CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5630 |
1.5620 |
-0.0010 |
-0.1% |
1.5640 |
| High |
1.5639 |
1.5750 |
0.0111 |
0.7% |
1.5720 |
| Low |
1.5618 |
1.5620 |
0.0002 |
0.0% |
1.5640 |
| Close |
1.5619 |
1.5707 |
0.0088 |
0.6% |
1.5684 |
| Range |
0.0021 |
0.0130 |
0.0109 |
519.0% |
0.0080 |
| ATR |
0.0062 |
0.0067 |
0.0005 |
7.9% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
50 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6082 |
1.6025 |
1.5779 |
|
| R3 |
1.5952 |
1.5895 |
1.5743 |
|
| R2 |
1.5822 |
1.5822 |
1.5731 |
|
| R1 |
1.5765 |
1.5765 |
1.5719 |
1.5794 |
| PP |
1.5692 |
1.5692 |
1.5692 |
1.5707 |
| S1 |
1.5635 |
1.5635 |
1.5695 |
1.5664 |
| S2 |
1.5562 |
1.5562 |
1.5683 |
|
| S3 |
1.5432 |
1.5505 |
1.5671 |
|
| S4 |
1.5302 |
1.5375 |
1.5636 |
|
|
| 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 |
1.5750 |
1.5618 |
0.0132 |
0.8% |
0.0053 |
0.3% |
67% |
True |
False |
8 |
| 10 |
1.5750 |
1.5558 |
0.0192 |
1.2% |
0.0039 |
0.2% |
78% |
True |
False |
6 |
| 20 |
1.5772 |
1.5558 |
0.0214 |
1.4% |
0.0047 |
0.3% |
70% |
False |
False |
4 |
| 40 |
1.6132 |
1.5558 |
0.0574 |
3.7% |
0.0028 |
0.2% |
26% |
False |
False |
3 |
| 60 |
1.6378 |
1.5558 |
0.0820 |
5.2% |
0.0022 |
0.1% |
18% |
False |
False |
3 |
| 80 |
1.6531 |
1.5558 |
0.0973 |
6.2% |
0.0018 |
0.1% |
15% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6303 |
|
2.618 |
1.6090 |
|
1.618 |
1.5960 |
|
1.000 |
1.5880 |
|
0.618 |
1.5830 |
|
HIGH |
1.5750 |
|
0.618 |
1.5700 |
|
0.500 |
1.5685 |
|
0.382 |
1.5670 |
|
LOW |
1.5620 |
|
0.618 |
1.5540 |
|
1.000 |
1.5490 |
|
1.618 |
1.5410 |
|
2.618 |
1.5280 |
|
4.250 |
1.5068 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5700 |
1.5699 |
| PP |
1.5692 |
1.5692 |
| S1 |
1.5685 |
1.5684 |
|