CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5727 |
1.5724 |
-0.0003 |
0.0% |
1.5563 |
| High |
1.5744 |
1.5748 |
0.0004 |
0.0% |
1.5757 |
| Low |
1.5696 |
1.5627 |
-0.0069 |
-0.4% |
1.5541 |
| Close |
1.5706 |
1.5627 |
-0.0079 |
-0.5% |
1.5706 |
| Range |
0.0048 |
0.0121 |
0.0073 |
152.1% |
0.0216 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0000 |
| Volume |
25,525 |
25,525 |
0 |
0.0% |
466,669 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6030 |
1.5950 |
1.5694 |
|
| R3 |
1.5909 |
1.5829 |
1.5660 |
|
| R2 |
1.5788 |
1.5788 |
1.5649 |
|
| R1 |
1.5708 |
1.5708 |
1.5638 |
1.5688 |
| PP |
1.5667 |
1.5667 |
1.5667 |
1.5657 |
| S1 |
1.5587 |
1.5587 |
1.5616 |
1.5567 |
| S2 |
1.5546 |
1.5546 |
1.5605 |
|
| S3 |
1.5425 |
1.5466 |
1.5594 |
|
| S4 |
1.5304 |
1.5345 |
1.5560 |
|
|
| 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 |
1.5626 |
0.0131 |
0.8% |
0.0087 |
0.6% |
1% |
False |
False |
83,326 |
| 10 |
1.5757 |
1.5541 |
0.0216 |
1.4% |
0.0100 |
0.6% |
40% |
False |
False |
83,884 |
| 20 |
1.5824 |
1.5541 |
0.0283 |
1.8% |
0.0109 |
0.7% |
30% |
False |
False |
85,616 |
| 40 |
1.6178 |
1.5541 |
0.0637 |
4.1% |
0.0106 |
0.7% |
14% |
False |
False |
85,728 |
| 60 |
1.6404 |
1.5541 |
0.0863 |
5.5% |
0.0111 |
0.7% |
10% |
False |
False |
94,441 |
| 80 |
1.6629 |
1.5541 |
0.1088 |
7.0% |
0.0109 |
0.7% |
8% |
False |
False |
84,987 |
| 100 |
1.6976 |
1.5541 |
0.1435 |
9.2% |
0.0098 |
0.6% |
6% |
False |
False |
68,073 |
| 120 |
1.7165 |
1.5541 |
0.1624 |
10.4% |
0.0091 |
0.6% |
5% |
False |
False |
56,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6262 |
|
2.618 |
1.6065 |
|
1.618 |
1.5944 |
|
1.000 |
1.5869 |
|
0.618 |
1.5823 |
|
HIGH |
1.5748 |
|
0.618 |
1.5702 |
|
0.500 |
1.5688 |
|
0.382 |
1.5673 |
|
LOW |
1.5627 |
|
0.618 |
1.5552 |
|
1.000 |
1.5506 |
|
1.618 |
1.5431 |
|
2.618 |
1.5310 |
|
4.250 |
1.5113 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5688 |
1.5692 |
| PP |
1.5667 |
1.5670 |
| S1 |
1.5647 |
1.5649 |
|