CME British Pound Future March 2015
| 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 |
1.5658 |
1.5703 |
0.0045 |
0.3% |
1.5621 |
| High |
1.5708 |
1.5746 |
0.0038 |
0.2% |
1.5750 |
| Low |
1.5637 |
1.5641 |
0.0004 |
0.0% |
1.5557 |
| Close |
1.5693 |
1.5690 |
-0.0003 |
0.0% |
1.5570 |
| Range |
0.0071 |
0.0105 |
0.0034 |
47.9% |
0.0193 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
73,990 |
70,586 |
-3,404 |
-4.6% |
21,214 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6007 |
1.5954 |
1.5748 |
|
| R3 |
1.5902 |
1.5849 |
1.5719 |
|
| R2 |
1.5797 |
1.5797 |
1.5709 |
|
| R1 |
1.5744 |
1.5744 |
1.5700 |
1.5718 |
| PP |
1.5692 |
1.5692 |
1.5692 |
1.5680 |
| S1 |
1.5639 |
1.5639 |
1.5680 |
1.5613 |
| S2 |
1.5587 |
1.5587 |
1.5671 |
|
| S3 |
1.5482 |
1.5534 |
1.5661 |
|
| S4 |
1.5377 |
1.5429 |
1.5632 |
|
|
| 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 |
1.5746 |
1.5530 |
0.0216 |
1.4% |
0.0106 |
0.7% |
74% |
True |
False |
43,869 |
| 10 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0121 |
0.8% |
57% |
False |
False |
23,628 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0107 |
0.7% |
57% |
False |
False |
12,020 |
| 40 |
1.6162 |
1.5530 |
0.0632 |
4.0% |
0.0097 |
0.6% |
25% |
False |
False |
6,132 |
| 60 |
1.6494 |
1.5530 |
0.0964 |
6.1% |
0.0098 |
0.6% |
17% |
False |
False |
4,109 |
| 80 |
1.6562 |
1.5530 |
0.1032 |
6.6% |
0.0079 |
0.5% |
16% |
False |
False |
3,088 |
| 100 |
1.6998 |
1.5530 |
0.1468 |
9.4% |
0.0064 |
0.4% |
11% |
False |
False |
2,470 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.1% |
0.0053 |
0.3% |
10% |
False |
False |
2,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6192 |
|
2.618 |
1.6021 |
|
1.618 |
1.5916 |
|
1.000 |
1.5851 |
|
0.618 |
1.5811 |
|
HIGH |
1.5746 |
|
0.618 |
1.5706 |
|
0.500 |
1.5694 |
|
0.382 |
1.5681 |
|
LOW |
1.5641 |
|
0.618 |
1.5576 |
|
1.000 |
1.5536 |
|
1.618 |
1.5471 |
|
2.618 |
1.5366 |
|
4.250 |
1.5195 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5694 |
1.5687 |
| PP |
1.5692 |
1.5684 |
| S1 |
1.5691 |
1.5681 |
|