CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5669 |
1.5716 |
0.0047 |
0.3% |
1.5636 |
| High |
1.5719 |
1.5757 |
0.0038 |
0.2% |
1.5762 |
| Low |
1.5647 |
1.5652 |
0.0005 |
0.0% |
1.5566 |
| Close |
1.5704 |
1.5701 |
-0.0003 |
0.0% |
1.5580 |
| Range |
0.0072 |
0.0105 |
0.0033 |
45.8% |
0.0196 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
123,909 |
108,107 |
-15,802 |
-12.8% |
447,713 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6018 |
1.5965 |
1.5759 |
|
| R3 |
1.5913 |
1.5860 |
1.5730 |
|
| R2 |
1.5808 |
1.5808 |
1.5720 |
|
| R1 |
1.5755 |
1.5755 |
1.5711 |
1.5729 |
| PP |
1.5703 |
1.5703 |
1.5703 |
1.5691 |
| S1 |
1.5650 |
1.5650 |
1.5691 |
1.5624 |
| S2 |
1.5598 |
1.5598 |
1.5682 |
|
| S3 |
1.5493 |
1.5545 |
1.5672 |
|
| S4 |
1.5388 |
1.5440 |
1.5643 |
|
|
| 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 |
1.5757 |
1.5541 |
0.0216 |
1.4% |
0.0107 |
0.7% |
74% |
True |
False |
106,156 |
| 10 |
1.5824 |
1.5541 |
0.0283 |
1.8% |
0.0122 |
0.8% |
57% |
False |
False |
99,966 |
| 20 |
1.5824 |
1.5541 |
0.0283 |
1.8% |
0.0111 |
0.7% |
57% |
False |
False |
92,595 |
| 40 |
1.6178 |
1.5541 |
0.0637 |
4.1% |
0.0109 |
0.7% |
25% |
False |
False |
90,519 |
| 60 |
1.6515 |
1.5541 |
0.0974 |
6.2% |
0.0115 |
0.7% |
16% |
False |
False |
100,162 |
| 80 |
1.6675 |
1.5541 |
0.1134 |
7.2% |
0.0108 |
0.7% |
14% |
False |
False |
84,376 |
| 100 |
1.7066 |
1.5541 |
0.1525 |
9.7% |
0.0097 |
0.6% |
10% |
False |
False |
67,565 |
| 120 |
1.7165 |
1.5541 |
0.1624 |
10.3% |
0.0090 |
0.6% |
10% |
False |
False |
56,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6203 |
|
2.618 |
1.6032 |
|
1.618 |
1.5927 |
|
1.000 |
1.5862 |
|
0.618 |
1.5822 |
|
HIGH |
1.5757 |
|
0.618 |
1.5717 |
|
0.500 |
1.5705 |
|
0.382 |
1.5692 |
|
LOW |
1.5652 |
|
0.618 |
1.5587 |
|
1.000 |
1.5547 |
|
1.618 |
1.5482 |
|
2.618 |
1.5377 |
|
4.250 |
1.5206 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5705 |
1.5698 |
| PP |
1.5703 |
1.5695 |
| S1 |
1.5702 |
1.5692 |
|