CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5662 |
1.5631 |
-0.0031 |
-0.2% |
1.5877 |
| High |
1.5732 |
1.5676 |
-0.0056 |
-0.4% |
1.5942 |
| Low |
1.5616 |
1.5626 |
0.0010 |
0.1% |
1.5589 |
| Close |
1.5638 |
1.5632 |
-0.0006 |
0.0% |
1.5677 |
| Range |
0.0116 |
0.0050 |
-0.0066 |
-56.9% |
0.0353 |
| ATR |
0.0113 |
0.0108 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
77,257 |
78,773 |
1,516 |
2.0% |
469,017 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5795 |
1.5763 |
1.5660 |
|
| R3 |
1.5745 |
1.5713 |
1.5646 |
|
| R2 |
1.5695 |
1.5695 |
1.5641 |
|
| R1 |
1.5663 |
1.5663 |
1.5637 |
1.5679 |
| PP |
1.5645 |
1.5645 |
1.5645 |
1.5653 |
| S1 |
1.5613 |
1.5613 |
1.5627 |
1.5629 |
| S2 |
1.5595 |
1.5595 |
1.5623 |
|
| S3 |
1.5545 |
1.5563 |
1.5618 |
|
| S4 |
1.5495 |
1.5513 |
1.5605 |
|
|
| 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 |
1.5937 |
1.5589 |
0.0348 |
2.2% |
0.0107 |
0.7% |
12% |
False |
False |
97,652 |
| 10 |
1.6017 |
1.5589 |
0.0428 |
2.7% |
0.0115 |
0.7% |
10% |
False |
False |
96,141 |
| 20 |
1.6177 |
1.5589 |
0.0588 |
3.8% |
0.0103 |
0.7% |
7% |
False |
False |
87,193 |
| 40 |
1.6402 |
1.5589 |
0.0813 |
5.2% |
0.0112 |
0.7% |
5% |
False |
False |
97,811 |
| 60 |
1.6629 |
1.5589 |
0.1040 |
6.7% |
0.0110 |
0.7% |
4% |
False |
False |
87,351 |
| 80 |
1.6966 |
1.5589 |
0.1377 |
8.8% |
0.0096 |
0.6% |
3% |
False |
False |
65,630 |
| 100 |
1.7165 |
1.5589 |
0.1576 |
10.1% |
0.0088 |
0.6% |
3% |
False |
False |
52,539 |
| 120 |
1.7165 |
1.5589 |
0.1576 |
10.1% |
0.0079 |
0.5% |
3% |
False |
False |
43,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5889 |
|
2.618 |
1.5807 |
|
1.618 |
1.5757 |
|
1.000 |
1.5726 |
|
0.618 |
1.5707 |
|
HIGH |
1.5676 |
|
0.618 |
1.5657 |
|
0.500 |
1.5651 |
|
0.382 |
1.5645 |
|
LOW |
1.5626 |
|
0.618 |
1.5595 |
|
1.000 |
1.5576 |
|
1.618 |
1.5545 |
|
2.618 |
1.5495 |
|
4.250 |
1.5414 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5651 |
1.5661 |
| PP |
1.5645 |
1.5651 |
| S1 |
1.5638 |
1.5642 |
|