CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1.5716 |
1.5727 |
0.0011 |
0.1% |
1.5563 |
High |
1.5757 |
1.5744 |
-0.0013 |
-0.1% |
1.5757 |
Low |
1.5652 |
1.5696 |
0.0044 |
0.3% |
1.5541 |
Close |
1.5701 |
1.5706 |
0.0005 |
0.0% |
1.5706 |
Range |
0.0105 |
0.0048 |
-0.0057 |
-54.3% |
0.0216 |
ATR |
0.0112 |
0.0107 |
-0.0005 |
-4.1% |
0.0000 |
Volume |
108,107 |
25,525 |
-82,582 |
-76.4% |
466,669 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5859 |
1.5831 |
1.5732 |
|
R3 |
1.5811 |
1.5783 |
1.5719 |
|
R2 |
1.5763 |
1.5763 |
1.5715 |
|
R1 |
1.5735 |
1.5735 |
1.5710 |
1.5725 |
PP |
1.5715 |
1.5715 |
1.5715 |
1.5711 |
S1 |
1.5687 |
1.5687 |
1.5702 |
1.5677 |
S2 |
1.5667 |
1.5667 |
1.5697 |
|
S3 |
1.5619 |
1.5639 |
1.5693 |
|
S4 |
1.5571 |
1.5591 |
1.5680 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6316 |
1.6227 |
1.5825 |
|
R3 |
1.6100 |
1.6011 |
1.5765 |
|
R2 |
1.5884 |
1.5884 |
1.5746 |
|
R1 |
1.5795 |
1.5795 |
1.5726 |
1.5840 |
PP |
1.5668 |
1.5668 |
1.5668 |
1.5690 |
S1 |
1.5579 |
1.5579 |
1.5686 |
1.5624 |
S2 |
1.5452 |
1.5452 |
1.5666 |
|
S3 |
1.5236 |
1.5363 |
1.5647 |
|
S4 |
1.5020 |
1.5147 |
1.5587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5757 |
1.5541 |
0.0216 |
1.4% |
0.0091 |
0.6% |
76% |
False |
False |
93,333 |
10 |
1.5762 |
1.5541 |
0.0221 |
1.4% |
0.0106 |
0.7% |
75% |
False |
False |
91,438 |
20 |
1.5824 |
1.5541 |
0.0283 |
1.8% |
0.0109 |
0.7% |
58% |
False |
False |
89,972 |
40 |
1.6178 |
1.5541 |
0.0637 |
4.1% |
0.0106 |
0.7% |
26% |
False |
False |
87,461 |
60 |
1.6515 |
1.5541 |
0.0974 |
6.2% |
0.0113 |
0.7% |
17% |
False |
False |
98,363 |
80 |
1.6629 |
1.5541 |
0.1088 |
6.9% |
0.0108 |
0.7% |
15% |
False |
False |
84,677 |
100 |
1.7017 |
1.5541 |
0.1476 |
9.4% |
0.0097 |
0.6% |
11% |
False |
False |
67,819 |
120 |
1.7165 |
1.5541 |
0.1624 |
10.3% |
0.0090 |
0.6% |
10% |
False |
False |
56,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5948 |
2.618 |
1.5870 |
1.618 |
1.5822 |
1.000 |
1.5792 |
0.618 |
1.5774 |
HIGH |
1.5744 |
0.618 |
1.5726 |
0.500 |
1.5720 |
0.382 |
1.5714 |
LOW |
1.5696 |
0.618 |
1.5666 |
1.000 |
1.5648 |
1.618 |
1.5618 |
2.618 |
1.5570 |
4.250 |
1.5492 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5720 |
1.5705 |
PP |
1.5715 |
1.5703 |
S1 |
1.5711 |
1.5702 |
|