CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5510 |
1.5551 |
0.0041 |
0.3% |
1.5613 |
| High |
1.5548 |
1.5560 |
0.0012 |
0.1% |
1.5656 |
| Low |
1.5495 |
1.5528 |
0.0033 |
0.2% |
1.5476 |
| Close |
1.5544 |
1.5551 |
0.0007 |
0.0% |
1.5551 |
| Range |
0.0053 |
0.0032 |
-0.0021 |
-39.6% |
0.0180 |
| ATR |
0.0110 |
0.0104 |
-0.0006 |
-5.1% |
0.0000 |
| Volume |
26,151 |
10,931 |
-15,220 |
-58.2% |
141,262 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5642 |
1.5629 |
1.5569 |
|
| R3 |
1.5610 |
1.5597 |
1.5560 |
|
| R2 |
1.5578 |
1.5578 |
1.5557 |
|
| R1 |
1.5565 |
1.5565 |
1.5554 |
1.5567 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5548 |
| S1 |
1.5533 |
1.5533 |
1.5548 |
1.5535 |
| S2 |
1.5514 |
1.5514 |
1.5545 |
|
| S3 |
1.5482 |
1.5501 |
1.5542 |
|
| S4 |
1.5450 |
1.5469 |
1.5533 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6101 |
1.6006 |
1.5650 |
|
| R3 |
1.5921 |
1.5826 |
1.5601 |
|
| R2 |
1.5741 |
1.5741 |
1.5584 |
|
| R1 |
1.5646 |
1.5646 |
1.5568 |
1.5604 |
| PP |
1.5561 |
1.5561 |
1.5561 |
1.5540 |
| S1 |
1.5466 |
1.5466 |
1.5535 |
1.5424 |
| S2 |
1.5381 |
1.5381 |
1.5518 |
|
| S3 |
1.5201 |
1.5286 |
1.5502 |
|
| S4 |
1.5021 |
1.5106 |
1.5452 |
|
|
| 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% |
0.0076 |
0.5% |
38% |
False |
False |
41,810 |
| 10 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0108 |
0.7% |
25% |
False |
False |
70,506 |
| 20 |
1.5813 |
1.5476 |
0.0337 |
2.2% |
0.0114 |
0.7% |
22% |
False |
False |
47,067 |
| 40 |
1.6017 |
1.5476 |
0.0541 |
3.5% |
0.0104 |
0.7% |
14% |
False |
False |
23,721 |
| 60 |
1.6202 |
1.5476 |
0.0726 |
4.7% |
0.0102 |
0.7% |
10% |
False |
False |
15,850 |
| 80 |
1.6494 |
1.5476 |
0.1018 |
6.5% |
0.0092 |
0.6% |
7% |
False |
False |
11,896 |
| 100 |
1.6803 |
1.5476 |
0.1327 |
8.5% |
0.0074 |
0.5% |
6% |
False |
False |
9,521 |
| 120 |
1.7108 |
1.5476 |
0.1632 |
10.5% |
0.0062 |
0.4% |
5% |
False |
False |
7,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5696 |
|
2.618 |
1.5644 |
|
1.618 |
1.5612 |
|
1.000 |
1.5592 |
|
0.618 |
1.5580 |
|
HIGH |
1.5560 |
|
0.618 |
1.5548 |
|
0.500 |
1.5544 |
|
0.382 |
1.5540 |
|
LOW |
1.5528 |
|
0.618 |
1.5508 |
|
1.000 |
1.5496 |
|
1.618 |
1.5476 |
|
2.618 |
1.5444 |
|
4.250 |
1.5392 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5549 |
1.5547 |
| PP |
1.5546 |
1.5542 |
| S1 |
1.5544 |
1.5538 |
|