CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5613 |
1.5576 |
-0.0037 |
-0.2% |
1.5715 |
| High |
1.5656 |
1.5599 |
-0.0057 |
-0.4% |
1.5776 |
| Low |
1.5563 |
1.5476 |
-0.0087 |
-0.6% |
1.5536 |
| Close |
1.5583 |
1.5510 |
-0.0073 |
-0.5% |
1.5624 |
| Range |
0.0093 |
0.0123 |
0.0030 |
32.3% |
0.0240 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.6% |
0.0000 |
| Volume |
41,509 |
62,671 |
21,162 |
51.0% |
490,569 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5897 |
1.5827 |
1.5578 |
|
| R3 |
1.5774 |
1.5704 |
1.5544 |
|
| R2 |
1.5651 |
1.5651 |
1.5533 |
|
| R1 |
1.5581 |
1.5581 |
1.5521 |
1.5555 |
| PP |
1.5528 |
1.5528 |
1.5528 |
1.5515 |
| S1 |
1.5458 |
1.5458 |
1.5499 |
1.5432 |
| S2 |
1.5405 |
1.5405 |
1.5487 |
|
| S3 |
1.5282 |
1.5335 |
1.5476 |
|
| S4 |
1.5159 |
1.5212 |
1.5442 |
|
|
| 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 |
1.5740 |
1.5476 |
0.0264 |
1.7% |
0.0125 |
0.8% |
13% |
False |
True |
75,980 |
| 10 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0117 |
0.8% |
11% |
False |
True |
81,256 |
| 20 |
1.5813 |
1.5476 |
0.0337 |
2.2% |
0.0121 |
0.8% |
10% |
False |
True |
45,312 |
| 40 |
1.6160 |
1.5476 |
0.0684 |
4.4% |
0.0107 |
0.7% |
5% |
False |
True |
22,796 |
| 60 |
1.6251 |
1.5476 |
0.0775 |
5.0% |
0.0104 |
0.7% |
4% |
False |
True |
15,233 |
| 80 |
1.6494 |
1.5476 |
0.1018 |
6.6% |
0.0091 |
0.6% |
3% |
False |
True |
11,433 |
| 100 |
1.6831 |
1.5476 |
0.1355 |
8.7% |
0.0073 |
0.5% |
3% |
False |
True |
9,150 |
| 120 |
1.7108 |
1.5476 |
0.1632 |
10.5% |
0.0062 |
0.4% |
2% |
False |
True |
7,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6122 |
|
2.618 |
1.5921 |
|
1.618 |
1.5798 |
|
1.000 |
1.5722 |
|
0.618 |
1.5675 |
|
HIGH |
1.5599 |
|
0.618 |
1.5552 |
|
0.500 |
1.5538 |
|
0.382 |
1.5523 |
|
LOW |
1.5476 |
|
0.618 |
1.5400 |
|
1.000 |
1.5353 |
|
1.618 |
1.5277 |
|
2.618 |
1.5154 |
|
4.250 |
1.4953 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5538 |
1.5575 |
| PP |
1.5528 |
1.5553 |
| S1 |
1.5519 |
1.5532 |
|