CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5576 |
1.5510 |
-0.0066 |
-0.4% |
1.5715 |
| High |
1.5599 |
1.5548 |
-0.0051 |
-0.3% |
1.5776 |
| Low |
1.5476 |
1.5495 |
0.0019 |
0.1% |
1.5536 |
| Close |
1.5510 |
1.5544 |
0.0034 |
0.2% |
1.5624 |
| Range |
0.0123 |
0.0053 |
-0.0070 |
-56.9% |
0.0240 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
62,671 |
26,151 |
-36,520 |
-58.3% |
490,569 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5688 |
1.5669 |
1.5573 |
|
| R3 |
1.5635 |
1.5616 |
1.5559 |
|
| R2 |
1.5582 |
1.5582 |
1.5554 |
|
| R1 |
1.5563 |
1.5563 |
1.5549 |
1.5573 |
| PP |
1.5529 |
1.5529 |
1.5529 |
1.5534 |
| S1 |
1.5510 |
1.5510 |
1.5539 |
1.5520 |
| S2 |
1.5476 |
1.5476 |
1.5534 |
|
| S3 |
1.5423 |
1.5457 |
1.5529 |
|
| S4 |
1.5370 |
1.5404 |
1.5515 |
|
|
| 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 |
1.5673 |
1.5476 |
0.0197 |
1.3% |
0.0095 |
0.6% |
35% |
False |
False |
56,675 |
| 10 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0116 |
0.7% |
23% |
False |
False |
76,472 |
| 20 |
1.5813 |
1.5476 |
0.0337 |
2.2% |
0.0119 |
0.8% |
20% |
False |
False |
46,597 |
| 40 |
1.6129 |
1.5476 |
0.0653 |
4.2% |
0.0107 |
0.7% |
10% |
False |
False |
23,449 |
| 60 |
1.6224 |
1.5476 |
0.0748 |
4.8% |
0.0103 |
0.7% |
9% |
False |
False |
15,668 |
| 80 |
1.6494 |
1.5476 |
0.1018 |
6.5% |
0.0092 |
0.6% |
7% |
False |
False |
11,760 |
| 100 |
1.6831 |
1.5476 |
0.1355 |
8.7% |
0.0074 |
0.5% |
5% |
False |
False |
9,412 |
| 120 |
1.7108 |
1.5476 |
0.1632 |
10.5% |
0.0062 |
0.4% |
4% |
False |
False |
7,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5773 |
|
2.618 |
1.5687 |
|
1.618 |
1.5634 |
|
1.000 |
1.5601 |
|
0.618 |
1.5581 |
|
HIGH |
1.5548 |
|
0.618 |
1.5528 |
|
0.500 |
1.5522 |
|
0.382 |
1.5515 |
|
LOW |
1.5495 |
|
0.618 |
1.5462 |
|
1.000 |
1.5442 |
|
1.618 |
1.5409 |
|
2.618 |
1.5356 |
|
4.250 |
1.5270 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5537 |
1.5566 |
| PP |
1.5529 |
1.5559 |
| S1 |
1.5522 |
1.5551 |
|