CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5718 |
1.5630 |
-0.0088 |
-0.6% |
1.5640 |
| High |
1.5720 |
1.5639 |
-0.0081 |
-0.5% |
1.5720 |
| Low |
1.5684 |
1.5618 |
-0.0066 |
-0.4% |
1.5640 |
| Close |
1.5684 |
1.5619 |
-0.0065 |
-0.4% |
1.5684 |
| Range |
0.0036 |
0.0021 |
-0.0015 |
-41.7% |
0.0080 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.5% |
0.0000 |
| Volume |
6 |
4 |
-2 |
-33.3% |
50 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5688 |
1.5675 |
1.5631 |
|
| R3 |
1.5667 |
1.5654 |
1.5625 |
|
| R2 |
1.5646 |
1.5646 |
1.5623 |
|
| R1 |
1.5633 |
1.5633 |
1.5621 |
1.5629 |
| PP |
1.5625 |
1.5625 |
1.5625 |
1.5624 |
| S1 |
1.5612 |
1.5612 |
1.5617 |
1.5608 |
| S2 |
1.5604 |
1.5604 |
1.5615 |
|
| S3 |
1.5583 |
1.5591 |
1.5613 |
|
| S4 |
1.5562 |
1.5570 |
1.5607 |
|
|
| 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 |
1.5618 |
0.0102 |
0.7% |
0.0034 |
0.2% |
1% |
False |
True |
9 |
| 10 |
1.5720 |
1.5558 |
0.0162 |
1.0% |
0.0029 |
0.2% |
38% |
False |
False |
7 |
| 20 |
1.5772 |
1.5558 |
0.0214 |
1.4% |
0.0040 |
0.3% |
29% |
False |
False |
4 |
| 40 |
1.6132 |
1.5558 |
0.0574 |
3.7% |
0.0025 |
0.2% |
11% |
False |
False |
3 |
| 60 |
1.6378 |
1.5558 |
0.0820 |
5.3% |
0.0020 |
0.1% |
7% |
False |
False |
3 |
| 80 |
1.6531 |
1.5558 |
0.0973 |
6.2% |
0.0017 |
0.1% |
6% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5728 |
|
2.618 |
1.5694 |
|
1.618 |
1.5673 |
|
1.000 |
1.5660 |
|
0.618 |
1.5652 |
|
HIGH |
1.5639 |
|
0.618 |
1.5631 |
|
0.500 |
1.5629 |
|
0.382 |
1.5626 |
|
LOW |
1.5618 |
|
0.618 |
1.5605 |
|
1.000 |
1.5597 |
|
1.618 |
1.5584 |
|
2.618 |
1.5563 |
|
4.250 |
1.5529 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5629 |
1.5669 |
| PP |
1.5625 |
1.5652 |
| S1 |
1.5622 |
1.5636 |
|