CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5551 |
1.5549 |
-0.0002 |
0.0% |
1.5613 |
| High |
1.5560 |
1.5577 |
0.0017 |
0.1% |
1.5656 |
| Low |
1.5528 |
1.5498 |
-0.0030 |
-0.2% |
1.5476 |
| Close |
1.5551 |
1.5512 |
-0.0039 |
-0.3% |
1.5551 |
| Range |
0.0032 |
0.0079 |
0.0047 |
146.9% |
0.0180 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
10,931 |
45,392 |
34,461 |
315.3% |
141,262 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5766 |
1.5718 |
1.5555 |
|
| R3 |
1.5687 |
1.5639 |
1.5534 |
|
| R2 |
1.5608 |
1.5608 |
1.5526 |
|
| R1 |
1.5560 |
1.5560 |
1.5519 |
1.5545 |
| PP |
1.5529 |
1.5529 |
1.5529 |
1.5521 |
| S1 |
1.5481 |
1.5481 |
1.5505 |
1.5466 |
| S2 |
1.5450 |
1.5450 |
1.5498 |
|
| S3 |
1.5371 |
1.5402 |
1.5490 |
|
| S4 |
1.5292 |
1.5323 |
1.5469 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6101 |
1.6006 |
1.5650 |
|
| R3 |
1.5921 |
1.5826 |
1.5601 |
|
| R2 |
1.5741 |
1.5741 |
1.5584 |
|
| R1 |
1.5646 |
1.5646 |
1.5568 |
1.5604 |
| PP |
1.5561 |
1.5561 |
1.5561 |
1.5540 |
| S1 |
1.5466 |
1.5466 |
1.5535 |
1.5424 |
| S2 |
1.5381 |
1.5381 |
1.5518 |
|
| S3 |
1.5201 |
1.5286 |
1.5502 |
|
| S4 |
1.5021 |
1.5106 |
1.5452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5656 |
1.5476 |
0.0180 |
1.2% |
0.0076 |
0.5% |
20% |
False |
False |
37,330 |
| 10 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0111 |
0.7% |
12% |
False |
False |
67,722 |
| 20 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0108 |
0.7% |
12% |
False |
False |
49,238 |
| 40 |
1.6010 |
1.5476 |
0.0534 |
3.4% |
0.0104 |
0.7% |
7% |
False |
False |
24,845 |
| 60 |
1.6202 |
1.5476 |
0.0726 |
4.7% |
0.0102 |
0.7% |
5% |
False |
False |
16,604 |
| 80 |
1.6494 |
1.5476 |
0.1018 |
6.6% |
0.0092 |
0.6% |
4% |
False |
False |
12,463 |
| 100 |
1.6793 |
1.5476 |
0.1317 |
8.5% |
0.0075 |
0.5% |
3% |
False |
False |
9,975 |
| 120 |
1.7096 |
1.5476 |
0.1620 |
10.4% |
0.0063 |
0.4% |
2% |
False |
False |
8,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5913 |
|
2.618 |
1.5784 |
|
1.618 |
1.5705 |
|
1.000 |
1.5656 |
|
0.618 |
1.5626 |
|
HIGH |
1.5577 |
|
0.618 |
1.5547 |
|
0.500 |
1.5538 |
|
0.382 |
1.5528 |
|
LOW |
1.5498 |
|
0.618 |
1.5449 |
|
1.000 |
1.5419 |
|
1.618 |
1.5370 |
|
2.618 |
1.5291 |
|
4.250 |
1.5162 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5538 |
1.5536 |
| PP |
1.5529 |
1.5528 |
| S1 |
1.5521 |
1.5520 |
|