CME British Pound Future March 2015
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 |
1.5675 |
0.0038 |
0.2% |
1.5631 |
High |
1.5707 |
1.5713 |
0.0006 |
0.0% |
1.5813 |
Low |
1.5608 |
1.5632 |
0.0024 |
0.2% |
1.5603 |
Close |
1.5674 |
1.5662 |
-0.0012 |
-0.1% |
1.5606 |
Range |
0.0099 |
0.0081 |
-0.0018 |
-18.2% |
0.0210 |
ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
3,345 |
5,895 |
2,550 |
76.2% |
4,150 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5912 |
1.5868 |
1.5707 |
|
R3 |
1.5831 |
1.5787 |
1.5684 |
|
R2 |
1.5750 |
1.5750 |
1.5677 |
|
R1 |
1.5706 |
1.5706 |
1.5669 |
1.5688 |
PP |
1.5669 |
1.5669 |
1.5669 |
1.5660 |
S1 |
1.5625 |
1.5625 |
1.5655 |
1.5607 |
S2 |
1.5588 |
1.5588 |
1.5647 |
|
S3 |
1.5507 |
1.5544 |
1.5640 |
|
S4 |
1.5426 |
1.5463 |
1.5617 |
|
|
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% |
37% |
False |
False |
3,388 |
10 |
1.5813 |
1.5573 |
0.0240 |
1.5% |
0.0115 |
0.7% |
37% |
False |
False |
1,982 |
20 |
1.5977 |
1.5573 |
0.0404 |
2.6% |
0.0108 |
0.7% |
22% |
False |
False |
1,141 |
40 |
1.6202 |
1.5573 |
0.0629 |
4.0% |
0.0098 |
0.6% |
14% |
False |
False |
656 |
60 |
1.6494 |
1.5573 |
0.0921 |
5.9% |
0.0093 |
0.6% |
10% |
False |
False |
454 |
80 |
1.6690 |
1.5573 |
0.1117 |
7.1% |
0.0072 |
0.5% |
8% |
False |
False |
346 |
100 |
1.7085 |
1.5573 |
0.1512 |
9.7% |
0.0059 |
0.4% |
6% |
False |
False |
277 |
120 |
1.7109 |
1.5573 |
0.1536 |
9.8% |
0.0049 |
0.3% |
6% |
False |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6057 |
2.618 |
1.5925 |
1.618 |
1.5844 |
1.000 |
1.5794 |
0.618 |
1.5763 |
HIGH |
1.5713 |
0.618 |
1.5682 |
0.500 |
1.5673 |
0.382 |
1.5663 |
LOW |
1.5632 |
0.618 |
1.5582 |
1.000 |
1.5551 |
1.618 |
1.5501 |
2.618 |
1.5420 |
4.250 |
1.5288 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5673 |
1.5669 |
PP |
1.5669 |
1.5667 |
S1 |
1.5666 |
1.5664 |
|