CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4747 |
1.4963 |
0.0216 |
1.5% |
1.4730 |
| High |
1.4982 |
1.4966 |
-0.0016 |
-0.1% |
1.5145 |
| Low |
1.4714 |
1.4831 |
0.0117 |
0.8% |
1.4625 |
| Close |
1.4934 |
1.4932 |
-0.0002 |
0.0% |
1.4934 |
| Range |
0.0268 |
0.0135 |
-0.0133 |
-49.6% |
0.0520 |
| ATR |
0.0170 |
0.0168 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
125,721 |
121,095 |
-4,626 |
-3.7% |
634,397 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5315 |
1.5258 |
1.5006 |
|
| R3 |
1.5180 |
1.5123 |
1.4969 |
|
| R2 |
1.5045 |
1.5045 |
1.4957 |
|
| R1 |
1.4988 |
1.4988 |
1.4944 |
1.4949 |
| PP |
1.4910 |
1.4910 |
1.4910 |
1.4890 |
| S1 |
1.4853 |
1.4853 |
1.4920 |
1.4814 |
| S2 |
1.4775 |
1.4775 |
1.4907 |
|
| S3 |
1.4640 |
1.4718 |
1.4895 |
|
| S4 |
1.4505 |
1.4583 |
1.4858 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6461 |
1.6218 |
1.5220 |
|
| R3 |
1.5941 |
1.5698 |
1.5077 |
|
| R2 |
1.5421 |
1.5421 |
1.5029 |
|
| R1 |
1.5178 |
1.5178 |
1.4982 |
1.5300 |
| PP |
1.4901 |
1.4901 |
1.4901 |
1.4962 |
| S1 |
1.4658 |
1.4658 |
1.4886 |
1.4780 |
| S2 |
1.4381 |
1.4381 |
1.4839 |
|
| S3 |
1.3861 |
1.4138 |
1.4791 |
|
| S4 |
1.3341 |
1.3618 |
1.4648 |
|
|
| 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% |
0.0273 |
1.8% |
59% |
False |
False |
132,826 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0216 |
1.4% |
59% |
False |
False |
116,413 |
| 20 |
1.5541 |
1.4625 |
0.0916 |
6.1% |
0.0158 |
1.1% |
34% |
False |
False |
61,393 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.1% |
0.0132 |
0.9% |
34% |
False |
False |
30,818 |
| 60 |
1.5568 |
1.4625 |
0.0943 |
6.3% |
0.0117 |
0.8% |
33% |
False |
False |
20,580 |
| 80 |
1.5772 |
1.4625 |
0.1147 |
7.7% |
0.0102 |
0.7% |
27% |
False |
False |
15,437 |
| 100 |
1.6132 |
1.4625 |
0.1507 |
10.1% |
0.0086 |
0.6% |
20% |
False |
False |
12,350 |
| 120 |
1.6155 |
1.4625 |
0.1530 |
10.2% |
0.0073 |
0.5% |
20% |
False |
False |
10,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5540 |
|
2.618 |
1.5319 |
|
1.618 |
1.5184 |
|
1.000 |
1.5101 |
|
0.618 |
1.5049 |
|
HIGH |
1.4966 |
|
0.618 |
1.4914 |
|
0.500 |
1.4899 |
|
0.382 |
1.4883 |
|
LOW |
1.4831 |
|
0.618 |
1.4748 |
|
1.000 |
1.4696 |
|
1.618 |
1.4613 |
|
2.618 |
1.4478 |
|
4.250 |
1.4257 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4921 |
1.4902 |
| PP |
1.4910 |
1.4871 |
| S1 |
1.4899 |
1.4841 |
|