CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5420 |
1.5414 |
-0.0006 |
0.0% |
1.5437 |
| High |
1.5420 |
1.5414 |
-0.0006 |
0.0% |
1.5510 |
| Low |
1.5420 |
1.5345 |
-0.0075 |
-0.5% |
1.5389 |
| Close |
1.5420 |
1.5345 |
-0.0075 |
-0.5% |
1.5420 |
| Range |
0.0000 |
0.0069 |
0.0069 |
|
0.0121 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5575 |
1.5529 |
1.5383 |
|
| R3 |
1.5506 |
1.5460 |
1.5364 |
|
| R2 |
1.5437 |
1.5437 |
1.5358 |
|
| R1 |
1.5391 |
1.5391 |
1.5351 |
1.5380 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5362 |
| S1 |
1.5322 |
1.5322 |
1.5339 |
1.5311 |
| S2 |
1.5299 |
1.5299 |
1.5332 |
|
| S3 |
1.5230 |
1.5253 |
1.5326 |
|
| S4 |
1.5161 |
1.5184 |
1.5307 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5732 |
1.5487 |
|
| R3 |
1.5682 |
1.5611 |
1.5453 |
|
| R2 |
1.5561 |
1.5561 |
1.5442 |
|
| R1 |
1.5490 |
1.5490 |
1.5431 |
1.5465 |
| PP |
1.5440 |
1.5440 |
1.5440 |
1.5427 |
| S1 |
1.5369 |
1.5369 |
1.5409 |
1.5344 |
| S2 |
1.5319 |
1.5319 |
1.5398 |
|
| S3 |
1.5198 |
1.5248 |
1.5387 |
|
| S4 |
1.5077 |
1.5127 |
1.5353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5510 |
1.5345 |
0.0165 |
1.1% |
0.0014 |
0.1% |
0% |
False |
True |
1 |
| 10 |
1.5510 |
1.5340 |
0.0170 |
1.1% |
0.0015 |
0.1% |
3% |
False |
False |
1 |
| 20 |
1.5510 |
1.5015 |
0.0495 |
3.2% |
0.0012 |
0.1% |
67% |
False |
False |
5 |
| 40 |
1.5510 |
1.4995 |
0.0515 |
3.4% |
0.0012 |
0.1% |
68% |
False |
False |
4 |
| 60 |
1.5699 |
1.4995 |
0.0704 |
4.6% |
0.0008 |
0.1% |
50% |
False |
False |
3 |
| 80 |
1.5952 |
1.4995 |
0.0957 |
6.2% |
0.0007 |
0.0% |
37% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5707 |
|
2.618 |
1.5595 |
|
1.618 |
1.5526 |
|
1.000 |
1.5483 |
|
0.618 |
1.5457 |
|
HIGH |
1.5414 |
|
0.618 |
1.5388 |
|
0.500 |
1.5380 |
|
0.382 |
1.5371 |
|
LOW |
1.5345 |
|
0.618 |
1.5302 |
|
1.000 |
1.5276 |
|
1.618 |
1.5233 |
|
2.618 |
1.5164 |
|
4.250 |
1.5052 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5380 |
1.5383 |
| PP |
1.5368 |
1.5370 |
| S1 |
1.5357 |
1.5358 |
|