CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5244 |
1.5205 |
-0.0039 |
-0.3% |
1.5437 |
| High |
1.5244 |
1.5222 |
-0.0022 |
-0.1% |
1.5510 |
| Low |
1.5244 |
1.5205 |
-0.0039 |
-0.3% |
1.5389 |
| Close |
1.5244 |
1.5222 |
-0.0022 |
-0.1% |
1.5420 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0121 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5267 |
1.5262 |
1.5231 |
|
| R3 |
1.5250 |
1.5245 |
1.5227 |
|
| R2 |
1.5233 |
1.5233 |
1.5225 |
|
| R1 |
1.5228 |
1.5228 |
1.5224 |
1.5231 |
| PP |
1.5216 |
1.5216 |
1.5216 |
1.5218 |
| S1 |
1.5211 |
1.5211 |
1.5220 |
1.5214 |
| S2 |
1.5199 |
1.5199 |
1.5219 |
|
| S3 |
1.5182 |
1.5194 |
1.5217 |
|
| S4 |
1.5165 |
1.5177 |
1.5213 |
|
|
| 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 |
1.5420 |
1.5205 |
0.0215 |
1.4% |
0.0017 |
0.1% |
8% |
False |
True |
2 |
| 10 |
1.5510 |
1.5205 |
0.0305 |
2.0% |
0.0009 |
0.1% |
6% |
False |
True |
1 |
| 20 |
1.5510 |
1.5200 |
0.0310 |
2.0% |
0.0013 |
0.1% |
7% |
False |
False |
5 |
| 40 |
1.5510 |
1.4995 |
0.0515 |
3.4% |
0.0012 |
0.1% |
44% |
False |
False |
4 |
| 60 |
1.5699 |
1.4995 |
0.0704 |
4.6% |
0.0009 |
0.1% |
32% |
False |
False |
3 |
| 80 |
1.5840 |
1.4995 |
0.0845 |
5.6% |
0.0007 |
0.0% |
27% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5294 |
|
2.618 |
1.5267 |
|
1.618 |
1.5250 |
|
1.000 |
1.5239 |
|
0.618 |
1.5233 |
|
HIGH |
1.5222 |
|
0.618 |
1.5216 |
|
0.500 |
1.5214 |
|
0.382 |
1.5211 |
|
LOW |
1.5205 |
|
0.618 |
1.5194 |
|
1.000 |
1.5188 |
|
1.618 |
1.5177 |
|
2.618 |
1.5160 |
|
4.250 |
1.5133 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5219 |
1.5277 |
| PP |
1.5216 |
1.5258 |
| S1 |
1.5214 |
1.5240 |
|