CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4815 |
1.4733 |
-0.0082 |
-0.6% |
1.5033 |
| High |
1.4836 |
1.5145 |
0.0309 |
2.1% |
1.5127 |
| Low |
1.4715 |
1.4625 |
-0.0090 |
-0.6% |
1.4689 |
| Close |
1.4745 |
1.4854 |
0.0109 |
0.7% |
1.4713 |
| Range |
0.0121 |
0.0520 |
0.0399 |
329.8% |
0.0438 |
| ATR |
0.0122 |
0.0150 |
0.0028 |
23.3% |
0.0000 |
| Volume |
91,057 |
179,037 |
87,980 |
96.6% |
444,484 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6435 |
1.6164 |
1.5140 |
|
| R3 |
1.5915 |
1.5644 |
1.4997 |
|
| R2 |
1.5395 |
1.5395 |
1.4949 |
|
| R1 |
1.5124 |
1.5124 |
1.4902 |
1.5260 |
| PP |
1.4875 |
1.4875 |
1.4875 |
1.4942 |
| S1 |
1.4604 |
1.4604 |
1.4806 |
1.4740 |
| S2 |
1.4355 |
1.4355 |
1.4759 |
|
| S3 |
1.3835 |
1.4084 |
1.4711 |
|
| S4 |
1.3315 |
1.3564 |
1.4568 |
|
|
| 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 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0227 |
1.5% |
44% |
True |
True |
125,054 |
| 10 |
1.5258 |
1.4625 |
0.0633 |
4.3% |
0.0181 |
1.2% |
36% |
False |
True |
82,249 |
| 20 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0135 |
0.9% |
25% |
False |
True |
41,730 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0123 |
0.8% |
25% |
False |
True |
20,982 |
| 60 |
1.5643 |
1.4625 |
0.1018 |
6.9% |
0.0108 |
0.7% |
22% |
False |
True |
14,014 |
| 80 |
1.5772 |
1.4625 |
0.1147 |
7.7% |
0.0095 |
0.6% |
20% |
False |
True |
10,511 |
| 100 |
1.6132 |
1.4625 |
0.1507 |
10.1% |
0.0079 |
0.5% |
15% |
False |
True |
8,410 |
| 120 |
1.6263 |
1.4625 |
0.1638 |
11.0% |
0.0067 |
0.4% |
14% |
False |
True |
7,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7355 |
|
2.618 |
1.6506 |
|
1.618 |
1.5986 |
|
1.000 |
1.5665 |
|
0.618 |
1.5466 |
|
HIGH |
1.5145 |
|
0.618 |
1.4946 |
|
0.500 |
1.4885 |
|
0.382 |
1.4824 |
|
LOW |
1.4625 |
|
0.618 |
1.4304 |
|
1.000 |
1.4105 |
|
1.618 |
1.3784 |
|
2.618 |
1.3264 |
|
4.250 |
1.2415 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4885 |
1.4885 |
| PP |
1.4875 |
1.4875 |
| S1 |
1.4864 |
1.4864 |
|