CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4813 |
1.4827 |
0.0014 |
0.1% |
1.4923 |
| High |
1.4896 |
1.4842 |
-0.0054 |
-0.4% |
1.4965 |
| Low |
1.4799 |
1.4761 |
-0.0038 |
-0.3% |
1.4799 |
| Close |
1.4861 |
1.4800 |
-0.0061 |
-0.4% |
1.4861 |
| Range |
0.0097 |
0.0081 |
-0.0016 |
-16.5% |
0.0166 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
112 |
82 |
-30 |
-26.8% |
197 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5044 |
1.5003 |
1.4845 |
|
| R3 |
1.4963 |
1.4922 |
1.4822 |
|
| R2 |
1.4882 |
1.4882 |
1.4815 |
|
| R1 |
1.4841 |
1.4841 |
1.4807 |
1.4821 |
| PP |
1.4801 |
1.4801 |
1.4801 |
1.4791 |
| S1 |
1.4760 |
1.4760 |
1.4793 |
1.4740 |
| S2 |
1.4720 |
1.4720 |
1.4785 |
|
| S3 |
1.4639 |
1.4679 |
1.4778 |
|
| S4 |
1.4558 |
1.4598 |
1.4755 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5373 |
1.5283 |
1.4952 |
|
| R3 |
1.5207 |
1.5117 |
1.4907 |
|
| R2 |
1.5041 |
1.5041 |
1.4891 |
|
| R1 |
1.4951 |
1.4951 |
1.4876 |
1.4913 |
| PP |
1.4875 |
1.4875 |
1.4875 |
1.4856 |
| S1 |
1.4785 |
1.4785 |
1.4846 |
1.4747 |
| S2 |
1.4709 |
1.4709 |
1.4831 |
|
| S3 |
1.4543 |
1.4619 |
1.4815 |
|
| S4 |
1.4377 |
1.4453 |
1.4770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4965 |
1.4761 |
0.0204 |
1.4% |
0.0117 |
0.8% |
19% |
False |
True |
52 |
| 10 |
1.4990 |
1.4628 |
0.0362 |
2.4% |
0.0157 |
1.1% |
48% |
False |
False |
60 |
| 20 |
1.5348 |
1.4628 |
0.0720 |
4.9% |
0.0115 |
0.8% |
24% |
False |
False |
32 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0064 |
0.4% |
20% |
False |
False |
19 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0046 |
0.3% |
20% |
False |
False |
13 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.2% |
0.0035 |
0.2% |
16% |
False |
False |
10 |
| 100 |
1.5952 |
1.4628 |
0.1324 |
8.9% |
0.0029 |
0.2% |
13% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5186 |
|
2.618 |
1.5054 |
|
1.618 |
1.4973 |
|
1.000 |
1.4923 |
|
0.618 |
1.4892 |
|
HIGH |
1.4842 |
|
0.618 |
1.4811 |
|
0.500 |
1.4802 |
|
0.382 |
1.4792 |
|
LOW |
1.4761 |
|
0.618 |
1.4711 |
|
1.000 |
1.4680 |
|
1.618 |
1.4630 |
|
2.618 |
1.4549 |
|
4.250 |
1.4417 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4802 |
1.4863 |
| PP |
1.4801 |
1.4842 |
| S1 |
1.4801 |
1.4821 |
|