CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5681 |
1.5669 |
-0.0012 |
-0.1% |
1.5636 |
| High |
1.5725 |
1.5694 |
-0.0031 |
-0.2% |
1.5762 |
| Low |
1.5641 |
1.5566 |
-0.0075 |
-0.5% |
1.5566 |
| Close |
1.5672 |
1.5580 |
-0.0092 |
-0.6% |
1.5580 |
| Range |
0.0084 |
0.0128 |
0.0044 |
52.4% |
0.0196 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.8% |
0.0000 |
| Volume |
93,071 |
89,638 |
-3,433 |
-3.7% |
447,713 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5997 |
1.5917 |
1.5650 |
|
| R3 |
1.5869 |
1.5789 |
1.5615 |
|
| R2 |
1.5741 |
1.5741 |
1.5603 |
|
| R1 |
1.5661 |
1.5661 |
1.5592 |
1.5637 |
| PP |
1.5613 |
1.5613 |
1.5613 |
1.5602 |
| S1 |
1.5533 |
1.5533 |
1.5568 |
1.5509 |
| S2 |
1.5485 |
1.5485 |
1.5557 |
|
| S3 |
1.5357 |
1.5405 |
1.5545 |
|
| S4 |
1.5229 |
1.5277 |
1.5510 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6224 |
1.6098 |
1.5688 |
|
| R3 |
1.6028 |
1.5902 |
1.5634 |
|
| R2 |
1.5832 |
1.5832 |
1.5616 |
|
| R1 |
1.5706 |
1.5706 |
1.5598 |
1.5671 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5619 |
| S1 |
1.5510 |
1.5510 |
1.5562 |
1.5475 |
| S2 |
1.5440 |
1.5440 |
1.5544 |
|
| S3 |
1.5244 |
1.5314 |
1.5526 |
|
| S4 |
1.5048 |
1.5118 |
1.5472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5762 |
1.5566 |
0.0196 |
1.3% |
0.0121 |
0.8% |
7% |
False |
True |
89,542 |
| 10 |
1.5824 |
1.5566 |
0.0258 |
1.7% |
0.0120 |
0.8% |
5% |
False |
True |
85,993 |
| 20 |
1.5942 |
1.5566 |
0.0376 |
2.4% |
0.0113 |
0.7% |
4% |
False |
True |
89,717 |
| 40 |
1.6178 |
1.5566 |
0.0612 |
3.9% |
0.0113 |
0.7% |
2% |
False |
True |
92,347 |
| 60 |
1.6515 |
1.5566 |
0.0949 |
6.1% |
0.0115 |
0.7% |
1% |
False |
True |
100,001 |
| 80 |
1.6719 |
1.5566 |
0.1153 |
7.4% |
0.0106 |
0.7% |
1% |
False |
True |
78,881 |
| 100 |
1.7093 |
1.5566 |
0.1527 |
9.8% |
0.0095 |
0.6% |
1% |
False |
True |
63,158 |
| 120 |
1.7165 |
1.5566 |
0.1599 |
10.3% |
0.0088 |
0.6% |
1% |
False |
True |
52,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6238 |
|
2.618 |
1.6029 |
|
1.618 |
1.5901 |
|
1.000 |
1.5822 |
|
0.618 |
1.5773 |
|
HIGH |
1.5694 |
|
0.618 |
1.5645 |
|
0.500 |
1.5630 |
|
0.382 |
1.5615 |
|
LOW |
1.5566 |
|
0.618 |
1.5487 |
|
1.000 |
1.5438 |
|
1.618 |
1.5359 |
|
2.618 |
1.5231 |
|
4.250 |
1.5022 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5630 |
1.5646 |
| PP |
1.5613 |
1.5624 |
| S1 |
1.5597 |
1.5602 |
|