CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5700 |
1.5718 |
0.0018 |
0.1% |
1.5640 |
| High |
1.5720 |
1.5720 |
0.0000 |
0.0% |
1.5720 |
| Low |
1.5665 |
1.5684 |
0.0019 |
0.1% |
1.5640 |
| Close |
1.5679 |
1.5684 |
0.0005 |
0.0% |
1.5684 |
| Range |
0.0055 |
0.0036 |
-0.0019 |
-34.5% |
0.0080 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
26 |
6 |
-20 |
-76.9% |
50 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5804 |
1.5780 |
1.5704 |
|
| R3 |
1.5768 |
1.5744 |
1.5694 |
|
| R2 |
1.5732 |
1.5732 |
1.5691 |
|
| R1 |
1.5708 |
1.5708 |
1.5687 |
1.5702 |
| PP |
1.5696 |
1.5696 |
1.5696 |
1.5693 |
| S1 |
1.5672 |
1.5672 |
1.5681 |
1.5666 |
| S2 |
1.5660 |
1.5660 |
1.5677 |
|
| S3 |
1.5624 |
1.5636 |
1.5674 |
|
| S4 |
1.5588 |
1.5600 |
1.5664 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5921 |
1.5883 |
1.5728 |
|
| R3 |
1.5841 |
1.5803 |
1.5706 |
|
| R2 |
1.5761 |
1.5761 |
1.5699 |
|
| R1 |
1.5723 |
1.5723 |
1.5691 |
1.5742 |
| PP |
1.5681 |
1.5681 |
1.5681 |
1.5691 |
| S1 |
1.5643 |
1.5643 |
1.5677 |
1.5662 |
| S2 |
1.5601 |
1.5601 |
1.5669 |
|
| S3 |
1.5521 |
1.5563 |
1.5662 |
|
| S4 |
1.5441 |
1.5483 |
1.5640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5720 |
1.5640 |
0.0080 |
0.5% |
0.0030 |
0.2% |
55% |
True |
False |
10 |
| 10 |
1.5722 |
1.5558 |
0.0164 |
1.0% |
0.0039 |
0.2% |
77% |
False |
False |
7 |
| 20 |
1.5772 |
1.5558 |
0.0214 |
1.4% |
0.0039 |
0.3% |
59% |
False |
False |
4 |
| 40 |
1.6132 |
1.5558 |
0.0574 |
3.7% |
0.0025 |
0.2% |
22% |
False |
False |
3 |
| 60 |
1.6378 |
1.5558 |
0.0820 |
5.2% |
0.0019 |
0.1% |
15% |
False |
False |
3 |
| 80 |
1.6531 |
1.5558 |
0.0973 |
6.2% |
0.0016 |
0.1% |
13% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5873 |
|
2.618 |
1.5814 |
|
1.618 |
1.5778 |
|
1.000 |
1.5756 |
|
0.618 |
1.5742 |
|
HIGH |
1.5720 |
|
0.618 |
1.5706 |
|
0.500 |
1.5702 |
|
0.382 |
1.5698 |
|
LOW |
1.5684 |
|
0.618 |
1.5662 |
|
1.000 |
1.5648 |
|
1.618 |
1.5626 |
|
2.618 |
1.5590 |
|
4.250 |
1.5531 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5702 |
1.5690 |
| PP |
1.5696 |
1.5688 |
| S1 |
1.5690 |
1.5686 |
|