CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5660 |
1.5613 |
-0.0047 |
-0.3% |
1.5715 |
| High |
1.5673 |
1.5656 |
-0.0017 |
-0.1% |
1.5776 |
| Low |
1.5595 |
1.5563 |
-0.0032 |
-0.2% |
1.5536 |
| Close |
1.5624 |
1.5583 |
-0.0041 |
-0.3% |
1.5624 |
| Range |
0.0078 |
0.0093 |
0.0015 |
19.2% |
0.0240 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
67,789 |
41,509 |
-26,280 |
-38.8% |
490,569 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5880 |
1.5824 |
1.5634 |
|
| R3 |
1.5787 |
1.5731 |
1.5609 |
|
| R2 |
1.5694 |
1.5694 |
1.5600 |
|
| R1 |
1.5638 |
1.5638 |
1.5592 |
1.5620 |
| PP |
1.5601 |
1.5601 |
1.5601 |
1.5591 |
| S1 |
1.5545 |
1.5545 |
1.5574 |
1.5527 |
| S2 |
1.5508 |
1.5508 |
1.5566 |
|
| S3 |
1.5415 |
1.5452 |
1.5557 |
|
| S4 |
1.5322 |
1.5359 |
1.5532 |
|
|
| 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% |
0.0136 |
0.9% |
20% |
False |
False |
86,997 |
| 10 |
1.5776 |
1.5536 |
0.0240 |
1.5% |
0.0114 |
0.7% |
20% |
False |
False |
80,050 |
| 20 |
1.5813 |
1.5530 |
0.0283 |
1.8% |
0.0118 |
0.8% |
19% |
False |
False |
42,188 |
| 40 |
1.6160 |
1.5530 |
0.0630 |
4.0% |
0.0105 |
0.7% |
8% |
False |
False |
21,238 |
| 60 |
1.6251 |
1.5530 |
0.0721 |
4.6% |
0.0102 |
0.7% |
7% |
False |
False |
14,189 |
| 80 |
1.6529 |
1.5530 |
0.0999 |
6.4% |
0.0090 |
0.6% |
5% |
False |
False |
10,651 |
| 100 |
1.6831 |
1.5530 |
0.1301 |
8.3% |
0.0072 |
0.5% |
4% |
False |
False |
8,523 |
| 120 |
1.7108 |
1.5530 |
0.1578 |
10.1% |
0.0061 |
0.4% |
3% |
False |
False |
7,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6051 |
|
2.618 |
1.5899 |
|
1.618 |
1.5806 |
|
1.000 |
1.5749 |
|
0.618 |
1.5713 |
|
HIGH |
1.5656 |
|
0.618 |
1.5620 |
|
0.500 |
1.5610 |
|
0.382 |
1.5599 |
|
LOW |
1.5563 |
|
0.618 |
1.5506 |
|
1.000 |
1.5470 |
|
1.618 |
1.5413 |
|
2.618 |
1.5320 |
|
4.250 |
1.5168 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5610 |
1.5607 |
| PP |
1.5601 |
1.5599 |
| S1 |
1.5592 |
1.5591 |
|