CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4834 |
1.4831 |
-0.0003 |
0.0% |
1.4923 |
| High |
1.4834 |
1.4845 |
0.0011 |
0.1% |
1.4965 |
| Low |
1.4737 |
1.4769 |
0.0032 |
0.2% |
1.4799 |
| Close |
1.4812 |
1.4809 |
-0.0003 |
0.0% |
1.4861 |
| Range |
0.0097 |
0.0076 |
-0.0021 |
-21.6% |
0.0166 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
46 |
101 |
55 |
119.6% |
197 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5036 |
1.4998 |
1.4851 |
|
| R3 |
1.4960 |
1.4922 |
1.4830 |
|
| R2 |
1.4884 |
1.4884 |
1.4823 |
|
| R1 |
1.4846 |
1.4846 |
1.4816 |
1.4827 |
| PP |
1.4808 |
1.4808 |
1.4808 |
1.4798 |
| S1 |
1.4770 |
1.4770 |
1.4802 |
1.4751 |
| S2 |
1.4732 |
1.4732 |
1.4795 |
|
| S3 |
1.4656 |
1.4694 |
1.4788 |
|
| S4 |
1.4580 |
1.4618 |
1.4767 |
|
|
| 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 |
1.4896 |
1.4737 |
0.0159 |
1.1% |
0.0091 |
0.6% |
45% |
False |
False |
91 |
| 10 |
1.4965 |
1.4737 |
0.0228 |
1.5% |
0.0118 |
0.8% |
32% |
False |
False |
64 |
| 20 |
1.5224 |
1.4628 |
0.0596 |
4.0% |
0.0128 |
0.9% |
30% |
False |
False |
45 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0071 |
0.5% |
21% |
False |
False |
25 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0050 |
0.3% |
21% |
False |
False |
18 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.2% |
0.0038 |
0.3% |
17% |
False |
False |
13 |
| 100 |
1.5840 |
1.4628 |
0.1212 |
8.2% |
0.0031 |
0.2% |
15% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5168 |
|
2.618 |
1.5044 |
|
1.618 |
1.4968 |
|
1.000 |
1.4921 |
|
0.618 |
1.4892 |
|
HIGH |
1.4845 |
|
0.618 |
1.4816 |
|
0.500 |
1.4807 |
|
0.382 |
1.4798 |
|
LOW |
1.4769 |
|
0.618 |
1.4722 |
|
1.000 |
1.4693 |
|
1.618 |
1.4646 |
|
2.618 |
1.4570 |
|
4.250 |
1.4446 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4808 |
1.4804 |
| PP |
1.4808 |
1.4799 |
| S1 |
1.4807 |
1.4794 |
|