CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5654 |
1.5669 |
0.0015 |
0.1% |
1.5636 |
| High |
1.5717 |
1.5719 |
0.0002 |
0.0% |
1.5762 |
| Low |
1.5626 |
1.5647 |
0.0021 |
0.1% |
1.5566 |
| Close |
1.5663 |
1.5704 |
0.0041 |
0.3% |
1.5580 |
| Range |
0.0091 |
0.0072 |
-0.0019 |
-20.9% |
0.0196 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
133,564 |
123,909 |
-9,655 |
-7.2% |
447,713 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5906 |
1.5877 |
1.5744 |
|
| R3 |
1.5834 |
1.5805 |
1.5724 |
|
| R2 |
1.5762 |
1.5762 |
1.5717 |
|
| R1 |
1.5733 |
1.5733 |
1.5711 |
1.5748 |
| PP |
1.5690 |
1.5690 |
1.5690 |
1.5697 |
| S1 |
1.5661 |
1.5661 |
1.5697 |
1.5676 |
| S2 |
1.5618 |
1.5618 |
1.5691 |
|
| S3 |
1.5546 |
1.5589 |
1.5684 |
|
| S4 |
1.5474 |
1.5517 |
1.5664 |
|
|
| 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 |
1.5725 |
1.5541 |
0.0184 |
1.2% |
0.0102 |
0.7% |
89% |
False |
False |
103,149 |
| 10 |
1.5824 |
1.5541 |
0.0283 |
1.8% |
0.0124 |
0.8% |
58% |
False |
False |
98,316 |
| 20 |
1.5937 |
1.5541 |
0.0396 |
2.5% |
0.0114 |
0.7% |
41% |
False |
False |
94,270 |
| 40 |
1.6178 |
1.5541 |
0.0637 |
4.1% |
0.0111 |
0.7% |
26% |
False |
False |
93,626 |
| 60 |
1.6515 |
1.5541 |
0.0974 |
6.2% |
0.0115 |
0.7% |
17% |
False |
False |
100,474 |
| 80 |
1.6706 |
1.5541 |
0.1165 |
7.4% |
0.0108 |
0.7% |
14% |
False |
False |
83,028 |
| 100 |
1.7066 |
1.5541 |
0.1525 |
9.7% |
0.0097 |
0.6% |
11% |
False |
False |
66,484 |
| 120 |
1.7165 |
1.5541 |
0.1624 |
10.3% |
0.0089 |
0.6% |
10% |
False |
False |
55,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6025 |
|
2.618 |
1.5907 |
|
1.618 |
1.5835 |
|
1.000 |
1.5791 |
|
0.618 |
1.5763 |
|
HIGH |
1.5719 |
|
0.618 |
1.5691 |
|
0.500 |
1.5683 |
|
0.382 |
1.5675 |
|
LOW |
1.5647 |
|
0.618 |
1.5603 |
|
1.000 |
1.5575 |
|
1.618 |
1.5531 |
|
2.618 |
1.5459 |
|
4.250 |
1.5341 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5697 |
1.5679 |
| PP |
1.5690 |
1.5655 |
| S1 |
1.5683 |
1.5630 |
|