CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5546 |
1.5493 |
-0.0053 |
-0.3% |
1.5603 |
| High |
1.5546 |
1.5553 |
0.0007 |
0.0% |
1.5603 |
| Low |
1.5494 |
1.5493 |
-0.0001 |
0.0% |
1.5486 |
| Close |
1.5501 |
1.5536 |
0.0035 |
0.2% |
1.5539 |
| Range |
0.0052 |
0.0060 |
0.0008 |
15.4% |
0.0117 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
66 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5707 |
1.5682 |
1.5569 |
|
| R3 |
1.5647 |
1.5622 |
1.5553 |
|
| R2 |
1.5587 |
1.5587 |
1.5547 |
|
| R1 |
1.5562 |
1.5562 |
1.5542 |
1.5575 |
| PP |
1.5527 |
1.5527 |
1.5527 |
1.5534 |
| S1 |
1.5502 |
1.5502 |
1.5531 |
1.5515 |
| S2 |
1.5467 |
1.5467 |
1.5525 |
|
| S3 |
1.5407 |
1.5442 |
1.5520 |
|
| S4 |
1.5347 |
1.5382 |
1.5503 |
|
|
| 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 |
1.5571 |
1.5486 |
0.0085 |
0.5% |
0.0043 |
0.3% |
59% |
False |
False |
13 |
| 10 |
1.5750 |
1.5486 |
0.0264 |
1.7% |
0.0067 |
0.4% |
19% |
False |
False |
10 |
| 20 |
1.5750 |
1.5486 |
0.0264 |
1.7% |
0.0048 |
0.3% |
19% |
False |
False |
8 |
| 40 |
1.5968 |
1.5486 |
0.0482 |
3.1% |
0.0038 |
0.2% |
10% |
False |
False |
5 |
| 60 |
1.6132 |
1.5486 |
0.0646 |
4.2% |
0.0029 |
0.2% |
8% |
False |
False |
4 |
| 80 |
1.6378 |
1.5486 |
0.0892 |
5.7% |
0.0025 |
0.2% |
6% |
False |
False |
4 |
| 100 |
1.6744 |
1.5486 |
0.1258 |
8.1% |
0.0020 |
0.1% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5808 |
|
2.618 |
1.5710 |
|
1.618 |
1.5650 |
|
1.000 |
1.5613 |
|
0.618 |
1.5590 |
|
HIGH |
1.5553 |
|
0.618 |
1.5530 |
|
0.500 |
1.5523 |
|
0.382 |
1.5516 |
|
LOW |
1.5493 |
|
0.618 |
1.5456 |
|
1.000 |
1.5433 |
|
1.618 |
1.5396 |
|
2.618 |
1.5336 |
|
4.250 |
1.5238 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5532 |
1.5532 |
| PP |
1.5527 |
1.5527 |
| S1 |
1.5523 |
1.5523 |
|