CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5715 |
1.5632 |
-0.0083 |
-0.5% |
1.5557 |
| High |
1.5738 |
1.5776 |
0.0038 |
0.2% |
1.5746 |
| Low |
1.5590 |
1.5600 |
0.0010 |
0.1% |
1.5530 |
| Close |
1.5631 |
1.5719 |
0.0088 |
0.6% |
1.5696 |
| Range |
0.0148 |
0.0176 |
0.0028 |
18.9% |
0.0216 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.8% |
0.0000 |
| Volume |
97,091 |
117,755 |
20,664 |
21.3% |
286,336 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6226 |
1.6149 |
1.5816 |
|
| R3 |
1.6050 |
1.5973 |
1.5767 |
|
| R2 |
1.5874 |
1.5874 |
1.5751 |
|
| R1 |
1.5797 |
1.5797 |
1.5735 |
1.5836 |
| PP |
1.5698 |
1.5698 |
1.5698 |
1.5718 |
| S1 |
1.5621 |
1.5621 |
1.5703 |
1.5660 |
| S2 |
1.5522 |
1.5522 |
1.5687 |
|
| S3 |
1.5346 |
1.5445 |
1.5671 |
|
| S4 |
1.5170 |
1.5269 |
1.5622 |
|
|
| 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 |
1.5776 |
1.5590 |
0.0186 |
1.2% |
0.0110 |
0.7% |
69% |
True |
False |
86,531 |
| 10 |
1.5776 |
1.5530 |
0.0246 |
1.6% |
0.0108 |
0.7% |
77% |
True |
False |
51,666 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0111 |
0.7% |
67% |
False |
False |
26,381 |
| 40 |
1.6162 |
1.5530 |
0.0632 |
4.0% |
0.0099 |
0.6% |
30% |
False |
False |
13,323 |
| 60 |
1.6377 |
1.5530 |
0.0847 |
5.4% |
0.0099 |
0.6% |
22% |
False |
False |
8,907 |
| 80 |
1.6552 |
1.5530 |
0.1022 |
6.5% |
0.0083 |
0.5% |
18% |
False |
False |
6,687 |
| 100 |
1.6945 |
1.5530 |
0.1415 |
9.0% |
0.0067 |
0.4% |
13% |
False |
False |
5,351 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.0% |
0.0056 |
0.4% |
12% |
False |
False |
4,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6524 |
|
2.618 |
1.6237 |
|
1.618 |
1.6061 |
|
1.000 |
1.5952 |
|
0.618 |
1.5885 |
|
HIGH |
1.5776 |
|
0.618 |
1.5709 |
|
0.500 |
1.5688 |
|
0.382 |
1.5667 |
|
LOW |
1.5600 |
|
0.618 |
1.5491 |
|
1.000 |
1.5424 |
|
1.618 |
1.5315 |
|
2.618 |
1.5139 |
|
4.250 |
1.4852 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5709 |
1.5707 |
| PP |
1.5698 |
1.5695 |
| S1 |
1.5688 |
1.5683 |
|