CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5621 |
1.5718 |
0.0097 |
0.6% |
1.5631 |
| High |
1.5750 |
1.5730 |
-0.0020 |
-0.1% |
1.5813 |
| Low |
1.5573 |
1.5621 |
0.0048 |
0.3% |
1.5603 |
| Close |
1.5729 |
1.5626 |
-0.0103 |
-0.7% |
1.5606 |
| Range |
0.0177 |
0.0109 |
-0.0068 |
-38.4% |
0.0210 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.0% |
0.0000 |
| Volume |
2,325 |
3,404 |
1,079 |
46.4% |
4,150 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5986 |
1.5915 |
1.5686 |
|
| R3 |
1.5877 |
1.5806 |
1.5656 |
|
| R2 |
1.5768 |
1.5768 |
1.5646 |
|
| R1 |
1.5697 |
1.5697 |
1.5636 |
1.5678 |
| PP |
1.5659 |
1.5659 |
1.5659 |
1.5650 |
| S1 |
1.5588 |
1.5588 |
1.5616 |
1.5569 |
| S2 |
1.5550 |
1.5550 |
1.5606 |
|
| S3 |
1.5441 |
1.5479 |
1.5596 |
|
| S4 |
1.5332 |
1.5370 |
1.5566 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6165 |
1.5722 |
|
| R3 |
1.6094 |
1.5955 |
1.5664 |
|
| R2 |
1.5884 |
1.5884 |
1.5645 |
|
| R1 |
1.5745 |
1.5745 |
1.5625 |
1.5710 |
| PP |
1.5674 |
1.5674 |
1.5674 |
1.5656 |
| S1 |
1.5535 |
1.5535 |
1.5587 |
1.5500 |
| S2 |
1.5464 |
1.5464 |
1.5568 |
|
| S3 |
1.5254 |
1.5325 |
1.5548 |
|
| S4 |
1.5044 |
1.5115 |
1.5491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5813 |
1.5573 |
0.0240 |
1.5% |
0.0141 |
0.9% |
22% |
False |
False |
1,934 |
| 10 |
1.5813 |
1.5573 |
0.0240 |
1.5% |
0.0114 |
0.7% |
22% |
False |
False |
1,096 |
| 20 |
1.6003 |
1.5573 |
0.0430 |
2.8% |
0.0108 |
0.7% |
12% |
False |
False |
715 |
| 40 |
1.6202 |
1.5573 |
0.0629 |
4.0% |
0.0099 |
0.6% |
8% |
False |
False |
428 |
| 60 |
1.6494 |
1.5573 |
0.0921 |
5.9% |
0.0091 |
0.6% |
6% |
False |
False |
300 |
| 80 |
1.6771 |
1.5573 |
0.1198 |
7.7% |
0.0070 |
0.4% |
4% |
False |
False |
231 |
| 100 |
1.7096 |
1.5573 |
0.1523 |
9.7% |
0.0057 |
0.4% |
3% |
False |
False |
185 |
| 120 |
1.7109 |
1.5573 |
0.1536 |
9.8% |
0.0048 |
0.3% |
3% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6193 |
|
2.618 |
1.6015 |
|
1.618 |
1.5906 |
|
1.000 |
1.5839 |
|
0.618 |
1.5797 |
|
HIGH |
1.5730 |
|
0.618 |
1.5688 |
|
0.500 |
1.5676 |
|
0.382 |
1.5663 |
|
LOW |
1.5621 |
|
0.618 |
1.5554 |
|
1.000 |
1.5512 |
|
1.618 |
1.5445 |
|
2.618 |
1.5336 |
|
4.250 |
1.5158 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5676 |
1.5693 |
| PP |
1.5659 |
1.5671 |
| S1 |
1.5643 |
1.5648 |
|