CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5700 |
1.5662 |
-0.0038 |
-0.2% |
1.5877 |
| High |
1.5705 |
1.5732 |
0.0027 |
0.2% |
1.5942 |
| Low |
1.5589 |
1.5616 |
0.0027 |
0.2% |
1.5589 |
| Close |
1.5677 |
1.5638 |
-0.0039 |
-0.2% |
1.5677 |
| Range |
0.0116 |
0.0116 |
0.0000 |
0.0% |
0.0353 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
| Volume |
112,641 |
77,257 |
-35,384 |
-31.4% |
469,017 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6010 |
1.5940 |
1.5702 |
|
| R3 |
1.5894 |
1.5824 |
1.5670 |
|
| R2 |
1.5778 |
1.5778 |
1.5659 |
|
| R1 |
1.5708 |
1.5708 |
1.5649 |
1.5685 |
| PP |
1.5662 |
1.5662 |
1.5662 |
1.5651 |
| S1 |
1.5592 |
1.5592 |
1.5627 |
1.5569 |
| S2 |
1.5546 |
1.5546 |
1.5617 |
|
| S3 |
1.5430 |
1.5476 |
1.5606 |
|
| S4 |
1.5314 |
1.5360 |
1.5574 |
|
|
| 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% |
0.0119 |
0.8% |
14% |
False |
False |
96,413 |
| 10 |
1.6017 |
1.5589 |
0.0428 |
2.7% |
0.0116 |
0.7% |
11% |
False |
False |
95,139 |
| 20 |
1.6178 |
1.5589 |
0.0589 |
3.8% |
0.0104 |
0.7% |
8% |
False |
False |
86,560 |
| 40 |
1.6404 |
1.5589 |
0.0815 |
5.2% |
0.0113 |
0.7% |
6% |
False |
False |
98,634 |
| 60 |
1.6629 |
1.5589 |
0.1040 |
6.7% |
0.0110 |
0.7% |
5% |
False |
False |
86,051 |
| 80 |
1.6976 |
1.5589 |
0.1387 |
8.9% |
0.0096 |
0.6% |
4% |
False |
False |
64,646 |
| 100 |
1.7165 |
1.5589 |
0.1576 |
10.1% |
0.0087 |
0.6% |
3% |
False |
False |
51,754 |
| 120 |
1.7165 |
1.5589 |
0.1576 |
10.1% |
0.0079 |
0.5% |
3% |
False |
False |
43,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6225 |
|
2.618 |
1.6036 |
|
1.618 |
1.5920 |
|
1.000 |
1.5848 |
|
0.618 |
1.5804 |
|
HIGH |
1.5732 |
|
0.618 |
1.5688 |
|
0.500 |
1.5674 |
|
0.382 |
1.5660 |
|
LOW |
1.5616 |
|
0.618 |
1.5544 |
|
1.000 |
1.5500 |
|
1.618 |
1.5428 |
|
2.618 |
1.5312 |
|
4.250 |
1.5123 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5674 |
1.5684 |
| PP |
1.5662 |
1.5668 |
| S1 |
1.5650 |
1.5653 |
|