CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5503 |
1.5552 |
0.0049 |
0.3% |
1.5613 |
| High |
1.5565 |
1.5612 |
0.0047 |
0.3% |
1.5656 |
| Low |
1.5491 |
1.5540 |
0.0049 |
0.3% |
1.5476 |
| Close |
1.5548 |
1.5570 |
0.0022 |
0.1% |
1.5551 |
| Range |
0.0074 |
0.0072 |
-0.0002 |
-2.7% |
0.0180 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
45,143 |
41,628 |
-3,515 |
-7.8% |
141,262 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5790 |
1.5752 |
1.5610 |
|
| R3 |
1.5718 |
1.5680 |
1.5590 |
|
| R2 |
1.5646 |
1.5646 |
1.5583 |
|
| R1 |
1.5608 |
1.5608 |
1.5577 |
1.5627 |
| PP |
1.5574 |
1.5574 |
1.5574 |
1.5584 |
| S1 |
1.5536 |
1.5536 |
1.5563 |
1.5555 |
| S2 |
1.5502 |
1.5502 |
1.5557 |
|
| S3 |
1.5430 |
1.5464 |
1.5550 |
|
| S4 |
1.5358 |
1.5392 |
1.5530 |
|
|
| 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 |
1.5612 |
1.5491 |
0.0121 |
0.8% |
0.0062 |
0.4% |
65% |
True |
False |
33,849 |
| 10 |
1.5740 |
1.5476 |
0.0264 |
1.7% |
0.0094 |
0.6% |
36% |
False |
False |
54,914 |
| 20 |
1.5776 |
1.5476 |
0.0300 |
1.9% |
0.0101 |
0.6% |
31% |
False |
False |
53,290 |
| 40 |
1.6003 |
1.5476 |
0.0527 |
3.4% |
0.0104 |
0.7% |
18% |
False |
False |
27,002 |
| 60 |
1.6202 |
1.5476 |
0.0726 |
4.7% |
0.0100 |
0.6% |
13% |
False |
False |
18,048 |
| 80 |
1.6494 |
1.5476 |
0.1018 |
6.5% |
0.0094 |
0.6% |
9% |
False |
False |
13,548 |
| 100 |
1.6771 |
1.5476 |
0.1295 |
8.3% |
0.0076 |
0.5% |
7% |
False |
False |
10,843 |
| 120 |
1.7096 |
1.5476 |
0.1620 |
10.4% |
0.0064 |
0.4% |
6% |
False |
False |
9,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5918 |
|
2.618 |
1.5800 |
|
1.618 |
1.5728 |
|
1.000 |
1.5684 |
|
0.618 |
1.5656 |
|
HIGH |
1.5612 |
|
0.618 |
1.5584 |
|
0.500 |
1.5576 |
|
0.382 |
1.5568 |
|
LOW |
1.5540 |
|
0.618 |
1.5496 |
|
1.000 |
1.5468 |
|
1.618 |
1.5424 |
|
2.618 |
1.5352 |
|
4.250 |
1.5234 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5576 |
1.5564 |
| PP |
1.5574 |
1.5558 |
| S1 |
1.5572 |
1.5552 |
|