CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5563 |
1.5654 |
0.0091 |
0.6% |
1.5636 |
| High |
1.5678 |
1.5717 |
0.0039 |
0.2% |
1.5762 |
| Low |
1.5541 |
1.5626 |
0.0085 |
0.5% |
1.5566 |
| Close |
1.5662 |
1.5663 |
0.0001 |
0.0% |
1.5580 |
| Range |
0.0137 |
0.0091 |
-0.0046 |
-33.6% |
0.0196 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
75,564 |
133,564 |
58,000 |
76.8% |
447,713 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5942 |
1.5893 |
1.5713 |
|
| R3 |
1.5851 |
1.5802 |
1.5688 |
|
| R2 |
1.5760 |
1.5760 |
1.5680 |
|
| R1 |
1.5711 |
1.5711 |
1.5671 |
1.5736 |
| PP |
1.5669 |
1.5669 |
1.5669 |
1.5681 |
| S1 |
1.5620 |
1.5620 |
1.5655 |
1.5645 |
| S2 |
1.5578 |
1.5578 |
1.5646 |
|
| S3 |
1.5487 |
1.5529 |
1.5638 |
|
| S4 |
1.5396 |
1.5438 |
1.5613 |
|
|
| 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 |
1.5725 |
1.5541 |
0.0184 |
1.2% |
0.0109 |
0.7% |
66% |
False |
False |
95,927 |
| 10 |
1.5824 |
1.5541 |
0.0283 |
1.8% |
0.0126 |
0.8% |
43% |
False |
False |
93,136 |
| 20 |
1.5942 |
1.5541 |
0.0401 |
2.6% |
0.0116 |
0.7% |
30% |
False |
False |
91,703 |
| 40 |
1.6178 |
1.5541 |
0.0637 |
4.1% |
0.0114 |
0.7% |
19% |
False |
False |
93,581 |
| 60 |
1.6515 |
1.5541 |
0.0974 |
6.2% |
0.0117 |
0.7% |
13% |
False |
False |
100,529 |
| 80 |
1.6719 |
1.5541 |
0.1178 |
7.5% |
0.0108 |
0.7% |
10% |
False |
False |
81,482 |
| 100 |
1.7070 |
1.5541 |
0.1529 |
9.8% |
0.0096 |
0.6% |
8% |
False |
False |
65,249 |
| 120 |
1.7165 |
1.5541 |
0.1624 |
10.4% |
0.0089 |
0.6% |
8% |
False |
False |
54,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6104 |
|
2.618 |
1.5955 |
|
1.618 |
1.5864 |
|
1.000 |
1.5808 |
|
0.618 |
1.5773 |
|
HIGH |
1.5717 |
|
0.618 |
1.5682 |
|
0.500 |
1.5672 |
|
0.382 |
1.5661 |
|
LOW |
1.5626 |
|
0.618 |
1.5570 |
|
1.000 |
1.5535 |
|
1.618 |
1.5479 |
|
2.618 |
1.5388 |
|
4.250 |
1.5239 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5672 |
1.5652 |
| PP |
1.5669 |
1.5640 |
| S1 |
1.5666 |
1.5629 |
|