CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5557 |
1.5647 |
0.0090 |
0.6% |
1.5621 |
| High |
1.5668 |
1.5706 |
0.0038 |
0.2% |
1.5750 |
| Low |
1.5530 |
1.5616 |
0.0086 |
0.6% |
1.5557 |
| Close |
1.5652 |
1.5653 |
0.0001 |
0.0% |
1.5570 |
| Range |
0.0138 |
0.0090 |
-0.0048 |
-34.8% |
0.0193 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
17,912 |
50,612 |
32,700 |
182.6% |
21,214 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5881 |
1.5703 |
|
| R3 |
1.5838 |
1.5791 |
1.5678 |
|
| R2 |
1.5748 |
1.5748 |
1.5670 |
|
| R1 |
1.5701 |
1.5701 |
1.5661 |
1.5725 |
| PP |
1.5658 |
1.5658 |
1.5658 |
1.5670 |
| S1 |
1.5611 |
1.5611 |
1.5645 |
1.5635 |
| S2 |
1.5568 |
1.5568 |
1.5637 |
|
| S3 |
1.5478 |
1.5521 |
1.5628 |
|
| S4 |
1.5388 |
1.5431 |
1.5604 |
|
|
| 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 |
1.5713 |
1.5530 |
0.0183 |
1.2% |
0.0107 |
0.7% |
67% |
False |
False |
16,801 |
| 10 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0124 |
0.8% |
43% |
False |
False |
9,368 |
| 20 |
1.5915 |
1.5530 |
0.0385 |
2.5% |
0.0110 |
0.7% |
32% |
False |
False |
4,811 |
| 40 |
1.6162 |
1.5530 |
0.0632 |
4.0% |
0.0101 |
0.6% |
19% |
False |
False |
2,521 |
| 60 |
1.6494 |
1.5530 |
0.0964 |
6.2% |
0.0098 |
0.6% |
13% |
False |
False |
1,700 |
| 80 |
1.6690 |
1.5530 |
0.1160 |
7.4% |
0.0077 |
0.5% |
11% |
False |
False |
1,281 |
| 100 |
1.7037 |
1.5530 |
0.1507 |
9.6% |
0.0062 |
0.4% |
8% |
False |
False |
1,025 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.1% |
0.0052 |
0.3% |
8% |
False |
False |
856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6089 |
|
2.618 |
1.5942 |
|
1.618 |
1.5852 |
|
1.000 |
1.5796 |
|
0.618 |
1.5762 |
|
HIGH |
1.5706 |
|
0.618 |
1.5672 |
|
0.500 |
1.5661 |
|
0.382 |
1.5650 |
|
LOW |
1.5616 |
|
0.618 |
1.5560 |
|
1.000 |
1.5526 |
|
1.618 |
1.5470 |
|
2.618 |
1.5380 |
|
4.250 |
1.5234 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5661 |
1.5641 |
| PP |
1.5658 |
1.5630 |
| S1 |
1.5656 |
1.5618 |
|