CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5563 |
1.5660 |
0.0097 |
0.6% |
1.5715 |
| High |
1.5668 |
1.5673 |
0.0005 |
0.0% |
1.5776 |
| Low |
1.5540 |
1.5595 |
0.0055 |
0.4% |
1.5536 |
| Close |
1.5661 |
1.5624 |
-0.0037 |
-0.2% |
1.5624 |
| Range |
0.0128 |
0.0078 |
-0.0050 |
-39.1% |
0.0240 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
85,257 |
67,789 |
-17,468 |
-20.5% |
490,569 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5822 |
1.5667 |
|
| R3 |
1.5787 |
1.5744 |
1.5645 |
|
| R2 |
1.5709 |
1.5709 |
1.5638 |
|
| R1 |
1.5666 |
1.5666 |
1.5631 |
1.5649 |
| PP |
1.5631 |
1.5631 |
1.5631 |
1.5622 |
| S1 |
1.5588 |
1.5588 |
1.5617 |
1.5571 |
| S2 |
1.5553 |
1.5553 |
1.5610 |
|
| S3 |
1.5475 |
1.5510 |
1.5603 |
|
| S4 |
1.5397 |
1.5432 |
1.5581 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6365 |
1.6235 |
1.5756 |
|
| R3 |
1.6125 |
1.5995 |
1.5690 |
|
| R2 |
1.5885 |
1.5885 |
1.5668 |
|
| R1 |
1.5755 |
1.5755 |
1.5646 |
1.5700 |
| PP |
1.5645 |
1.5645 |
1.5645 |
1.5618 |
| S1 |
1.5515 |
1.5515 |
1.5602 |
1.5460 |
| S2 |
1.5405 |
1.5405 |
1.5580 |
|
| S3 |
1.5165 |
1.5275 |
1.5558 |
|
| S4 |
1.4925 |
1.5035 |
1.5492 |
|
|
| 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% |
0.0147 |
0.9% |
37% |
False |
False |
98,113 |
| 10 |
1.5776 |
1.5530 |
0.0246 |
1.6% |
0.0119 |
0.8% |
38% |
False |
False |
77,690 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0118 |
0.8% |
33% |
False |
False |
40,123 |
| 40 |
1.6160 |
1.5530 |
0.0630 |
4.0% |
0.0104 |
0.7% |
15% |
False |
False |
20,201 |
| 60 |
1.6283 |
1.5530 |
0.0753 |
4.8% |
0.0102 |
0.7% |
12% |
False |
False |
13,500 |
| 80 |
1.6552 |
1.5530 |
0.1022 |
6.5% |
0.0088 |
0.6% |
9% |
False |
False |
10,132 |
| 100 |
1.6838 |
1.5530 |
0.1308 |
8.4% |
0.0071 |
0.5% |
7% |
False |
False |
8,108 |
| 120 |
1.7109 |
1.5530 |
0.1579 |
10.1% |
0.0060 |
0.4% |
6% |
False |
False |
6,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6005 |
|
2.618 |
1.5877 |
|
1.618 |
1.5799 |
|
1.000 |
1.5751 |
|
0.618 |
1.5721 |
|
HIGH |
1.5673 |
|
0.618 |
1.5643 |
|
0.500 |
1.5634 |
|
0.382 |
1.5625 |
|
LOW |
1.5595 |
|
0.618 |
1.5547 |
|
1.000 |
1.5517 |
|
1.618 |
1.5469 |
|
2.618 |
1.5391 |
|
4.250 |
1.5264 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5634 |
1.5638 |
| PP |
1.5631 |
1.5633 |
| S1 |
1.5627 |
1.5629 |
|