CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5663 |
1.5557 |
-0.0106 |
-0.7% |
1.5621 |
| High |
1.5682 |
1.5668 |
-0.0014 |
-0.1% |
1.5750 |
| Low |
1.5557 |
1.5530 |
-0.0027 |
-0.2% |
1.5557 |
| Close |
1.5570 |
1.5652 |
0.0082 |
0.5% |
1.5570 |
| Range |
0.0125 |
0.0138 |
0.0013 |
10.4% |
0.0193 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
2.0% |
0.0000 |
| Volume |
6,245 |
17,912 |
11,667 |
186.8% |
21,214 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6031 |
1.5979 |
1.5728 |
|
| R3 |
1.5893 |
1.5841 |
1.5690 |
|
| R2 |
1.5755 |
1.5755 |
1.5677 |
|
| R1 |
1.5703 |
1.5703 |
1.5665 |
1.5729 |
| PP |
1.5617 |
1.5617 |
1.5617 |
1.5630 |
| S1 |
1.5565 |
1.5565 |
1.5639 |
1.5591 |
| S2 |
1.5479 |
1.5479 |
1.5627 |
|
| S3 |
1.5341 |
1.5427 |
1.5614 |
|
| S4 |
1.5203 |
1.5289 |
1.5576 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6205 |
1.6080 |
1.5676 |
|
| R3 |
1.6012 |
1.5887 |
1.5623 |
|
| R2 |
1.5819 |
1.5819 |
1.5605 |
|
| R1 |
1.5694 |
1.5694 |
1.5588 |
1.5660 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5609 |
| S1 |
1.5501 |
1.5501 |
1.5552 |
1.5467 |
| S2 |
1.5433 |
1.5433 |
1.5535 |
|
| S3 |
1.5240 |
1.5308 |
1.5517 |
|
| S4 |
1.5047 |
1.5115 |
1.5464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5730 |
1.5530 |
0.0200 |
1.3% |
0.0110 |
0.7% |
61% |
False |
True |
7,360 |
| 10 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0123 |
0.8% |
43% |
False |
True |
4,327 |
| 20 |
1.5915 |
1.5530 |
0.0385 |
2.5% |
0.0109 |
0.7% |
32% |
False |
True |
2,290 |
| 40 |
1.6162 |
1.5530 |
0.0632 |
4.0% |
0.0100 |
0.6% |
19% |
False |
True |
1,256 |
| 60 |
1.6494 |
1.5530 |
0.0964 |
6.2% |
0.0097 |
0.6% |
13% |
False |
True |
857 |
| 80 |
1.6690 |
1.5530 |
0.1160 |
7.4% |
0.0076 |
0.5% |
11% |
False |
True |
648 |
| 100 |
1.7046 |
1.5530 |
0.1516 |
9.7% |
0.0061 |
0.4% |
8% |
False |
True |
519 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.1% |
0.0051 |
0.3% |
8% |
False |
True |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6255 |
|
2.618 |
1.6029 |
|
1.618 |
1.5891 |
|
1.000 |
1.5806 |
|
0.618 |
1.5753 |
|
HIGH |
1.5668 |
|
0.618 |
1.5615 |
|
0.500 |
1.5599 |
|
0.382 |
1.5583 |
|
LOW |
1.5530 |
|
0.618 |
1.5445 |
|
1.000 |
1.5392 |
|
1.618 |
1.5307 |
|
2.618 |
1.5169 |
|
4.250 |
1.4944 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5634 |
1.5642 |
| PP |
1.5617 |
1.5632 |
| S1 |
1.5599 |
1.5622 |
|