CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5737 |
1.5563 |
-0.0174 |
-1.1% |
1.5557 |
| High |
1.5740 |
1.5668 |
-0.0072 |
-0.5% |
1.5746 |
| Low |
1.5536 |
1.5540 |
0.0004 |
0.0% |
1.5530 |
| Close |
1.5542 |
1.5661 |
0.0119 |
0.8% |
1.5696 |
| Range |
0.0204 |
0.0128 |
-0.0076 |
-37.3% |
0.0216 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.7% |
0.0000 |
| Volume |
122,677 |
85,257 |
-37,420 |
-30.5% |
286,336 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6007 |
1.5962 |
1.5731 |
|
| R3 |
1.5879 |
1.5834 |
1.5696 |
|
| R2 |
1.5751 |
1.5751 |
1.5684 |
|
| R1 |
1.5706 |
1.5706 |
1.5673 |
1.5729 |
| PP |
1.5623 |
1.5623 |
1.5623 |
1.5634 |
| S1 |
1.5578 |
1.5578 |
1.5649 |
1.5601 |
| S2 |
1.5495 |
1.5495 |
1.5638 |
|
| S3 |
1.5367 |
1.5450 |
1.5626 |
|
| S4 |
1.5239 |
1.5322 |
1.5591 |
|
|
| 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% |
0.0141 |
0.9% |
52% |
False |
False |
99,203 |
| 10 |
1.5776 |
1.5530 |
0.0246 |
1.6% |
0.0123 |
0.8% |
53% |
False |
False |
71,536 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0119 |
0.8% |
46% |
False |
False |
36,759 |
| 40 |
1.6160 |
1.5530 |
0.0630 |
4.0% |
0.0103 |
0.7% |
21% |
False |
False |
18,508 |
| 60 |
1.6312 |
1.5530 |
0.0782 |
5.0% |
0.0102 |
0.6% |
17% |
False |
False |
12,372 |
| 80 |
1.6552 |
1.5530 |
0.1022 |
6.5% |
0.0087 |
0.6% |
13% |
False |
False |
9,285 |
| 100 |
1.6871 |
1.5530 |
0.1341 |
8.6% |
0.0070 |
0.4% |
10% |
False |
False |
7,431 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.1% |
0.0059 |
0.4% |
8% |
False |
False |
6,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6212 |
|
2.618 |
1.6003 |
|
1.618 |
1.5875 |
|
1.000 |
1.5796 |
|
0.618 |
1.5747 |
|
HIGH |
1.5668 |
|
0.618 |
1.5619 |
|
0.500 |
1.5604 |
|
0.382 |
1.5589 |
|
LOW |
1.5540 |
|
0.618 |
1.5461 |
|
1.000 |
1.5412 |
|
1.618 |
1.5333 |
|
2.618 |
1.5205 |
|
4.250 |
1.4996 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5642 |
1.5659 |
| PP |
1.5623 |
1.5658 |
| S1 |
1.5604 |
1.5656 |
|