |
|
| R1 |
1.4997 |
1.4997 |
1.4753 |
1.4920 |
| PP |
1.4843 |
1.4843 |
1.4843 |
1.4805 |
| S1 |
1.4559 |
1.4559 |
1.4673 |
1.4482 |
| S2 |
1.4405 |
1.4405 |
1.4633 |
|
| S3 |
1.3967 |
1.4121 |
1.4593 |
|
| S4 |
1.3529 |
1.3683 |
1.4472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5087 |
1.4689 |
0.0398 |
2.7% |
0.0163 |
1.1% |
14% |
False |
False |
107,672 |
| 10 |
1.5362 |
1.4689 |
0.0673 |
4.6% |
0.0141 |
1.0% |
8% |
False |
False |
64,876 |
| 20 |
1.5541 |
1.4689 |
0.0852 |
5.8% |
0.0116 |
0.8% |
7% |
False |
False |
32,805 |
| 40 |
1.5541 |
1.4689 |
0.0852 |
5.8% |
0.0113 |
0.8% |
7% |
False |
False |
16,508 |
| 60 |
1.5650 |
1.4689 |
0.0961 |
6.5% |
0.0100 |
0.7% |
6% |
False |
False |
11,030 |
| 80 |
1.5772 |
1.4689 |
0.1083 |
7.3% |
0.0089 |
0.6% |
5% |
False |
False |
8,274 |
| 100 |
1.6132 |
1.4689 |
0.1443 |
9.8% |
0.0073 |
0.5% |
4% |
False |
False |
6,619 |
| 120 |
1.6289 |
1.4689 |
0.1600 |
10.9% |
0.0062 |
0.4% |
4% |
False |
False |
5,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5350 |
|
2.618 |
1.5153 |
|
1.618 |
1.5032 |
|
1.000 |
1.4957 |
|
0.618 |
1.4911 |
|
HIGH |
1.4836 |
|
0.618 |
1.4790 |
|
0.500 |
1.4776 |
|
0.382 |
1.4761 |
|
LOW |
1.4715 |
|
0.618 |
1.4640 |
|
1.000 |
1.4594 |
|
1.618 |
1.4519 |
|
2.618 |
1.4398 |
|
4.250 |
1.4201 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4776 |
1.4788 |
| PP |
1.4765 |
1.4774 |
| S1 |
1.4755 |
1.4759 |
|