CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5718 |
1.5637 |
-0.0081 |
-0.5% |
1.5631 |
| High |
1.5730 |
1.5707 |
-0.0023 |
-0.1% |
1.5813 |
| Low |
1.5621 |
1.5608 |
-0.0013 |
-0.1% |
1.5603 |
| Close |
1.5626 |
1.5674 |
0.0048 |
0.3% |
1.5606 |
| Range |
0.0109 |
0.0099 |
-0.0010 |
-9.2% |
0.0210 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
3,404 |
3,345 |
-59 |
-1.7% |
4,150 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5960 |
1.5916 |
1.5728 |
|
| R3 |
1.5861 |
1.5817 |
1.5701 |
|
| R2 |
1.5762 |
1.5762 |
1.5692 |
|
| R1 |
1.5718 |
1.5718 |
1.5683 |
1.5740 |
| PP |
1.5663 |
1.5663 |
1.5663 |
1.5674 |
| S1 |
1.5619 |
1.5619 |
1.5665 |
1.5641 |
| S2 |
1.5564 |
1.5564 |
1.5656 |
|
| S3 |
1.5465 |
1.5520 |
1.5647 |
|
| S4 |
1.5366 |
1.5421 |
1.5620 |
|
|
| 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% |
0.0144 |
0.9% |
42% |
False |
False |
2,514 |
| 10 |
1.5813 |
1.5573 |
0.0240 |
1.5% |
0.0120 |
0.8% |
42% |
False |
False |
1,407 |
| 20 |
1.6003 |
1.5573 |
0.0430 |
2.7% |
0.0111 |
0.7% |
23% |
False |
False |
867 |
| 40 |
1.6202 |
1.5573 |
0.0629 |
4.0% |
0.0099 |
0.6% |
16% |
False |
False |
510 |
| 60 |
1.6494 |
1.5573 |
0.0921 |
5.9% |
0.0093 |
0.6% |
11% |
False |
False |
356 |
| 80 |
1.6771 |
1.5573 |
0.1198 |
7.6% |
0.0071 |
0.5% |
8% |
False |
False |
272 |
| 100 |
1.7096 |
1.5573 |
0.1523 |
9.7% |
0.0058 |
0.4% |
7% |
False |
False |
218 |
| 120 |
1.7109 |
1.5573 |
0.1536 |
9.8% |
0.0048 |
0.3% |
7% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6128 |
|
2.618 |
1.5966 |
|
1.618 |
1.5867 |
|
1.000 |
1.5806 |
|
0.618 |
1.5768 |
|
HIGH |
1.5707 |
|
0.618 |
1.5669 |
|
0.500 |
1.5658 |
|
0.382 |
1.5646 |
|
LOW |
1.5608 |
|
0.618 |
1.5547 |
|
1.000 |
1.5509 |
|
1.618 |
1.5448 |
|
2.618 |
1.5349 |
|
4.250 |
1.5187 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5669 |
1.5670 |
| PP |
1.5663 |
1.5666 |
| S1 |
1.5658 |
1.5662 |
|