CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5911 |
1.5762 |
-0.0149 |
-0.9% |
1.5969 |
| High |
1.5937 |
1.5778 |
-0.0159 |
-1.0% |
1.6027 |
| Low |
1.5771 |
1.5690 |
-0.0081 |
-0.5% |
1.5786 |
| Close |
1.5777 |
1.5715 |
-0.0062 |
-0.4% |
1.5860 |
| Range |
0.0166 |
0.0088 |
-0.0078 |
-47.0% |
0.0241 |
| ATR |
0.0113 |
0.0112 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
141,612 |
77,977 |
-63,635 |
-44.9% |
490,159 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5992 |
1.5941 |
1.5763 |
|
| R3 |
1.5904 |
1.5853 |
1.5739 |
|
| R2 |
1.5816 |
1.5816 |
1.5731 |
|
| R1 |
1.5765 |
1.5765 |
1.5723 |
1.5747 |
| PP |
1.5728 |
1.5728 |
1.5728 |
1.5718 |
| S1 |
1.5677 |
1.5677 |
1.5707 |
1.5659 |
| S2 |
1.5640 |
1.5640 |
1.5699 |
|
| S3 |
1.5552 |
1.5589 |
1.5691 |
|
| S4 |
1.5464 |
1.5501 |
1.5667 |
|
|
| 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 |
1.5942 |
1.5690 |
0.0252 |
1.6% |
0.0108 |
0.7% |
10% |
False |
True |
92,315 |
| 10 |
1.6027 |
1.5690 |
0.0337 |
2.1% |
0.0110 |
0.7% |
7% |
False |
True |
94,778 |
| 20 |
1.6178 |
1.5690 |
0.0488 |
3.1% |
0.0103 |
0.7% |
5% |
False |
True |
84,950 |
| 40 |
1.6515 |
1.5690 |
0.0825 |
5.2% |
0.0116 |
0.7% |
3% |
False |
True |
102,559 |
| 60 |
1.6629 |
1.5690 |
0.0939 |
6.0% |
0.0107 |
0.7% |
3% |
False |
True |
82,912 |
| 80 |
1.7017 |
1.5690 |
0.1327 |
8.4% |
0.0094 |
0.6% |
2% |
False |
True |
62,281 |
| 100 |
1.7165 |
1.5690 |
0.1475 |
9.4% |
0.0086 |
0.5% |
2% |
False |
True |
49,860 |
| 120 |
1.7165 |
1.5690 |
0.1475 |
9.4% |
0.0077 |
0.5% |
2% |
False |
True |
41,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6152 |
|
2.618 |
1.6008 |
|
1.618 |
1.5920 |
|
1.000 |
1.5866 |
|
0.618 |
1.5832 |
|
HIGH |
1.5778 |
|
0.618 |
1.5744 |
|
0.500 |
1.5734 |
|
0.382 |
1.5724 |
|
LOW |
1.5690 |
|
0.618 |
1.5636 |
|
1.000 |
1.5602 |
|
1.618 |
1.5548 |
|
2.618 |
1.5460 |
|
4.250 |
1.5316 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5734 |
1.5816 |
| PP |
1.5728 |
1.5782 |
| S1 |
1.5721 |
1.5749 |
|