CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5036 |
1.5025 |
-0.0011 |
-0.1% |
1.5414 |
| High |
1.5074 |
1.5026 |
-0.0048 |
-0.3% |
1.5414 |
| Low |
1.5036 |
1.4918 |
-0.0118 |
-0.8% |
1.5033 |
| Close |
1.5057 |
1.4918 |
-0.0139 |
-0.9% |
1.5033 |
| Range |
0.0038 |
0.0108 |
0.0070 |
184.2% |
0.0381 |
| ATR |
0.0068 |
0.0073 |
0.0005 |
7.4% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
19 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5278 |
1.5206 |
1.4977 |
|
| R3 |
1.5170 |
1.5098 |
1.4948 |
|
| R2 |
1.5062 |
1.5062 |
1.4938 |
|
| R1 |
1.4990 |
1.4990 |
1.4928 |
1.4972 |
| PP |
1.4954 |
1.4954 |
1.4954 |
1.4945 |
| S1 |
1.4882 |
1.4882 |
1.4908 |
1.4864 |
| S2 |
1.4846 |
1.4846 |
1.4898 |
|
| S3 |
1.4738 |
1.4774 |
1.4888 |
|
| S4 |
1.4630 |
1.4666 |
1.4859 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6303 |
1.6049 |
1.5243 |
|
| R3 |
1.5922 |
1.5668 |
1.5138 |
|
| R2 |
1.5541 |
1.5541 |
1.5103 |
|
| R1 |
1.5287 |
1.5287 |
1.5068 |
1.5224 |
| PP |
1.5160 |
1.5160 |
1.5160 |
1.5128 |
| S1 |
1.4906 |
1.4906 |
1.4998 |
1.4843 |
| S2 |
1.4779 |
1.4779 |
1.4963 |
|
| S3 |
1.4398 |
1.4525 |
1.4928 |
|
| S4 |
1.4017 |
1.4144 |
1.4823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5224 |
1.4918 |
0.0306 |
2.1% |
0.0075 |
0.5% |
0% |
False |
True |
4 |
| 10 |
1.5420 |
1.4918 |
0.0502 |
3.4% |
0.0044 |
0.3% |
0% |
False |
True |
3 |
| 20 |
1.5510 |
1.4918 |
0.0592 |
4.0% |
0.0030 |
0.2% |
0% |
False |
True |
4 |
| 40 |
1.5510 |
1.4918 |
0.0592 |
4.0% |
0.0017 |
0.1% |
0% |
False |
True |
5 |
| 60 |
1.5699 |
1.4918 |
0.0781 |
5.2% |
0.0015 |
0.1% |
0% |
False |
True |
3 |
| 80 |
1.5761 |
1.4918 |
0.0843 |
5.7% |
0.0011 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5485 |
|
2.618 |
1.5309 |
|
1.618 |
1.5201 |
|
1.000 |
1.5134 |
|
0.618 |
1.5093 |
|
HIGH |
1.5026 |
|
0.618 |
1.4985 |
|
0.500 |
1.4972 |
|
0.382 |
1.4959 |
|
LOW |
1.4918 |
|
0.618 |
1.4851 |
|
1.000 |
1.4810 |
|
1.618 |
1.4743 |
|
2.618 |
1.4635 |
|
4.250 |
1.4459 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4972 |
1.5016 |
| PP |
1.4954 |
1.4983 |
| S1 |
1.4936 |
1.4951 |
|