CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5877 |
1.5839 |
-0.0038 |
-0.2% |
1.5969 |
| High |
1.5913 |
1.5942 |
0.0029 |
0.2% |
1.6027 |
| Low |
1.5836 |
1.5831 |
-0.0005 |
0.0% |
1.5786 |
| Close |
1.5847 |
1.5882 |
0.0035 |
0.2% |
1.5860 |
| Range |
0.0077 |
0.0111 |
0.0034 |
44.2% |
0.0241 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.1% |
0.0000 |
| Volume |
64,208 |
72,579 |
8,371 |
13.0% |
490,159 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6218 |
1.6161 |
1.5943 |
|
| R3 |
1.6107 |
1.6050 |
1.5913 |
|
| R2 |
1.5996 |
1.5996 |
1.5902 |
|
| R1 |
1.5939 |
1.5939 |
1.5892 |
1.5968 |
| PP |
1.5885 |
1.5885 |
1.5885 |
1.5899 |
| S1 |
1.5828 |
1.5828 |
1.5872 |
1.5857 |
| S2 |
1.5774 |
1.5774 |
1.5862 |
|
| S3 |
1.5663 |
1.5717 |
1.5851 |
|
| S4 |
1.5552 |
1.5606 |
1.5821 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6614 |
1.6478 |
1.5993 |
|
| R3 |
1.6373 |
1.6237 |
1.5926 |
|
| R2 |
1.6132 |
1.6132 |
1.5904 |
|
| R1 |
1.5996 |
1.5996 |
1.5882 |
1.5944 |
| PP |
1.5891 |
1.5891 |
1.5891 |
1.5865 |
| S1 |
1.5755 |
1.5755 |
1.5838 |
1.5703 |
| S2 |
1.5650 |
1.5650 |
1.5816 |
|
| S3 |
1.5409 |
1.5514 |
1.5794 |
|
| S4 |
1.5168 |
1.5273 |
1.5727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6017 |
1.5786 |
0.0231 |
1.5% |
0.0124 |
0.8% |
42% |
False |
False |
94,630 |
| 10 |
1.6155 |
1.5786 |
0.0369 |
2.3% |
0.0109 |
0.7% |
26% |
False |
False |
90,190 |
| 20 |
1.6178 |
1.5786 |
0.0392 |
2.5% |
0.0108 |
0.7% |
24% |
False |
False |
92,982 |
| 40 |
1.6515 |
1.5786 |
0.0729 |
4.6% |
0.0116 |
0.7% |
13% |
False |
False |
103,577 |
| 60 |
1.6706 |
1.5786 |
0.0920 |
5.8% |
0.0107 |
0.7% |
10% |
False |
False |
79,281 |
| 80 |
1.7066 |
1.5786 |
0.1280 |
8.1% |
0.0092 |
0.6% |
8% |
False |
False |
59,538 |
| 100 |
1.7165 |
1.5786 |
0.1379 |
8.7% |
0.0085 |
0.5% |
7% |
False |
False |
47,664 |
| 120 |
1.7165 |
1.5786 |
0.1379 |
8.7% |
0.0075 |
0.5% |
7% |
False |
False |
39,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6414 |
|
2.618 |
1.6233 |
|
1.618 |
1.6122 |
|
1.000 |
1.6053 |
|
0.618 |
1.6011 |
|
HIGH |
1.5942 |
|
0.618 |
1.5900 |
|
0.500 |
1.5887 |
|
0.382 |
1.5873 |
|
LOW |
1.5831 |
|
0.618 |
1.5762 |
|
1.000 |
1.5720 |
|
1.618 |
1.5651 |
|
2.618 |
1.5540 |
|
4.250 |
1.5359 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5887 |
1.5876 |
| PP |
1.5885 |
1.5870 |
| S1 |
1.5884 |
1.5864 |
|