CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5703 |
1.5717 |
0.0014 |
0.1% |
1.5557 |
| High |
1.5746 |
1.5732 |
-0.0014 |
-0.1% |
1.5746 |
| Low |
1.5641 |
1.5684 |
0.0043 |
0.3% |
1.5530 |
| Close |
1.5690 |
1.5696 |
0.0006 |
0.0% |
1.5696 |
| Range |
0.0105 |
0.0048 |
-0.0057 |
-54.3% |
0.0216 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
70,586 |
73,236 |
2,650 |
3.8% |
286,336 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5848 |
1.5820 |
1.5722 |
|
| R3 |
1.5800 |
1.5772 |
1.5709 |
|
| R2 |
1.5752 |
1.5752 |
1.5705 |
|
| R1 |
1.5724 |
1.5724 |
1.5700 |
1.5714 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5699 |
| S1 |
1.5676 |
1.5676 |
1.5692 |
1.5666 |
| S2 |
1.5656 |
1.5656 |
1.5687 |
|
| S3 |
1.5608 |
1.5628 |
1.5683 |
|
| S4 |
1.5560 |
1.5580 |
1.5670 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6305 |
1.6217 |
1.5815 |
|
| R3 |
1.6089 |
1.6001 |
1.5755 |
|
| R2 |
1.5873 |
1.5873 |
1.5736 |
|
| R1 |
1.5785 |
1.5785 |
1.5716 |
1.5829 |
| PP |
1.5657 |
1.5657 |
1.5657 |
1.5680 |
| S1 |
1.5569 |
1.5569 |
1.5676 |
1.5613 |
| S2 |
1.5441 |
1.5441 |
1.5656 |
|
| S3 |
1.5225 |
1.5353 |
1.5637 |
|
| S4 |
1.5009 |
1.5137 |
1.5577 |
|
|
| 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% |
0.0090 |
0.6% |
77% |
False |
False |
57,267 |
| 10 |
1.5750 |
1.5530 |
0.0220 |
1.4% |
0.0104 |
0.7% |
75% |
False |
False |
30,755 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0105 |
0.7% |
59% |
False |
False |
15,661 |
| 40 |
1.6162 |
1.5530 |
0.0632 |
4.0% |
0.0095 |
0.6% |
26% |
False |
False |
7,959 |
| 60 |
1.6494 |
1.5530 |
0.0964 |
6.1% |
0.0098 |
0.6% |
17% |
False |
False |
5,329 |
| 80 |
1.6552 |
1.5530 |
0.1022 |
6.5% |
0.0079 |
0.5% |
16% |
False |
False |
4,003 |
| 100 |
1.6945 |
1.5530 |
0.1415 |
9.0% |
0.0064 |
0.4% |
12% |
False |
False |
3,203 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.1% |
0.0054 |
0.3% |
11% |
False |
False |
2,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5936 |
|
2.618 |
1.5858 |
|
1.618 |
1.5810 |
|
1.000 |
1.5780 |
|
0.618 |
1.5762 |
|
HIGH |
1.5732 |
|
0.618 |
1.5714 |
|
0.500 |
1.5708 |
|
0.382 |
1.5702 |
|
LOW |
1.5684 |
|
0.618 |
1.5654 |
|
1.000 |
1.5636 |
|
1.618 |
1.5606 |
|
2.618 |
1.5558 |
|
4.250 |
1.5480 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5708 |
1.5695 |
| PP |
1.5704 |
1.5693 |
| S1 |
1.5700 |
1.5692 |
|