CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5675 |
1.5663 |
-0.0012 |
-0.1% |
1.5621 |
| High |
1.5713 |
1.5682 |
-0.0031 |
-0.2% |
1.5750 |
| Low |
1.5632 |
1.5557 |
-0.0075 |
-0.5% |
1.5557 |
| Close |
1.5662 |
1.5570 |
-0.0092 |
-0.6% |
1.5570 |
| Range |
0.0081 |
0.0125 |
0.0044 |
54.3% |
0.0193 |
| ATR |
0.0106 |
0.0108 |
0.0001 |
1.2% |
0.0000 |
| Volume |
5,895 |
6,245 |
350 |
5.9% |
21,214 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5978 |
1.5899 |
1.5639 |
|
| R3 |
1.5853 |
1.5774 |
1.5604 |
|
| R2 |
1.5728 |
1.5728 |
1.5593 |
|
| R1 |
1.5649 |
1.5649 |
1.5581 |
1.5626 |
| PP |
1.5603 |
1.5603 |
1.5603 |
1.5592 |
| S1 |
1.5524 |
1.5524 |
1.5559 |
1.5501 |
| S2 |
1.5478 |
1.5478 |
1.5547 |
|
| S3 |
1.5353 |
1.5399 |
1.5536 |
|
| S4 |
1.5228 |
1.5274 |
1.5501 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6205 |
1.6080 |
1.5676 |
|
| R3 |
1.6012 |
1.5887 |
1.5623 |
|
| R2 |
1.5819 |
1.5819 |
1.5605 |
|
| R1 |
1.5694 |
1.5694 |
1.5588 |
1.5660 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5609 |
| S1 |
1.5501 |
1.5501 |
1.5552 |
1.5467 |
| S2 |
1.5433 |
1.5433 |
1.5535 |
|
| S3 |
1.5240 |
1.5308 |
1.5517 |
|
| S4 |
1.5047 |
1.5115 |
1.5464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5750 |
1.5557 |
0.0193 |
1.2% |
0.0118 |
0.8% |
7% |
False |
True |
4,242 |
| 10 |
1.5813 |
1.5557 |
0.0256 |
1.6% |
0.0118 |
0.8% |
5% |
False |
True |
2,555 |
| 20 |
1.5915 |
1.5557 |
0.0358 |
2.3% |
0.0106 |
0.7% |
4% |
False |
True |
1,401 |
| 40 |
1.6162 |
1.5557 |
0.0605 |
3.9% |
0.0098 |
0.6% |
2% |
False |
True |
810 |
| 60 |
1.6494 |
1.5557 |
0.0937 |
6.0% |
0.0095 |
0.6% |
1% |
False |
True |
558 |
| 80 |
1.6690 |
1.5557 |
0.1133 |
7.3% |
0.0074 |
0.5% |
1% |
False |
True |
424 |
| 100 |
1.7064 |
1.5557 |
0.1507 |
9.7% |
0.0060 |
0.4% |
1% |
False |
True |
340 |
| 120 |
1.7109 |
1.5557 |
0.1552 |
10.0% |
0.0050 |
0.3% |
1% |
False |
True |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6213 |
|
2.618 |
1.6009 |
|
1.618 |
1.5884 |
|
1.000 |
1.5807 |
|
0.618 |
1.5759 |
|
HIGH |
1.5682 |
|
0.618 |
1.5634 |
|
0.500 |
1.5620 |
|
0.382 |
1.5605 |
|
LOW |
1.5557 |
|
0.618 |
1.5480 |
|
1.000 |
1.5432 |
|
1.618 |
1.5355 |
|
2.618 |
1.5230 |
|
4.250 |
1.5026 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5620 |
1.5635 |
| PP |
1.5603 |
1.5613 |
| S1 |
1.5587 |
1.5592 |
|