CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5729 |
1.5637 |
-0.0092 |
-0.6% |
1.5644 |
| High |
1.5742 |
1.5719 |
-0.0023 |
-0.1% |
1.5824 |
| Low |
1.5630 |
1.5616 |
-0.0014 |
-0.1% |
1.5614 |
| Close |
1.5636 |
1.5684 |
0.0048 |
0.3% |
1.5617 |
| Range |
0.0112 |
0.0103 |
-0.0009 |
-8.0% |
0.0210 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
76,141 |
87,802 |
11,661 |
15.3% |
329,990 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5982 |
1.5936 |
1.5741 |
|
| R3 |
1.5879 |
1.5833 |
1.5712 |
|
| R2 |
1.5776 |
1.5776 |
1.5703 |
|
| R1 |
1.5730 |
1.5730 |
1.5693 |
1.5753 |
| PP |
1.5673 |
1.5673 |
1.5673 |
1.5685 |
| S1 |
1.5627 |
1.5627 |
1.5675 |
1.5650 |
| S2 |
1.5570 |
1.5570 |
1.5665 |
|
| S3 |
1.5467 |
1.5524 |
1.5656 |
|
| S4 |
1.5364 |
1.5421 |
1.5627 |
|
|
| 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% |
0.0146 |
0.9% |
42% |
False |
False |
93,483 |
| 10 |
1.5824 |
1.5583 |
0.0241 |
1.5% |
0.0123 |
0.8% |
42% |
False |
False |
88,139 |
| 20 |
1.6017 |
1.5583 |
0.0434 |
2.8% |
0.0119 |
0.8% |
23% |
False |
False |
92,140 |
| 40 |
1.6218 |
1.5583 |
0.0635 |
4.0% |
0.0115 |
0.7% |
16% |
False |
False |
93,706 |
| 60 |
1.6515 |
1.5583 |
0.0932 |
5.9% |
0.0116 |
0.7% |
11% |
False |
False |
99,787 |
| 80 |
1.6824 |
1.5583 |
0.1241 |
7.9% |
0.0106 |
0.7% |
8% |
False |
False |
76,602 |
| 100 |
1.7165 |
1.5583 |
0.1582 |
10.1% |
0.0094 |
0.6% |
6% |
False |
False |
61,335 |
| 120 |
1.7165 |
1.5583 |
0.1582 |
10.1% |
0.0087 |
0.6% |
6% |
False |
False |
51,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6157 |
|
2.618 |
1.5989 |
|
1.618 |
1.5886 |
|
1.000 |
1.5822 |
|
0.618 |
1.5783 |
|
HIGH |
1.5719 |
|
0.618 |
1.5680 |
|
0.500 |
1.5668 |
|
0.382 |
1.5655 |
|
LOW |
1.5616 |
|
0.618 |
1.5552 |
|
1.000 |
1.5513 |
|
1.618 |
1.5449 |
|
2.618 |
1.5346 |
|
4.250 |
1.5178 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5679 |
1.5680 |
| PP |
1.5673 |
1.5676 |
| S1 |
1.5668 |
1.5673 |
|