CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1.5618 |
1.5650 |
0.0032 |
0.2% |
1.5629 |
High |
1.5662 |
1.5650 |
-0.0012 |
-0.1% |
1.5772 |
Low |
1.5600 |
1.5650 |
0.0050 |
0.3% |
1.5594 |
Close |
1.5662 |
1.5650 |
-0.0012 |
-0.1% |
1.5594 |
Range |
0.0062 |
0.0000 |
-0.0062 |
-100.0% |
0.0178 |
ATR |
0.0069 |
0.0065 |
-0.0004 |
-5.9% |
0.0000 |
Volume |
6 |
2 |
-4 |
-66.7% |
9 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5650 |
1.5650 |
1.5650 |
|
R3 |
1.5650 |
1.5650 |
1.5650 |
|
R2 |
1.5650 |
1.5650 |
1.5650 |
|
R1 |
1.5650 |
1.5650 |
1.5650 |
1.5650 |
PP |
1.5650 |
1.5650 |
1.5650 |
1.5650 |
S1 |
1.5650 |
1.5650 |
1.5650 |
1.5650 |
S2 |
1.5650 |
1.5650 |
1.5650 |
|
S3 |
1.5650 |
1.5650 |
1.5650 |
|
S4 |
1.5650 |
1.5650 |
1.5650 |
|
|
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 |
1.5722 |
1.5594 |
0.0128 |
0.8% |
0.0061 |
0.4% |
44% |
False |
False |
5 |
10 |
1.5772 |
1.5594 |
0.0178 |
1.1% |
0.0057 |
0.4% |
31% |
False |
False |
3 |
20 |
1.5854 |
1.5594 |
0.0260 |
1.7% |
0.0034 |
0.2% |
22% |
False |
False |
2 |
40 |
1.6132 |
1.5594 |
0.0538 |
3.4% |
0.0021 |
0.1% |
10% |
False |
False |
2 |
60 |
1.6378 |
1.5594 |
0.0784 |
5.0% |
0.0019 |
0.1% |
7% |
False |
False |
3 |
80 |
1.6666 |
1.5594 |
0.1072 |
6.8% |
0.0014 |
0.1% |
5% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5650 |
2.618 |
1.5650 |
1.618 |
1.5650 |
1.000 |
1.5650 |
0.618 |
1.5650 |
HIGH |
1.5650 |
0.618 |
1.5650 |
0.500 |
1.5650 |
0.382 |
1.5650 |
LOW |
1.5650 |
0.618 |
1.5650 |
1.000 |
1.5650 |
1.618 |
1.5650 |
2.618 |
1.5650 |
4.250 |
1.5650 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5650 |
1.5644 |
PP |
1.5650 |
1.5637 |
S1 |
1.5650 |
1.5631 |
|