CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5620 |
1.5719 |
0.0099 |
0.6% |
1.5640 |
| High |
1.5750 |
1.5719 |
-0.0031 |
-0.2% |
1.5720 |
| Low |
1.5620 |
1.5530 |
-0.0090 |
-0.6% |
1.5640 |
| Close |
1.5707 |
1.5530 |
-0.0177 |
-1.1% |
1.5684 |
| Range |
0.0130 |
0.0189 |
0.0059 |
45.4% |
0.0080 |
| ATR |
0.0067 |
0.0076 |
0.0009 |
13.0% |
0.0000 |
| Volume |
3 |
12 |
9 |
300.0% |
50 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6160 |
1.6034 |
1.5634 |
|
| R3 |
1.5971 |
1.5845 |
1.5582 |
|
| R2 |
1.5782 |
1.5782 |
1.5565 |
|
| R1 |
1.5656 |
1.5656 |
1.5547 |
1.5625 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5577 |
| S1 |
1.5467 |
1.5467 |
1.5513 |
1.5436 |
| S2 |
1.5404 |
1.5404 |
1.5495 |
|
| S3 |
1.5215 |
1.5278 |
1.5478 |
|
| S4 |
1.5026 |
1.5089 |
1.5426 |
|
|
| 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 |
1.5530 |
0.0220 |
1.4% |
0.0086 |
0.6% |
0% |
False |
True |
10 |
| 10 |
1.5750 |
1.5530 |
0.0220 |
1.4% |
0.0051 |
0.3% |
0% |
False |
True |
7 |
| 20 |
1.5772 |
1.5530 |
0.0242 |
1.6% |
0.0056 |
0.4% |
0% |
False |
True |
5 |
| 40 |
1.6132 |
1.5530 |
0.0602 |
3.9% |
0.0033 |
0.2% |
0% |
False |
True |
3 |
| 60 |
1.6289 |
1.5530 |
0.0759 |
4.9% |
0.0025 |
0.2% |
0% |
False |
True |
3 |
| 80 |
1.6531 |
1.5530 |
0.1001 |
6.4% |
0.0021 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6522 |
|
2.618 |
1.6214 |
|
1.618 |
1.6025 |
|
1.000 |
1.5908 |
|
0.618 |
1.5836 |
|
HIGH |
1.5719 |
|
0.618 |
1.5647 |
|
0.500 |
1.5625 |
|
0.382 |
1.5602 |
|
LOW |
1.5530 |
|
0.618 |
1.5413 |
|
1.000 |
1.5341 |
|
1.618 |
1.5224 |
|
2.618 |
1.5035 |
|
4.250 |
1.4727 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5625 |
1.5640 |
| PP |
1.5593 |
1.5603 |
| S1 |
1.5562 |
1.5567 |
|