CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5636 |
1.5729 |
0.0093 |
0.6% |
1.5644 |
| High |
1.5762 |
1.5742 |
-0.0020 |
-0.1% |
1.5824 |
| Low |
1.5583 |
1.5630 |
0.0047 |
0.3% |
1.5614 |
| Close |
1.5739 |
1.5636 |
-0.0103 |
-0.7% |
1.5617 |
| Range |
0.0179 |
0.0112 |
-0.0067 |
-37.4% |
0.0210 |
| ATR |
0.0119 |
0.0118 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
101,061 |
76,141 |
-24,920 |
-24.7% |
329,990 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5933 |
1.5698 |
|
| R3 |
1.5893 |
1.5821 |
1.5667 |
|
| R2 |
1.5781 |
1.5781 |
1.5657 |
|
| R1 |
1.5709 |
1.5709 |
1.5646 |
1.5689 |
| PP |
1.5669 |
1.5669 |
1.5669 |
1.5660 |
| S1 |
1.5597 |
1.5597 |
1.5626 |
1.5577 |
| S2 |
1.5557 |
1.5557 |
1.5615 |
|
| S3 |
1.5445 |
1.5485 |
1.5605 |
|
| S4 |
1.5333 |
1.5373 |
1.5574 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6315 |
1.6176 |
1.5733 |
|
| R3 |
1.6105 |
1.5966 |
1.5675 |
|
| R2 |
1.5895 |
1.5895 |
1.5656 |
|
| R1 |
1.5756 |
1.5756 |
1.5636 |
1.5721 |
| PP |
1.5685 |
1.5685 |
1.5685 |
1.5667 |
| S1 |
1.5546 |
1.5546 |
1.5598 |
1.5511 |
| S2 |
1.5475 |
1.5475 |
1.5579 |
|
| S3 |
1.5265 |
1.5336 |
1.5559 |
|
| S4 |
1.5055 |
1.5126 |
1.5502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5824 |
1.5583 |
0.0241 |
1.5% |
0.0143 |
0.9% |
22% |
False |
False |
90,344 |
| 10 |
1.5824 |
1.5583 |
0.0241 |
1.5% |
0.0118 |
0.8% |
22% |
False |
False |
87,237 |
| 20 |
1.6017 |
1.5583 |
0.0434 |
2.8% |
0.0117 |
0.7% |
12% |
False |
False |
91,188 |
| 40 |
1.6218 |
1.5583 |
0.0635 |
4.1% |
0.0115 |
0.7% |
8% |
False |
False |
93,993 |
| 60 |
1.6515 |
1.5583 |
0.0932 |
6.0% |
0.0116 |
0.7% |
6% |
False |
False |
99,536 |
| 80 |
1.6824 |
1.5583 |
0.1241 |
7.9% |
0.0105 |
0.7% |
4% |
False |
False |
75,512 |
| 100 |
1.7165 |
1.5583 |
0.1582 |
10.1% |
0.0094 |
0.6% |
3% |
False |
False |
60,458 |
| 120 |
1.7165 |
1.5583 |
0.1582 |
10.1% |
0.0086 |
0.6% |
3% |
False |
False |
50,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6218 |
|
2.618 |
1.6035 |
|
1.618 |
1.5923 |
|
1.000 |
1.5854 |
|
0.618 |
1.5811 |
|
HIGH |
1.5742 |
|
0.618 |
1.5699 |
|
0.500 |
1.5686 |
|
0.382 |
1.5673 |
|
LOW |
1.5630 |
|
0.618 |
1.5561 |
|
1.000 |
1.5518 |
|
1.618 |
1.5449 |
|
2.618 |
1.5337 |
|
4.250 |
1.5154 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5704 |
| PP |
1.5669 |
1.5681 |
| S1 |
1.5653 |
1.5659 |
|