CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5557 |
1.5523 |
-0.0034 |
-0.2% |
1.5630 |
| High |
1.5571 |
1.5533 |
-0.0038 |
-0.2% |
1.5750 |
| Low |
1.5486 |
1.5523 |
0.0037 |
0.2% |
1.5530 |
| Close |
1.5498 |
1.5533 |
0.0035 |
0.2% |
1.5612 |
| Range |
0.0085 |
0.0010 |
-0.0075 |
-88.2% |
0.0220 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
26 |
24 |
-2 |
-7.7% |
32 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5560 |
1.5556 |
1.5539 |
|
| R3 |
1.5550 |
1.5546 |
1.5536 |
|
| R2 |
1.5540 |
1.5540 |
1.5535 |
|
| R1 |
1.5536 |
1.5536 |
1.5534 |
1.5538 |
| PP |
1.5530 |
1.5530 |
1.5530 |
1.5531 |
| S1 |
1.5526 |
1.5526 |
1.5532 |
1.5528 |
| S2 |
1.5520 |
1.5520 |
1.5531 |
|
| S3 |
1.5510 |
1.5516 |
1.5530 |
|
| S4 |
1.5500 |
1.5506 |
1.5528 |
|
|
| 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 |
1.5650 |
1.5486 |
0.0164 |
1.1% |
0.0047 |
0.3% |
29% |
False |
False |
14 |
| 10 |
1.5750 |
1.5486 |
0.0264 |
1.7% |
0.0067 |
0.4% |
18% |
False |
False |
12 |
| 20 |
1.5772 |
1.5486 |
0.0286 |
1.8% |
0.0058 |
0.4% |
16% |
False |
False |
8 |
| 40 |
1.6087 |
1.5486 |
0.0601 |
3.9% |
0.0038 |
0.2% |
8% |
False |
False |
5 |
| 60 |
1.6132 |
1.5486 |
0.0646 |
4.2% |
0.0028 |
0.2% |
7% |
False |
False |
4 |
| 80 |
1.6400 |
1.5486 |
0.0914 |
5.9% |
0.0023 |
0.2% |
5% |
False |
False |
4 |
| 100 |
1.6804 |
1.5486 |
0.1318 |
8.5% |
0.0019 |
0.1% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5576 |
|
2.618 |
1.5559 |
|
1.618 |
1.5549 |
|
1.000 |
1.5543 |
|
0.618 |
1.5539 |
|
HIGH |
1.5533 |
|
0.618 |
1.5529 |
|
0.500 |
1.5528 |
|
0.382 |
1.5527 |
|
LOW |
1.5523 |
|
0.618 |
1.5517 |
|
1.000 |
1.5513 |
|
1.618 |
1.5507 |
|
2.618 |
1.5497 |
|
4.250 |
1.5481 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5531 |
1.5545 |
| PP |
1.5530 |
1.5541 |
| S1 |
1.5528 |
1.5537 |
|