CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5375 |
1.5340 |
-0.0035 |
-0.2% |
1.5213 |
| High |
1.5375 |
1.5348 |
-0.0027 |
-0.2% |
1.5391 |
| Low |
1.5375 |
1.5340 |
-0.0035 |
-0.2% |
1.5200 |
| Close |
1.5375 |
1.5348 |
-0.0027 |
-0.2% |
1.5375 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0191 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
77 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5369 |
1.5367 |
1.5352 |
|
| R3 |
1.5361 |
1.5359 |
1.5350 |
|
| R2 |
1.5353 |
1.5353 |
1.5349 |
|
| R1 |
1.5351 |
1.5351 |
1.5349 |
1.5352 |
| PP |
1.5345 |
1.5345 |
1.5345 |
1.5346 |
| S1 |
1.5343 |
1.5343 |
1.5347 |
1.5344 |
| S2 |
1.5337 |
1.5337 |
1.5347 |
|
| S3 |
1.5329 |
1.5335 |
1.5346 |
|
| S4 |
1.5321 |
1.5327 |
1.5344 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5895 |
1.5826 |
1.5480 |
|
| R3 |
1.5704 |
1.5635 |
1.5428 |
|
| R2 |
1.5513 |
1.5513 |
1.5410 |
|
| R1 |
1.5444 |
1.5444 |
1.5393 |
1.5479 |
| PP |
1.5322 |
1.5322 |
1.5322 |
1.5339 |
| S1 |
1.5253 |
1.5253 |
1.5357 |
1.5288 |
| S2 |
1.5131 |
1.5131 |
1.5340 |
|
| S3 |
1.4940 |
1.5062 |
1.5322 |
|
| S4 |
1.4749 |
1.4871 |
1.5270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5391 |
1.5230 |
0.0161 |
1.0% |
0.0016 |
0.1% |
73% |
False |
False |
15 |
| 10 |
1.5391 |
1.5145 |
0.0246 |
1.6% |
0.0011 |
0.1% |
83% |
False |
False |
9 |
| 20 |
1.5391 |
1.4995 |
0.0396 |
2.6% |
0.0006 |
0.0% |
89% |
False |
False |
7 |
| 40 |
1.5641 |
1.4995 |
0.0646 |
4.2% |
0.0009 |
0.1% |
55% |
False |
False |
4 |
| 60 |
1.5761 |
1.4995 |
0.0766 |
5.0% |
0.0006 |
0.0% |
46% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5382 |
|
2.618 |
1.5369 |
|
1.618 |
1.5361 |
|
1.000 |
1.5356 |
|
0.618 |
1.5353 |
|
HIGH |
1.5348 |
|
0.618 |
1.5345 |
|
0.500 |
1.5344 |
|
0.382 |
1.5343 |
|
LOW |
1.5340 |
|
0.618 |
1.5335 |
|
1.000 |
1.5332 |
|
1.618 |
1.5327 |
|
2.618 |
1.5319 |
|
4.250 |
1.5306 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5347 |
1.5356 |
| PP |
1.5345 |
1.5353 |
| S1 |
1.5344 |
1.5351 |
|