CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4880 |
1.4792 |
-0.0088 |
-0.6% |
1.4963 |
| High |
1.4893 |
1.4864 |
-0.0029 |
-0.2% |
1.4988 |
| Low |
1.4745 |
1.4748 |
0.0003 |
0.0% |
1.4789 |
| Close |
1.4807 |
1.4837 |
0.0030 |
0.2% |
1.4868 |
| Range |
0.0148 |
0.0116 |
-0.0032 |
-21.6% |
0.0199 |
| ATR |
0.0161 |
0.0158 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
81,120 |
83,840 |
2,720 |
3.4% |
513,078 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5164 |
1.5117 |
1.4901 |
|
| R3 |
1.5048 |
1.5001 |
1.4869 |
|
| R2 |
1.4932 |
1.4932 |
1.4858 |
|
| R1 |
1.4885 |
1.4885 |
1.4848 |
1.4909 |
| PP |
1.4816 |
1.4816 |
1.4816 |
1.4828 |
| S1 |
1.4769 |
1.4769 |
1.4826 |
1.4793 |
| S2 |
1.4700 |
1.4700 |
1.4816 |
|
| S3 |
1.4584 |
1.4653 |
1.4805 |
|
| S4 |
1.4468 |
1.4537 |
1.4773 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5479 |
1.5372 |
1.4977 |
|
| R3 |
1.5280 |
1.5173 |
1.4923 |
|
| R2 |
1.5081 |
1.5081 |
1.4904 |
|
| R1 |
1.4974 |
1.4974 |
1.4886 |
1.4928 |
| PP |
1.4882 |
1.4882 |
1.4882 |
1.4859 |
| S1 |
1.4775 |
1.4775 |
1.4850 |
1.4729 |
| S2 |
1.4683 |
1.4683 |
1.4832 |
|
| S3 |
1.4484 |
1.4576 |
1.4813 |
|
| S4 |
1.4285 |
1.4377 |
1.4759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4988 |
1.4745 |
0.0243 |
1.6% |
0.0140 |
0.9% |
38% |
False |
False |
89,989 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0209 |
1.4% |
41% |
False |
False |
113,002 |
| 20 |
1.5362 |
1.4625 |
0.0737 |
5.0% |
0.0175 |
1.2% |
29% |
False |
False |
88,939 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0138 |
0.9% |
23% |
False |
False |
44,715 |
| 60 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0125 |
0.8% |
23% |
False |
False |
29,856 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0108 |
0.7% |
19% |
False |
False |
22,398 |
| 100 |
1.5943 |
1.4625 |
0.1318 |
8.9% |
0.0093 |
0.6% |
16% |
False |
False |
17,919 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0079 |
0.5% |
14% |
False |
False |
14,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5357 |
|
2.618 |
1.5168 |
|
1.618 |
1.5052 |
|
1.000 |
1.4980 |
|
0.618 |
1.4936 |
|
HIGH |
1.4864 |
|
0.618 |
1.4820 |
|
0.500 |
1.4806 |
|
0.382 |
1.4792 |
|
LOW |
1.4748 |
|
0.618 |
1.4676 |
|
1.000 |
1.4632 |
|
1.618 |
1.4560 |
|
2.618 |
1.4444 |
|
4.250 |
1.4255 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4827 |
1.4835 |
| PP |
1.4816 |
1.4832 |
| S1 |
1.4806 |
1.4830 |
|