CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4793 |
1.4834 |
0.0041 |
0.3% |
1.4923 |
| High |
1.4850 |
1.4834 |
-0.0016 |
-0.1% |
1.4965 |
| Low |
1.4745 |
1.4737 |
-0.0008 |
-0.1% |
1.4799 |
| Close |
1.4830 |
1.4812 |
-0.0018 |
-0.1% |
1.4861 |
| Range |
0.0105 |
0.0097 |
-0.0008 |
-7.6% |
0.0166 |
| ATR |
0.0120 |
0.0119 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
116 |
46 |
-70 |
-60.3% |
197 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5085 |
1.5046 |
1.4865 |
|
| R3 |
1.4988 |
1.4949 |
1.4839 |
|
| R2 |
1.4891 |
1.4891 |
1.4830 |
|
| R1 |
1.4852 |
1.4852 |
1.4821 |
1.4823 |
| PP |
1.4794 |
1.4794 |
1.4794 |
1.4780 |
| S1 |
1.4755 |
1.4755 |
1.4803 |
1.4726 |
| S2 |
1.4697 |
1.4697 |
1.4794 |
|
| S3 |
1.4600 |
1.4658 |
1.4785 |
|
| S4 |
1.4503 |
1.4561 |
1.4759 |
|
|
| 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 |
1.4737 |
0.0228 |
1.5% |
0.0109 |
0.7% |
33% |
False |
True |
72 |
| 10 |
1.4990 |
1.4703 |
0.0287 |
1.9% |
0.0139 |
0.9% |
38% |
False |
False |
74 |
| 20 |
1.5224 |
1.4628 |
0.0596 |
4.0% |
0.0125 |
0.8% |
31% |
False |
False |
40 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0069 |
0.5% |
21% |
False |
False |
22 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0049 |
0.3% |
21% |
False |
False |
16 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.2% |
0.0037 |
0.3% |
17% |
False |
False |
12 |
| 100 |
1.5840 |
1.4628 |
0.1212 |
8.2% |
0.0030 |
0.2% |
15% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5246 |
|
2.618 |
1.5088 |
|
1.618 |
1.4991 |
|
1.000 |
1.4931 |
|
0.618 |
1.4894 |
|
HIGH |
1.4834 |
|
0.618 |
1.4797 |
|
0.500 |
1.4786 |
|
0.382 |
1.4774 |
|
LOW |
1.4737 |
|
0.618 |
1.4677 |
|
1.000 |
1.4640 |
|
1.618 |
1.4580 |
|
2.618 |
1.4483 |
|
4.250 |
1.4325 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4803 |
1.4806 |
| PP |
1.4794 |
1.4800 |
| S1 |
1.4786 |
1.4794 |
|