CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5650 |
1.5580 |
-0.0070 |
-0.4% |
1.5615 |
| High |
1.5650 |
1.5580 |
-0.0070 |
-0.4% |
1.5722 |
| Low |
1.5650 |
1.5558 |
-0.0092 |
-0.6% |
1.5558 |
| Close |
1.5650 |
1.5558 |
-0.0092 |
-0.6% |
1.5558 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0164 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5631 |
1.5617 |
1.5570 |
|
| R3 |
1.5609 |
1.5595 |
1.5564 |
|
| R2 |
1.5587 |
1.5587 |
1.5562 |
|
| R1 |
1.5573 |
1.5573 |
1.5560 |
1.5569 |
| PP |
1.5565 |
1.5565 |
1.5565 |
1.5564 |
| S1 |
1.5551 |
1.5551 |
1.5556 |
1.5547 |
| S2 |
1.5543 |
1.5543 |
1.5554 |
|
| S3 |
1.5521 |
1.5529 |
1.5552 |
|
| S4 |
1.5499 |
1.5507 |
1.5546 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6105 |
1.5995 |
1.5648 |
|
| R3 |
1.5941 |
1.5831 |
1.5603 |
|
| R2 |
1.5777 |
1.5777 |
1.5588 |
|
| R1 |
1.5667 |
1.5667 |
1.5573 |
1.5640 |
| PP |
1.5613 |
1.5613 |
1.5613 |
1.5599 |
| S1 |
1.5503 |
1.5503 |
1.5543 |
1.5476 |
| S2 |
1.5449 |
1.5449 |
1.5528 |
|
| S3 |
1.5285 |
1.5339 |
1.5513 |
|
| S4 |
1.5121 |
1.5175 |
1.5468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5722 |
1.5558 |
0.0164 |
1.1% |
0.0048 |
0.3% |
0% |
False |
True |
4 |
| 10 |
1.5772 |
1.5558 |
0.0214 |
1.4% |
0.0053 |
0.3% |
0% |
False |
True |
3 |
| 20 |
1.5854 |
1.5558 |
0.0296 |
1.9% |
0.0035 |
0.2% |
0% |
False |
True |
2 |
| 40 |
1.6132 |
1.5558 |
0.0574 |
3.7% |
0.0021 |
0.1% |
0% |
False |
True |
2 |
| 60 |
1.6378 |
1.5558 |
0.0820 |
5.3% |
0.0019 |
0.1% |
0% |
False |
True |
3 |
| 80 |
1.6666 |
1.5558 |
0.1108 |
7.1% |
0.0014 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5674 |
|
2.618 |
1.5638 |
|
1.618 |
1.5616 |
|
1.000 |
1.5602 |
|
0.618 |
1.5594 |
|
HIGH |
1.5580 |
|
0.618 |
1.5572 |
|
0.500 |
1.5569 |
|
0.382 |
1.5566 |
|
LOW |
1.5558 |
|
0.618 |
1.5544 |
|
1.000 |
1.5536 |
|
1.618 |
1.5522 |
|
2.618 |
1.5500 |
|
4.250 |
1.5465 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5569 |
1.5610 |
| PP |
1.5565 |
1.5593 |
| S1 |
1.5562 |
1.5575 |
|