CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5719 |
1.5606 |
-0.0113 |
-0.7% |
1.5640 |
| High |
1.5719 |
1.5650 |
-0.0069 |
-0.4% |
1.5720 |
| Low |
1.5530 |
1.5606 |
0.0076 |
0.5% |
1.5640 |
| Close |
1.5530 |
1.5650 |
0.0120 |
0.8% |
1.5684 |
| Range |
0.0189 |
0.0044 |
-0.0145 |
-76.7% |
0.0080 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.2% |
0.0000 |
| Volume |
12 |
11 |
-1 |
-8.3% |
50 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5767 |
1.5753 |
1.5674 |
|
| R3 |
1.5723 |
1.5709 |
1.5662 |
|
| R2 |
1.5679 |
1.5679 |
1.5658 |
|
| R1 |
1.5665 |
1.5665 |
1.5654 |
1.5672 |
| PP |
1.5635 |
1.5635 |
1.5635 |
1.5639 |
| S1 |
1.5621 |
1.5621 |
1.5646 |
1.5628 |
| S2 |
1.5591 |
1.5591 |
1.5642 |
|
| S3 |
1.5547 |
1.5577 |
1.5638 |
|
| S4 |
1.5503 |
1.5533 |
1.5626 |
|
|
| 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% |
0.0084 |
0.5% |
55% |
False |
False |
7 |
| 10 |
1.5750 |
1.5530 |
0.0220 |
1.4% |
0.0056 |
0.4% |
55% |
False |
False |
8 |
| 20 |
1.5772 |
1.5530 |
0.0242 |
1.5% |
0.0056 |
0.4% |
50% |
False |
False |
5 |
| 40 |
1.6132 |
1.5530 |
0.0602 |
3.8% |
0.0034 |
0.2% |
20% |
False |
False |
3 |
| 60 |
1.6263 |
1.5530 |
0.0733 |
4.7% |
0.0025 |
0.2% |
16% |
False |
False |
3 |
| 80 |
1.6531 |
1.5530 |
0.1001 |
6.4% |
0.0021 |
0.1% |
12% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5837 |
|
2.618 |
1.5765 |
|
1.618 |
1.5721 |
|
1.000 |
1.5694 |
|
0.618 |
1.5677 |
|
HIGH |
1.5650 |
|
0.618 |
1.5633 |
|
0.500 |
1.5628 |
|
0.382 |
1.5623 |
|
LOW |
1.5606 |
|
0.618 |
1.5579 |
|
1.000 |
1.5562 |
|
1.618 |
1.5535 |
|
2.618 |
1.5491 |
|
4.250 |
1.5419 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5643 |
1.5647 |
| PP |
1.5635 |
1.5643 |
| S1 |
1.5628 |
1.5640 |
|