CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5717 |
1.5715 |
-0.0002 |
0.0% |
1.5557 |
| High |
1.5732 |
1.5738 |
0.0006 |
0.0% |
1.5746 |
| Low |
1.5684 |
1.5590 |
-0.0094 |
-0.6% |
1.5530 |
| Close |
1.5696 |
1.5631 |
-0.0065 |
-0.4% |
1.5696 |
| Range |
0.0048 |
0.0148 |
0.0100 |
208.3% |
0.0216 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
3.3% |
0.0000 |
| Volume |
73,236 |
97,091 |
23,855 |
32.6% |
286,336 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6097 |
1.6012 |
1.5712 |
|
| R3 |
1.5949 |
1.5864 |
1.5672 |
|
| R2 |
1.5801 |
1.5801 |
1.5658 |
|
| R1 |
1.5716 |
1.5716 |
1.5645 |
1.5685 |
| PP |
1.5653 |
1.5653 |
1.5653 |
1.5637 |
| S1 |
1.5568 |
1.5568 |
1.5617 |
1.5537 |
| S2 |
1.5505 |
1.5505 |
1.5604 |
|
| S3 |
1.5357 |
1.5420 |
1.5590 |
|
| S4 |
1.5209 |
1.5272 |
1.5550 |
|
|
| 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 |
1.5590 |
0.0156 |
1.0% |
0.0092 |
0.6% |
26% |
False |
True |
73,103 |
| 10 |
1.5746 |
1.5530 |
0.0216 |
1.4% |
0.0101 |
0.6% |
47% |
False |
False |
40,231 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0107 |
0.7% |
36% |
False |
False |
20,510 |
| 40 |
1.6162 |
1.5530 |
0.0632 |
4.0% |
0.0097 |
0.6% |
16% |
False |
False |
10,381 |
| 60 |
1.6377 |
1.5530 |
0.0847 |
5.4% |
0.0097 |
0.6% |
12% |
False |
False |
6,945 |
| 80 |
1.6552 |
1.5530 |
0.1022 |
6.5% |
0.0081 |
0.5% |
10% |
False |
False |
5,216 |
| 100 |
1.6945 |
1.5530 |
0.1415 |
9.1% |
0.0065 |
0.4% |
7% |
False |
False |
4,174 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.1% |
0.0055 |
0.4% |
6% |
False |
False |
3,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6367 |
|
2.618 |
1.6125 |
|
1.618 |
1.5977 |
|
1.000 |
1.5886 |
|
0.618 |
1.5829 |
|
HIGH |
1.5738 |
|
0.618 |
1.5681 |
|
0.500 |
1.5664 |
|
0.382 |
1.5647 |
|
LOW |
1.5590 |
|
0.618 |
1.5499 |
|
1.000 |
1.5442 |
|
1.618 |
1.5351 |
|
2.618 |
1.5203 |
|
4.250 |
1.4961 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5664 |
1.5668 |
| PP |
1.5653 |
1.5656 |
| S1 |
1.5642 |
1.5643 |
|