CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5549 |
1.5503 |
-0.0046 |
-0.3% |
1.5613 |
| High |
1.5577 |
1.5565 |
-0.0012 |
-0.1% |
1.5656 |
| Low |
1.5498 |
1.5491 |
-0.0007 |
0.0% |
1.5476 |
| Close |
1.5512 |
1.5548 |
0.0036 |
0.2% |
1.5551 |
| Range |
0.0079 |
0.0074 |
-0.0005 |
-6.3% |
0.0180 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
45,392 |
45,143 |
-249 |
-0.5% |
141,262 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5757 |
1.5726 |
1.5589 |
|
| R3 |
1.5683 |
1.5652 |
1.5568 |
|
| R2 |
1.5609 |
1.5609 |
1.5562 |
|
| R1 |
1.5578 |
1.5578 |
1.5555 |
1.5594 |
| PP |
1.5535 |
1.5535 |
1.5535 |
1.5542 |
| S1 |
1.5504 |
1.5504 |
1.5541 |
1.5520 |
| S2 |
1.5461 |
1.5461 |
1.5534 |
|
| S3 |
1.5387 |
1.5430 |
1.5528 |
|
| S4 |
1.5313 |
1.5356 |
1.5507 |
|
|
| 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 |
1.5599 |
1.5476 |
0.0123 |
0.8% |
0.0072 |
0.5% |
59% |
False |
False |
38,057 |
| 10 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0104 |
0.7% |
24% |
False |
False |
62,527 |
| 20 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0103 |
0.7% |
24% |
False |
False |
51,379 |
| 40 |
1.6010 |
1.5476 |
0.0534 |
3.4% |
0.0104 |
0.7% |
13% |
False |
False |
25,965 |
| 60 |
1.6202 |
1.5476 |
0.0726 |
4.7% |
0.0100 |
0.6% |
10% |
False |
False |
17,356 |
| 80 |
1.6494 |
1.5476 |
0.1018 |
6.5% |
0.0093 |
0.6% |
7% |
False |
False |
13,027 |
| 100 |
1.6771 |
1.5476 |
0.1295 |
8.3% |
0.0076 |
0.5% |
6% |
False |
False |
10,426 |
| 120 |
1.7096 |
1.5476 |
0.1620 |
10.4% |
0.0064 |
0.4% |
4% |
False |
False |
8,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5880 |
|
2.618 |
1.5759 |
|
1.618 |
1.5685 |
|
1.000 |
1.5639 |
|
0.618 |
1.5611 |
|
HIGH |
1.5565 |
|
0.618 |
1.5537 |
|
0.500 |
1.5528 |
|
0.382 |
1.5519 |
|
LOW |
1.5491 |
|
0.618 |
1.5445 |
|
1.000 |
1.5417 |
|
1.618 |
1.5371 |
|
2.618 |
1.5297 |
|
4.250 |
1.5177 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5541 |
1.5543 |
| PP |
1.5535 |
1.5539 |
| S1 |
1.5528 |
1.5534 |
|