CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5632 |
1.5737 |
0.0105 |
0.7% |
1.5557 |
| High |
1.5776 |
1.5740 |
-0.0036 |
-0.2% |
1.5746 |
| Low |
1.5600 |
1.5536 |
-0.0064 |
-0.4% |
1.5530 |
| Close |
1.5719 |
1.5542 |
-0.0177 |
-1.1% |
1.5696 |
| Range |
0.0176 |
0.0204 |
0.0028 |
15.9% |
0.0216 |
| ATR |
0.0110 |
0.0117 |
0.0007 |
6.1% |
0.0000 |
| Volume |
117,755 |
122,677 |
4,922 |
4.2% |
286,336 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6218 |
1.6084 |
1.5654 |
|
| R3 |
1.6014 |
1.5880 |
1.5598 |
|
| R2 |
1.5810 |
1.5810 |
1.5579 |
|
| R1 |
1.5676 |
1.5676 |
1.5561 |
1.5641 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5589 |
| S1 |
1.5472 |
1.5472 |
1.5523 |
1.5437 |
| S2 |
1.5402 |
1.5402 |
1.5505 |
|
| S3 |
1.5198 |
1.5268 |
1.5486 |
|
| S4 |
1.4994 |
1.5064 |
1.5430 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6305 |
1.6217 |
1.5815 |
|
| R3 |
1.6089 |
1.6001 |
1.5755 |
|
| R2 |
1.5873 |
1.5873 |
1.5736 |
|
| R1 |
1.5785 |
1.5785 |
1.5716 |
1.5829 |
| PP |
1.5657 |
1.5657 |
1.5657 |
1.5680 |
| S1 |
1.5569 |
1.5569 |
1.5676 |
1.5613 |
| S2 |
1.5441 |
1.5441 |
1.5656 |
|
| S3 |
1.5225 |
1.5353 |
1.5637 |
|
| S4 |
1.5009 |
1.5137 |
1.5577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5776 |
1.5536 |
0.0240 |
1.5% |
0.0136 |
0.9% |
3% |
False |
True |
96,269 |
| 10 |
1.5776 |
1.5530 |
0.0246 |
1.6% |
0.0119 |
0.8% |
5% |
False |
False |
63,599 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0119 |
0.8% |
4% |
False |
False |
32,503 |
| 40 |
1.6160 |
1.5530 |
0.0630 |
4.1% |
0.0103 |
0.7% |
2% |
False |
False |
16,377 |
| 60 |
1.6377 |
1.5530 |
0.0847 |
5.4% |
0.0101 |
0.6% |
1% |
False |
False |
10,951 |
| 80 |
1.6552 |
1.5530 |
0.1022 |
6.6% |
0.0086 |
0.6% |
1% |
False |
False |
8,220 |
| 100 |
1.6905 |
1.5530 |
0.1375 |
8.8% |
0.0069 |
0.4% |
1% |
False |
False |
6,578 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.2% |
0.0058 |
0.4% |
1% |
False |
False |
5,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6607 |
|
2.618 |
1.6274 |
|
1.618 |
1.6070 |
|
1.000 |
1.5944 |
|
0.618 |
1.5866 |
|
HIGH |
1.5740 |
|
0.618 |
1.5662 |
|
0.500 |
1.5638 |
|
0.382 |
1.5614 |
|
LOW |
1.5536 |
|
0.618 |
1.5410 |
|
1.000 |
1.5332 |
|
1.618 |
1.5206 |
|
2.618 |
1.5002 |
|
4.250 |
1.4669 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5638 |
1.5656 |
| PP |
1.5606 |
1.5618 |
| S1 |
1.5574 |
1.5580 |
|