CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5783 |
1.5636 |
-0.0147 |
-0.9% |
1.5644 |
| High |
1.5824 |
1.5762 |
-0.0062 |
-0.4% |
1.5824 |
| Low |
1.5614 |
1.5583 |
-0.0031 |
-0.2% |
1.5614 |
| Close |
1.5617 |
1.5739 |
0.0122 |
0.8% |
1.5617 |
| Range |
0.0210 |
0.0179 |
-0.0031 |
-14.8% |
0.0210 |
| ATR |
0.0114 |
0.0119 |
0.0005 |
4.1% |
0.0000 |
| Volume |
110,808 |
101,061 |
-9,747 |
-8.8% |
329,990 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6232 |
1.6164 |
1.5837 |
|
| R3 |
1.6053 |
1.5985 |
1.5788 |
|
| R2 |
1.5874 |
1.5874 |
1.5772 |
|
| R1 |
1.5806 |
1.5806 |
1.5755 |
1.5840 |
| PP |
1.5695 |
1.5695 |
1.5695 |
1.5712 |
| S1 |
1.5627 |
1.5627 |
1.5723 |
1.5661 |
| S2 |
1.5516 |
1.5516 |
1.5706 |
|
| S3 |
1.5337 |
1.5448 |
1.5690 |
|
| S4 |
1.5158 |
1.5269 |
1.5641 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6315 |
1.6176 |
1.5733 |
|
| R3 |
1.6105 |
1.5966 |
1.5675 |
|
| R2 |
1.5895 |
1.5895 |
1.5656 |
|
| R1 |
1.5756 |
1.5756 |
1.5636 |
1.5721 |
| PP |
1.5685 |
1.5685 |
1.5685 |
1.5667 |
| S1 |
1.5546 |
1.5546 |
1.5598 |
1.5511 |
| S2 |
1.5475 |
1.5475 |
1.5579 |
|
| S3 |
1.5265 |
1.5336 |
1.5559 |
|
| S4 |
1.5055 |
1.5126 |
1.5502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5824 |
1.5583 |
0.0241 |
1.5% |
0.0138 |
0.9% |
65% |
False |
True |
86,210 |
| 10 |
1.5824 |
1.5583 |
0.0241 |
1.5% |
0.0118 |
0.8% |
65% |
False |
True |
87,348 |
| 20 |
1.6027 |
1.5583 |
0.0444 |
2.8% |
0.0116 |
0.7% |
35% |
False |
True |
91,633 |
| 40 |
1.6218 |
1.5583 |
0.0635 |
4.0% |
0.0115 |
0.7% |
25% |
False |
True |
94,309 |
| 60 |
1.6515 |
1.5583 |
0.0932 |
5.9% |
0.0116 |
0.7% |
17% |
False |
True |
98,746 |
| 80 |
1.6824 |
1.5583 |
0.1241 |
7.9% |
0.0104 |
0.7% |
13% |
False |
True |
74,562 |
| 100 |
1.7165 |
1.5583 |
0.1582 |
10.1% |
0.0093 |
0.6% |
10% |
False |
True |
59,698 |
| 120 |
1.7165 |
1.5583 |
0.1582 |
10.1% |
0.0086 |
0.5% |
10% |
False |
True |
49,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6523 |
|
2.618 |
1.6231 |
|
1.618 |
1.6052 |
|
1.000 |
1.5941 |
|
0.618 |
1.5873 |
|
HIGH |
1.5762 |
|
0.618 |
1.5694 |
|
0.500 |
1.5673 |
|
0.382 |
1.5651 |
|
LOW |
1.5583 |
|
0.618 |
1.5472 |
|
1.000 |
1.5404 |
|
1.618 |
1.5293 |
|
2.618 |
1.5114 |
|
4.250 |
1.4822 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5717 |
1.5727 |
| PP |
1.5695 |
1.5715 |
| S1 |
1.5673 |
1.5704 |
|