CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5650 |
1.5618 |
-0.0032 |
-0.2% |
1.5629 |
| High |
1.5650 |
1.5662 |
0.0012 |
0.1% |
1.5772 |
| Low |
1.5614 |
1.5600 |
-0.0014 |
-0.1% |
1.5594 |
| Close |
1.5614 |
1.5662 |
0.0048 |
0.3% |
1.5594 |
| Range |
0.0036 |
0.0062 |
0.0026 |
72.2% |
0.0178 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
12 |
6 |
-6 |
-50.0% |
9 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5827 |
1.5807 |
1.5696 |
|
| R3 |
1.5765 |
1.5745 |
1.5679 |
|
| R2 |
1.5703 |
1.5703 |
1.5673 |
|
| R1 |
1.5683 |
1.5683 |
1.5668 |
1.5693 |
| PP |
1.5641 |
1.5641 |
1.5641 |
1.5647 |
| S1 |
1.5621 |
1.5621 |
1.5656 |
1.5631 |
| S2 |
1.5579 |
1.5579 |
1.5651 |
|
| S3 |
1.5517 |
1.5559 |
1.5645 |
|
| S4 |
1.5455 |
1.5497 |
1.5628 |
|
|
| 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% |
0.0083 |
0.5% |
38% |
False |
False |
5 |
| 10 |
1.5772 |
1.5594 |
0.0178 |
1.1% |
0.0061 |
0.4% |
38% |
False |
False |
3 |
| 20 |
1.5943 |
1.5594 |
0.0349 |
2.2% |
0.0034 |
0.2% |
19% |
False |
False |
2 |
| 40 |
1.6132 |
1.5594 |
0.0538 |
3.4% |
0.0021 |
0.1% |
13% |
False |
False |
2 |
| 60 |
1.6378 |
1.5594 |
0.0784 |
5.0% |
0.0019 |
0.1% |
9% |
False |
False |
3 |
| 80 |
1.6744 |
1.5594 |
0.1150 |
7.3% |
0.0014 |
0.1% |
6% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5926 |
|
2.618 |
1.5824 |
|
1.618 |
1.5762 |
|
1.000 |
1.5724 |
|
0.618 |
1.5700 |
|
HIGH |
1.5662 |
|
0.618 |
1.5638 |
|
0.500 |
1.5631 |
|
0.382 |
1.5624 |
|
LOW |
1.5600 |
|
0.618 |
1.5562 |
|
1.000 |
1.5538 |
|
1.618 |
1.5500 |
|
2.618 |
1.5438 |
|
4.250 |
1.5337 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5652 |
1.5662 |
| PP |
1.5641 |
1.5661 |
| S1 |
1.5631 |
1.5661 |
|