CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5603 |
1.5557 |
-0.0046 |
-0.3% |
1.5630 |
| High |
1.5603 |
1.5571 |
-0.0032 |
-0.2% |
1.5750 |
| Low |
1.5557 |
1.5486 |
-0.0071 |
-0.5% |
1.5530 |
| Close |
1.5572 |
1.5498 |
-0.0074 |
-0.5% |
1.5612 |
| Range |
0.0046 |
0.0085 |
0.0039 |
84.8% |
0.0220 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
1.0% |
0.0000 |
| Volume |
9 |
26 |
17 |
188.9% |
32 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5773 |
1.5721 |
1.5545 |
|
| R3 |
1.5688 |
1.5636 |
1.5521 |
|
| R2 |
1.5603 |
1.5603 |
1.5514 |
|
| R1 |
1.5551 |
1.5551 |
1.5506 |
1.5535 |
| PP |
1.5518 |
1.5518 |
1.5518 |
1.5510 |
| S1 |
1.5466 |
1.5466 |
1.5490 |
1.5450 |
| S2 |
1.5433 |
1.5433 |
1.5482 |
|
| S3 |
1.5348 |
1.5381 |
1.5475 |
|
| S4 |
1.5263 |
1.5296 |
1.5451 |
|
|
| 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 |
1.5719 |
1.5486 |
0.0233 |
1.5% |
0.0083 |
0.5% |
5% |
False |
True |
12 |
| 10 |
1.5750 |
1.5486 |
0.0264 |
1.7% |
0.0068 |
0.4% |
5% |
False |
True |
10 |
| 20 |
1.5772 |
1.5486 |
0.0286 |
1.8% |
0.0058 |
0.4% |
4% |
False |
True |
7 |
| 40 |
1.6132 |
1.5486 |
0.0646 |
4.2% |
0.0039 |
0.2% |
2% |
False |
True |
4 |
| 60 |
1.6155 |
1.5486 |
0.0669 |
4.3% |
0.0028 |
0.2% |
2% |
False |
True |
3 |
| 80 |
1.6420 |
1.5486 |
0.0934 |
6.0% |
0.0023 |
0.2% |
1% |
False |
True |
3 |
| 100 |
1.6804 |
1.5486 |
0.1318 |
8.5% |
0.0019 |
0.1% |
1% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5932 |
|
2.618 |
1.5794 |
|
1.618 |
1.5709 |
|
1.000 |
1.5656 |
|
0.618 |
1.5624 |
|
HIGH |
1.5571 |
|
0.618 |
1.5539 |
|
0.500 |
1.5529 |
|
0.382 |
1.5518 |
|
LOW |
1.5486 |
|
0.618 |
1.5433 |
|
1.000 |
1.5401 |
|
1.618 |
1.5348 |
|
2.618 |
1.5263 |
|
4.250 |
1.5125 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5529 |
1.5565 |
| PP |
1.5518 |
1.5542 |
| S1 |
1.5508 |
1.5520 |
|