CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5530 |
1.5546 |
0.0016 |
0.1% |
1.5603 |
| High |
1.5539 |
1.5546 |
0.0007 |
0.0% |
1.5603 |
| Low |
1.5530 |
1.5494 |
-0.0036 |
-0.2% |
1.5486 |
| Close |
1.5539 |
1.5501 |
-0.0038 |
-0.2% |
1.5539 |
| Range |
0.0009 |
0.0052 |
0.0043 |
477.8% |
0.0117 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
66 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5670 |
1.5637 |
1.5530 |
|
| R3 |
1.5618 |
1.5585 |
1.5515 |
|
| R2 |
1.5566 |
1.5566 |
1.5511 |
|
| R1 |
1.5533 |
1.5533 |
1.5506 |
1.5524 |
| PP |
1.5514 |
1.5514 |
1.5514 |
1.5509 |
| S1 |
1.5481 |
1.5481 |
1.5496 |
1.5472 |
| S2 |
1.5462 |
1.5462 |
1.5491 |
|
| S3 |
1.5410 |
1.5429 |
1.5487 |
|
| S4 |
1.5358 |
1.5377 |
1.5472 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5894 |
1.5833 |
1.5603 |
|
| R3 |
1.5777 |
1.5716 |
1.5571 |
|
| R2 |
1.5660 |
1.5660 |
1.5560 |
|
| R1 |
1.5599 |
1.5599 |
1.5550 |
1.5571 |
| PP |
1.5543 |
1.5543 |
1.5543 |
1.5529 |
| S1 |
1.5482 |
1.5482 |
1.5528 |
1.5454 |
| S2 |
1.5426 |
1.5426 |
1.5518 |
|
| S3 |
1.5309 |
1.5365 |
1.5507 |
|
| S4 |
1.5192 |
1.5248 |
1.5475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5603 |
1.5486 |
0.0117 |
0.8% |
0.0040 |
0.3% |
13% |
False |
False |
13 |
| 10 |
1.5750 |
1.5486 |
0.0264 |
1.7% |
0.0064 |
0.4% |
6% |
False |
False |
9 |
| 20 |
1.5750 |
1.5486 |
0.0264 |
1.7% |
0.0051 |
0.3% |
6% |
False |
False |
8 |
| 40 |
1.5968 |
1.5486 |
0.0482 |
3.1% |
0.0037 |
0.2% |
3% |
False |
False |
5 |
| 60 |
1.6132 |
1.5486 |
0.0646 |
4.2% |
0.0029 |
0.2% |
2% |
False |
False |
4 |
| 80 |
1.6378 |
1.5486 |
0.0892 |
5.8% |
0.0024 |
0.2% |
2% |
False |
False |
4 |
| 100 |
1.6767 |
1.5486 |
0.1281 |
8.3% |
0.0020 |
0.1% |
1% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5767 |
|
2.618 |
1.5682 |
|
1.618 |
1.5630 |
|
1.000 |
1.5598 |
|
0.618 |
1.5578 |
|
HIGH |
1.5546 |
|
0.618 |
1.5526 |
|
0.500 |
1.5520 |
|
0.382 |
1.5514 |
|
LOW |
1.5494 |
|
0.618 |
1.5462 |
|
1.000 |
1.5442 |
|
1.618 |
1.5410 |
|
2.618 |
1.5358 |
|
4.250 |
1.5273 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5520 |
1.5520 |
| PP |
1.5514 |
1.5514 |
| S1 |
1.5507 |
1.5507 |
|