CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5779 |
1.5621 |
-0.0158 |
-1.0% |
1.5631 |
| High |
1.5813 |
1.5750 |
-0.0063 |
-0.4% |
1.5813 |
| Low |
1.5603 |
1.5573 |
-0.0030 |
-0.2% |
1.5603 |
| Close |
1.5606 |
1.5729 |
0.0123 |
0.8% |
1.5606 |
| Range |
0.0210 |
0.0177 |
-0.0033 |
-15.7% |
0.0210 |
| ATR |
0.0104 |
0.0109 |
0.0005 |
5.0% |
0.0000 |
| Volume |
1,973 |
2,325 |
352 |
17.8% |
4,150 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6215 |
1.6149 |
1.5826 |
|
| R3 |
1.6038 |
1.5972 |
1.5778 |
|
| R2 |
1.5861 |
1.5861 |
1.5761 |
|
| R1 |
1.5795 |
1.5795 |
1.5745 |
1.5828 |
| PP |
1.5684 |
1.5684 |
1.5684 |
1.5701 |
| S1 |
1.5618 |
1.5618 |
1.5713 |
1.5651 |
| S2 |
1.5507 |
1.5507 |
1.5697 |
|
| S3 |
1.5330 |
1.5441 |
1.5680 |
|
| S4 |
1.5153 |
1.5264 |
1.5632 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6165 |
1.5722 |
|
| R3 |
1.6094 |
1.5955 |
1.5664 |
|
| R2 |
1.5884 |
1.5884 |
1.5645 |
|
| R1 |
1.5745 |
1.5745 |
1.5625 |
1.5710 |
| PP |
1.5674 |
1.5674 |
1.5674 |
1.5656 |
| S1 |
1.5535 |
1.5535 |
1.5587 |
1.5500 |
| S2 |
1.5464 |
1.5464 |
1.5568 |
|
| S3 |
1.5254 |
1.5325 |
1.5548 |
|
| S4 |
1.5044 |
1.5115 |
1.5491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5813 |
1.5573 |
0.0240 |
1.5% |
0.0135 |
0.9% |
65% |
False |
True |
1,295 |
| 10 |
1.5813 |
1.5573 |
0.0240 |
1.5% |
0.0113 |
0.7% |
65% |
False |
True |
789 |
| 20 |
1.6010 |
1.5573 |
0.0437 |
2.8% |
0.0106 |
0.7% |
36% |
False |
True |
550 |
| 40 |
1.6202 |
1.5573 |
0.0629 |
4.0% |
0.0099 |
0.6% |
25% |
False |
True |
344 |
| 60 |
1.6494 |
1.5573 |
0.0921 |
5.9% |
0.0090 |
0.6% |
17% |
False |
True |
244 |
| 80 |
1.6771 |
1.5573 |
0.1198 |
7.6% |
0.0069 |
0.4% |
13% |
False |
True |
188 |
| 100 |
1.7096 |
1.5573 |
0.1523 |
9.7% |
0.0056 |
0.4% |
10% |
False |
True |
151 |
| 120 |
1.7109 |
1.5573 |
0.1536 |
9.8% |
0.0047 |
0.3% |
10% |
False |
True |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6502 |
|
2.618 |
1.6213 |
|
1.618 |
1.6036 |
|
1.000 |
1.5927 |
|
0.618 |
1.5859 |
|
HIGH |
1.5750 |
|
0.618 |
1.5682 |
|
0.500 |
1.5662 |
|
0.382 |
1.5641 |
|
LOW |
1.5573 |
|
0.618 |
1.5464 |
|
1.000 |
1.5396 |
|
1.618 |
1.5287 |
|
2.618 |
1.5110 |
|
4.250 |
1.4821 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5707 |
1.5717 |
| PP |
1.5684 |
1.5705 |
| S1 |
1.5662 |
1.5693 |
|