CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4827 |
1.4793 |
-0.0034 |
-0.2% |
1.4923 |
| High |
1.4842 |
1.4850 |
0.0008 |
0.1% |
1.4965 |
| Low |
1.4761 |
1.4745 |
-0.0016 |
-0.1% |
1.4799 |
| Close |
1.4800 |
1.4830 |
0.0030 |
0.2% |
1.4861 |
| Range |
0.0081 |
0.0105 |
0.0024 |
29.6% |
0.0166 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
82 |
116 |
34 |
41.5% |
197 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5123 |
1.5082 |
1.4888 |
|
| R3 |
1.5018 |
1.4977 |
1.4859 |
|
| R2 |
1.4913 |
1.4913 |
1.4849 |
|
| R1 |
1.4872 |
1.4872 |
1.4840 |
1.4893 |
| PP |
1.4808 |
1.4808 |
1.4808 |
1.4819 |
| S1 |
1.4767 |
1.4767 |
1.4820 |
1.4788 |
| S2 |
1.4703 |
1.4703 |
1.4811 |
|
| S3 |
1.4598 |
1.4662 |
1.4801 |
|
| S4 |
1.4493 |
1.4557 |
1.4772 |
|
|
| 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 |
1.4745 |
0.0220 |
1.5% |
0.0112 |
0.8% |
39% |
False |
True |
70 |
| 10 |
1.4990 |
1.4628 |
0.0362 |
2.4% |
0.0158 |
1.1% |
56% |
False |
False |
70 |
| 20 |
1.5244 |
1.4628 |
0.0616 |
4.2% |
0.0120 |
0.8% |
33% |
False |
False |
37 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0066 |
0.4% |
23% |
False |
False |
21 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0048 |
0.3% |
23% |
False |
False |
15 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.2% |
0.0036 |
0.2% |
19% |
False |
False |
12 |
| 100 |
1.5927 |
1.4628 |
0.1299 |
8.8% |
0.0030 |
0.2% |
16% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5296 |
|
2.618 |
1.5125 |
|
1.618 |
1.5020 |
|
1.000 |
1.4955 |
|
0.618 |
1.4915 |
|
HIGH |
1.4850 |
|
0.618 |
1.4810 |
|
0.500 |
1.4798 |
|
0.382 |
1.4785 |
|
LOW |
1.4745 |
|
0.618 |
1.4680 |
|
1.000 |
1.4640 |
|
1.618 |
1.4575 |
|
2.618 |
1.4470 |
|
4.250 |
1.4299 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4819 |
1.4827 |
| PP |
1.4808 |
1.4824 |
| S1 |
1.4798 |
1.4821 |
|