CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5615 |
1.5650 |
0.0035 |
0.2% |
1.5629 |
| High |
1.5722 |
1.5650 |
-0.0072 |
-0.5% |
1.5772 |
| Low |
1.5604 |
1.5614 |
0.0010 |
0.1% |
1.5594 |
| Close |
1.5717 |
1.5614 |
-0.0103 |
-0.7% |
1.5594 |
| Range |
0.0118 |
0.0036 |
-0.0082 |
-69.5% |
0.0178 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
3.8% |
0.0000 |
| Volume |
2 |
12 |
10 |
500.0% |
9 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5734 |
1.5710 |
1.5634 |
|
| R3 |
1.5698 |
1.5674 |
1.5624 |
|
| R2 |
1.5662 |
1.5662 |
1.5621 |
|
| R1 |
1.5638 |
1.5638 |
1.5617 |
1.5632 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5623 |
| S1 |
1.5602 |
1.5602 |
1.5611 |
1.5596 |
| S2 |
1.5590 |
1.5590 |
1.5607 |
|
| S3 |
1.5554 |
1.5566 |
1.5604 |
|
| S4 |
1.5518 |
1.5530 |
1.5594 |
|
|
| 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% |
0.0073 |
0.5% |
11% |
False |
False |
4 |
| 10 |
1.5772 |
1.5594 |
0.0178 |
1.1% |
0.0055 |
0.4% |
11% |
False |
False |
2 |
| 20 |
1.5968 |
1.5594 |
0.0374 |
2.4% |
0.0030 |
0.2% |
5% |
False |
False |
2 |
| 40 |
1.6132 |
1.5594 |
0.0538 |
3.4% |
0.0020 |
0.1% |
4% |
False |
False |
2 |
| 60 |
1.6378 |
1.5594 |
0.0784 |
5.0% |
0.0018 |
0.1% |
3% |
False |
False |
3 |
| 80 |
1.6744 |
1.5594 |
0.1150 |
7.4% |
0.0014 |
0.1% |
2% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5803 |
|
2.618 |
1.5744 |
|
1.618 |
1.5708 |
|
1.000 |
1.5686 |
|
0.618 |
1.5672 |
|
HIGH |
1.5650 |
|
0.618 |
1.5636 |
|
0.500 |
1.5632 |
|
0.382 |
1.5628 |
|
LOW |
1.5614 |
|
0.618 |
1.5592 |
|
1.000 |
1.5578 |
|
1.618 |
1.5556 |
|
2.618 |
1.5520 |
|
4.250 |
1.5461 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5632 |
1.5658 |
| PP |
1.5626 |
1.5643 |
| S1 |
1.5620 |
1.5629 |
|