CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5633 |
1.5603 |
-0.0030 |
-0.2% |
1.5630 |
| High |
1.5643 |
1.5603 |
-0.0040 |
-0.3% |
1.5750 |
| Low |
1.5594 |
1.5557 |
-0.0037 |
-0.2% |
1.5530 |
| Close |
1.5612 |
1.5572 |
-0.0040 |
-0.3% |
1.5612 |
| Range |
0.0049 |
0.0046 |
-0.0003 |
-6.1% |
0.0220 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
32 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5715 |
1.5690 |
1.5597 |
|
| R3 |
1.5669 |
1.5644 |
1.5585 |
|
| R2 |
1.5623 |
1.5623 |
1.5580 |
|
| R1 |
1.5598 |
1.5598 |
1.5576 |
1.5588 |
| PP |
1.5577 |
1.5577 |
1.5577 |
1.5572 |
| S1 |
1.5552 |
1.5552 |
1.5568 |
1.5542 |
| S2 |
1.5531 |
1.5531 |
1.5564 |
|
| S3 |
1.5485 |
1.5506 |
1.5559 |
|
| S4 |
1.5439 |
1.5460 |
1.5547 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6291 |
1.6171 |
1.5733 |
|
| R3 |
1.6071 |
1.5951 |
1.5673 |
|
| R2 |
1.5851 |
1.5851 |
1.5652 |
|
| R1 |
1.5731 |
1.5731 |
1.5632 |
1.5681 |
| PP |
1.5631 |
1.5631 |
1.5631 |
1.5606 |
| S1 |
1.5511 |
1.5511 |
1.5592 |
1.5461 |
| S2 |
1.5411 |
1.5411 |
1.5572 |
|
| S3 |
1.5191 |
1.5291 |
1.5552 |
|
| S4 |
1.4971 |
1.5071 |
1.5491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5750 |
1.5530 |
0.0220 |
1.4% |
0.0092 |
0.6% |
19% |
False |
False |
7 |
| 10 |
1.5750 |
1.5530 |
0.0220 |
1.4% |
0.0063 |
0.4% |
19% |
False |
False |
8 |
| 20 |
1.5772 |
1.5530 |
0.0242 |
1.6% |
0.0056 |
0.4% |
17% |
False |
False |
6 |
| 40 |
1.6132 |
1.5530 |
0.0602 |
3.9% |
0.0037 |
0.2% |
7% |
False |
False |
4 |
| 60 |
1.6205 |
1.5530 |
0.0675 |
4.3% |
0.0027 |
0.2% |
6% |
False |
False |
3 |
| 80 |
1.6508 |
1.5530 |
0.0978 |
6.3% |
0.0022 |
0.1% |
4% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5799 |
|
2.618 |
1.5723 |
|
1.618 |
1.5677 |
|
1.000 |
1.5649 |
|
0.618 |
1.5631 |
|
HIGH |
1.5603 |
|
0.618 |
1.5585 |
|
0.500 |
1.5580 |
|
0.382 |
1.5575 |
|
LOW |
1.5557 |
|
0.618 |
1.5529 |
|
1.000 |
1.5511 |
|
1.618 |
1.5483 |
|
2.618 |
1.5437 |
|
4.250 |
1.5362 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5580 |
1.5604 |
| PP |
1.5577 |
1.5593 |
| S1 |
1.5575 |
1.5583 |
|