CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5669 |
1.5563 |
-0.0106 |
-0.7% |
1.5636 |
| High |
1.5694 |
1.5678 |
-0.0016 |
-0.1% |
1.5762 |
| Low |
1.5566 |
1.5541 |
-0.0025 |
-0.2% |
1.5566 |
| Close |
1.5580 |
1.5662 |
0.0082 |
0.5% |
1.5580 |
| Range |
0.0128 |
0.0137 |
0.0009 |
7.0% |
0.0196 |
| ATR |
0.0116 |
0.0117 |
0.0002 |
1.3% |
0.0000 |
| Volume |
89,638 |
75,564 |
-14,074 |
-15.7% |
447,713 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6038 |
1.5987 |
1.5737 |
|
| R3 |
1.5901 |
1.5850 |
1.5700 |
|
| R2 |
1.5764 |
1.5764 |
1.5687 |
|
| R1 |
1.5713 |
1.5713 |
1.5675 |
1.5739 |
| PP |
1.5627 |
1.5627 |
1.5627 |
1.5640 |
| S1 |
1.5576 |
1.5576 |
1.5649 |
1.5602 |
| S2 |
1.5490 |
1.5490 |
1.5637 |
|
| S3 |
1.5353 |
1.5439 |
1.5624 |
|
| S4 |
1.5216 |
1.5302 |
1.5587 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6224 |
1.6098 |
1.5688 |
|
| R3 |
1.6028 |
1.5902 |
1.5634 |
|
| R2 |
1.5832 |
1.5832 |
1.5616 |
|
| R1 |
1.5706 |
1.5706 |
1.5598 |
1.5671 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5619 |
| S1 |
1.5510 |
1.5510 |
1.5562 |
1.5475 |
| S2 |
1.5440 |
1.5440 |
1.5544 |
|
| S3 |
1.5244 |
1.5314 |
1.5526 |
|
| S4 |
1.5048 |
1.5118 |
1.5472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5742 |
1.5541 |
0.0201 |
1.3% |
0.0113 |
0.7% |
60% |
False |
True |
84,443 |
| 10 |
1.5824 |
1.5541 |
0.0283 |
1.8% |
0.0125 |
0.8% |
43% |
False |
True |
85,326 |
| 20 |
1.5942 |
1.5541 |
0.0401 |
2.6% |
0.0115 |
0.7% |
30% |
False |
True |
88,235 |
| 40 |
1.6178 |
1.5541 |
0.0637 |
4.1% |
0.0113 |
0.7% |
19% |
False |
True |
91,991 |
| 60 |
1.6515 |
1.5541 |
0.0974 |
6.2% |
0.0116 |
0.7% |
12% |
False |
True |
99,336 |
| 80 |
1.6719 |
1.5541 |
0.1178 |
7.5% |
0.0107 |
0.7% |
10% |
False |
True |
79,817 |
| 100 |
1.7070 |
1.5541 |
0.1529 |
9.8% |
0.0096 |
0.6% |
8% |
False |
True |
63,913 |
| 120 |
1.7165 |
1.5541 |
0.1624 |
10.4% |
0.0089 |
0.6% |
7% |
False |
True |
53,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6260 |
|
2.618 |
1.6037 |
|
1.618 |
1.5900 |
|
1.000 |
1.5815 |
|
0.618 |
1.5763 |
|
HIGH |
1.5678 |
|
0.618 |
1.5626 |
|
0.500 |
1.5610 |
|
0.382 |
1.5593 |
|
LOW |
1.5541 |
|
0.618 |
1.5456 |
|
1.000 |
1.5404 |
|
1.618 |
1.5319 |
|
2.618 |
1.5182 |
|
4.250 |
1.4959 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5645 |
1.5652 |
| PP |
1.5627 |
1.5643 |
| S1 |
1.5610 |
1.5633 |
|