CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5637 |
1.5681 |
0.0044 |
0.3% |
1.5644 |
| High |
1.5719 |
1.5725 |
0.0006 |
0.0% |
1.5824 |
| Low |
1.5616 |
1.5641 |
0.0025 |
0.2% |
1.5614 |
| Close |
1.5684 |
1.5672 |
-0.0012 |
-0.1% |
1.5617 |
| Range |
0.0103 |
0.0084 |
-0.0019 |
-18.4% |
0.0210 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
87,802 |
93,071 |
5,269 |
6.0% |
329,990 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5931 |
1.5886 |
1.5718 |
|
| R3 |
1.5847 |
1.5802 |
1.5695 |
|
| R2 |
1.5763 |
1.5763 |
1.5687 |
|
| R1 |
1.5718 |
1.5718 |
1.5680 |
1.5699 |
| PP |
1.5679 |
1.5679 |
1.5679 |
1.5670 |
| S1 |
1.5634 |
1.5634 |
1.5664 |
1.5615 |
| S2 |
1.5595 |
1.5595 |
1.5657 |
|
| S3 |
1.5511 |
1.5550 |
1.5649 |
|
| S4 |
1.5427 |
1.5466 |
1.5626 |
|
|
| 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% |
0.0138 |
0.9% |
37% |
False |
False |
93,776 |
| 10 |
1.5824 |
1.5583 |
0.0241 |
1.5% |
0.0118 |
0.8% |
37% |
False |
False |
86,486 |
| 20 |
1.5997 |
1.5583 |
0.0414 |
2.6% |
0.0116 |
0.7% |
21% |
False |
False |
90,436 |
| 40 |
1.6218 |
1.5583 |
0.0635 |
4.1% |
0.0113 |
0.7% |
14% |
False |
False |
93,017 |
| 60 |
1.6515 |
1.5583 |
0.0932 |
5.9% |
0.0114 |
0.7% |
10% |
False |
False |
99,911 |
| 80 |
1.6824 |
1.5583 |
0.1241 |
7.9% |
0.0106 |
0.7% |
7% |
False |
False |
77,763 |
| 100 |
1.7122 |
1.5583 |
0.1539 |
9.8% |
0.0094 |
0.6% |
6% |
False |
False |
62,264 |
| 120 |
1.7165 |
1.5583 |
0.1582 |
10.1% |
0.0087 |
0.6% |
6% |
False |
False |
51,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6082 |
|
2.618 |
1.5945 |
|
1.618 |
1.5861 |
|
1.000 |
1.5809 |
|
0.618 |
1.5777 |
|
HIGH |
1.5725 |
|
0.618 |
1.5693 |
|
0.500 |
1.5683 |
|
0.382 |
1.5673 |
|
LOW |
1.5641 |
|
0.618 |
1.5589 |
|
1.000 |
1.5557 |
|
1.618 |
1.5505 |
|
2.618 |
1.5421 |
|
4.250 |
1.5284 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5683 |
1.5679 |
| PP |
1.5679 |
1.5677 |
| S1 |
1.5676 |
1.5674 |
|