CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5839 |
1.5911 |
0.0072 |
0.5% |
1.5969 |
| High |
1.5942 |
1.5937 |
-0.0005 |
0.0% |
1.6027 |
| Low |
1.5831 |
1.5771 |
-0.0060 |
-0.4% |
1.5786 |
| Close |
1.5882 |
1.5777 |
-0.0105 |
-0.7% |
1.5860 |
| Range |
0.0111 |
0.0166 |
0.0055 |
49.5% |
0.0241 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
3.7% |
0.0000 |
| Volume |
72,579 |
141,612 |
69,033 |
95.1% |
490,159 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6326 |
1.6218 |
1.5868 |
|
| R3 |
1.6160 |
1.6052 |
1.5823 |
|
| R2 |
1.5994 |
1.5994 |
1.5807 |
|
| R1 |
1.5886 |
1.5886 |
1.5792 |
1.5857 |
| PP |
1.5828 |
1.5828 |
1.5828 |
1.5814 |
| S1 |
1.5720 |
1.5720 |
1.5762 |
1.5691 |
| S2 |
1.5662 |
1.5662 |
1.5747 |
|
| S3 |
1.5496 |
1.5554 |
1.5731 |
|
| S4 |
1.5330 |
1.5388 |
1.5686 |
|
|
| 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 |
1.5997 |
1.5771 |
0.0226 |
1.4% |
0.0126 |
0.8% |
3% |
False |
True |
97,522 |
| 10 |
1.6032 |
1.5771 |
0.0261 |
1.7% |
0.0110 |
0.7% |
2% |
False |
True |
95,529 |
| 20 |
1.6178 |
1.5771 |
0.0407 |
2.6% |
0.0106 |
0.7% |
1% |
False |
True |
88,443 |
| 40 |
1.6515 |
1.5771 |
0.0744 |
4.7% |
0.0118 |
0.7% |
1% |
False |
True |
103,946 |
| 60 |
1.6675 |
1.5771 |
0.0904 |
5.7% |
0.0108 |
0.7% |
1% |
False |
True |
81,637 |
| 80 |
1.7066 |
1.5771 |
0.1295 |
8.2% |
0.0094 |
0.6% |
0% |
False |
True |
61,307 |
| 100 |
1.7165 |
1.5771 |
0.1394 |
8.8% |
0.0086 |
0.5% |
0% |
False |
True |
49,080 |
| 120 |
1.7165 |
1.5771 |
0.1394 |
8.8% |
0.0076 |
0.5% |
0% |
False |
True |
40,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6643 |
|
2.618 |
1.6372 |
|
1.618 |
1.6206 |
|
1.000 |
1.6103 |
|
0.618 |
1.6040 |
|
HIGH |
1.5937 |
|
0.618 |
1.5874 |
|
0.500 |
1.5854 |
|
0.382 |
1.5834 |
|
LOW |
1.5771 |
|
0.618 |
1.5668 |
|
1.000 |
1.5605 |
|
1.618 |
1.5502 |
|
2.618 |
1.5336 |
|
4.250 |
1.5066 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5854 |
1.5857 |
| PP |
1.5828 |
1.5830 |
| S1 |
1.5803 |
1.5804 |
|