CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5606 |
1.5633 |
0.0027 |
0.2% |
1.5630 |
| High |
1.5650 |
1.5643 |
-0.0007 |
0.0% |
1.5750 |
| Low |
1.5606 |
1.5594 |
-0.0012 |
-0.1% |
1.5530 |
| Close |
1.5650 |
1.5612 |
-0.0038 |
-0.2% |
1.5612 |
| Range |
0.0044 |
0.0049 |
0.0005 |
11.4% |
0.0220 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
11 |
2 |
-9 |
-81.8% |
32 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5763 |
1.5737 |
1.5639 |
|
| R3 |
1.5714 |
1.5688 |
1.5625 |
|
| R2 |
1.5665 |
1.5665 |
1.5621 |
|
| R1 |
1.5639 |
1.5639 |
1.5616 |
1.5628 |
| PP |
1.5616 |
1.5616 |
1.5616 |
1.5611 |
| S1 |
1.5590 |
1.5590 |
1.5608 |
1.5579 |
| S2 |
1.5567 |
1.5567 |
1.5603 |
|
| S3 |
1.5518 |
1.5541 |
1.5599 |
|
| S4 |
1.5469 |
1.5492 |
1.5585 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6291 |
1.6171 |
1.5733 |
|
| R3 |
1.6071 |
1.5951 |
1.5673 |
|
| R2 |
1.5851 |
1.5851 |
1.5652 |
|
| R1 |
1.5731 |
1.5731 |
1.5632 |
1.5681 |
| PP |
1.5631 |
1.5631 |
1.5631 |
1.5606 |
| S1 |
1.5511 |
1.5511 |
1.5592 |
1.5461 |
| S2 |
1.5411 |
1.5411 |
1.5572 |
|
| S3 |
1.5191 |
1.5291 |
1.5552 |
|
| S4 |
1.4971 |
1.5071 |
1.5491 |
|
|
| 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% |
0.0087 |
0.6% |
37% |
False |
False |
6 |
| 10 |
1.5750 |
1.5530 |
0.0220 |
1.4% |
0.0058 |
0.4% |
37% |
False |
False |
8 |
| 20 |
1.5772 |
1.5530 |
0.0242 |
1.6% |
0.0055 |
0.4% |
34% |
False |
False |
5 |
| 40 |
1.6132 |
1.5530 |
0.0602 |
3.9% |
0.0035 |
0.2% |
14% |
False |
False |
3 |
| 60 |
1.6205 |
1.5530 |
0.0675 |
4.3% |
0.0026 |
0.2% |
12% |
False |
False |
3 |
| 80 |
1.6531 |
1.5530 |
0.1001 |
6.4% |
0.0022 |
0.1% |
8% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5851 |
|
2.618 |
1.5771 |
|
1.618 |
1.5722 |
|
1.000 |
1.5692 |
|
0.618 |
1.5673 |
|
HIGH |
1.5643 |
|
0.618 |
1.5624 |
|
0.500 |
1.5619 |
|
0.382 |
1.5613 |
|
LOW |
1.5594 |
|
0.618 |
1.5564 |
|
1.000 |
1.5545 |
|
1.618 |
1.5515 |
|
2.618 |
1.5466 |
|
4.250 |
1.5386 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5619 |
1.5625 |
| PP |
1.5616 |
1.5620 |
| S1 |
1.5614 |
1.5616 |
|