CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5680 |
1.5615 |
-0.0065 |
-0.4% |
1.5629 |
| High |
1.5684 |
1.5722 |
0.0038 |
0.2% |
1.5772 |
| Low |
1.5594 |
1.5604 |
0.0010 |
0.1% |
1.5594 |
| Close |
1.5594 |
1.5717 |
0.0123 |
0.8% |
1.5594 |
| Range |
0.0090 |
0.0118 |
0.0028 |
31.1% |
0.0178 |
| ATR |
0.0062 |
0.0067 |
0.0005 |
7.5% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
9 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6035 |
1.5994 |
1.5782 |
|
| R3 |
1.5917 |
1.5876 |
1.5749 |
|
| R2 |
1.5799 |
1.5799 |
1.5739 |
|
| R1 |
1.5758 |
1.5758 |
1.5728 |
1.5779 |
| PP |
1.5681 |
1.5681 |
1.5681 |
1.5691 |
| S1 |
1.5640 |
1.5640 |
1.5706 |
1.5661 |
| S2 |
1.5563 |
1.5563 |
1.5695 |
|
| S3 |
1.5445 |
1.5522 |
1.5685 |
|
| S4 |
1.5327 |
1.5404 |
1.5652 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6187 |
1.6069 |
1.5692 |
|
| R3 |
1.6009 |
1.5891 |
1.5643 |
|
| R2 |
1.5831 |
1.5831 |
1.5627 |
|
| R1 |
1.5713 |
1.5713 |
1.5610 |
1.5683 |
| PP |
1.5653 |
1.5653 |
1.5653 |
1.5639 |
| S1 |
1.5535 |
1.5535 |
1.5578 |
1.5505 |
| S2 |
1.5475 |
1.5475 |
1.5561 |
|
| S3 |
1.5297 |
1.5357 |
1.5545 |
|
| S4 |
1.5119 |
1.5179 |
1.5496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5772 |
1.5594 |
0.0178 |
1.1% |
0.0074 |
0.5% |
69% |
False |
False |
2 |
| 10 |
1.5772 |
1.5594 |
0.0178 |
1.1% |
0.0051 |
0.3% |
69% |
False |
False |
1 |
| 20 |
1.5968 |
1.5594 |
0.0374 |
2.4% |
0.0029 |
0.2% |
33% |
False |
False |
2 |
| 40 |
1.6132 |
1.5594 |
0.0538 |
3.4% |
0.0019 |
0.1% |
23% |
False |
False |
1 |
| 60 |
1.6378 |
1.5594 |
0.0784 |
5.0% |
0.0017 |
0.1% |
16% |
False |
False |
2 |
| 80 |
1.6744 |
1.5594 |
0.1150 |
7.3% |
0.0013 |
0.1% |
11% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6224 |
|
2.618 |
1.6031 |
|
1.618 |
1.5913 |
|
1.000 |
1.5840 |
|
0.618 |
1.5795 |
|
HIGH |
1.5722 |
|
0.618 |
1.5677 |
|
0.500 |
1.5663 |
|
0.382 |
1.5649 |
|
LOW |
1.5604 |
|
0.618 |
1.5531 |
|
1.000 |
1.5486 |
|
1.618 |
1.5413 |
|
2.618 |
1.5295 |
|
4.250 |
1.5103 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5699 |
1.5706 |
| PP |
1.5681 |
1.5694 |
| S1 |
1.5663 |
1.5683 |
|