CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	1.5762	1.5700	-0.0062	-0.4%	1.5877
High	1.5778	1.5705	-0.0073	-0.5%	1.5942
Low	1.5690	1.5589	-0.0101	-0.6%	1.5589
Close	1.5715	1.5677	-0.0038	-0.2%	1.5677
Range	0.0088	0.0116	0.0028	31.8%	0.0353
ATR	0.0112	0.0113	0.0001	0.9%	0.0000
Volume	77,977	112,641	34,664	44.5%	469,017

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6005	1.5957	1.5741
R3	1.5889	1.5841	1.5709
R2	1.5773	1.5773	1.5698
R1	1.5725	1.5725	1.5688	1.5691
PP	1.5657	1.5657	1.5657	1.5640
S1	1.5609	1.5609	1.5666	1.5575
S2	1.5541	1.5541	1.5656
S3	1.5425	1.5493	1.5645
S4	1.5309	1.5377	1.5613

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6795	1.6589	1.5871
R3	1.6442	1.6236	1.5774
R2	1.6089	1.6089	1.5742
R1	1.5883	1.5883	1.5709	1.5810
PP	1.5736	1.5736	1.5736	1.5699
S1	1.5530	1.5530	1.5645	1.5457
S2	1.5383	1.5383	1.5612
S3	1.5030	1.5177	1.5580
S4	1.4677	1.4824	1.5483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5942	1.5589	0.0353	2.3%	0.0112	0.7%	25%	False	True	93,803
10	1.6027	1.5589	0.0438	2.8%	0.0115	0.7%	20%	False	True	95,917
20	1.6178	1.5589	0.0589	3.8%	0.0104	0.7%	15%	False	True	85,841
40	1.6404	1.5589	0.0815	5.2%	0.0112	0.7%	11%	False	True	98,853
60	1.6629	1.5589	0.1040	6.6%	0.0109	0.7%	8%	False	True	84,778
80	1.6976	1.5589	0.1387	8.8%	0.0095	0.6%	6%	False	True	63,687
100	1.7165	1.5589	0.1576	10.1%	0.0087	0.6%	6%	False	True	50,985
120	1.7165	1.5589	0.1576	10.1%	0.0078	0.5%	6%	False	True	42,496

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6198
2.618	1.6009
1.618	1.5893
1.000	1.5821
0.618	1.5777
HIGH	1.5705
0.618	1.5661
0.500	1.5647
0.382	1.5633
LOW	1.5589
0.618	1.5517
1.000	1.5473
1.618	1.5401
2.618	1.5285
4.250	1.5096

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	1.5667	1.5763
PP	1.5657	1.5734
S1	1.5647	1.5706

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols