CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5622 |
1.5678 |
0.0056 |
0.4% |
1.5877 |
| High |
1.5718 |
1.5736 |
0.0018 |
0.1% |
1.5942 |
| Low |
1.5587 |
1.5629 |
0.0042 |
0.3% |
1.5589 |
| Close |
1.5675 |
1.5696 |
0.0021 |
0.1% |
1.5677 |
| Range |
0.0131 |
0.0107 |
-0.0024 |
-18.3% |
0.0353 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
109,604 |
94,568 |
-15,036 |
-13.7% |
469,017 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6008 |
1.5959 |
1.5755 |
|
| R3 |
1.5901 |
1.5852 |
1.5725 |
|
| R2 |
1.5794 |
1.5794 |
1.5716 |
|
| R1 |
1.5745 |
1.5745 |
1.5706 |
1.5770 |
| PP |
1.5687 |
1.5687 |
1.5687 |
1.5699 |
| S1 |
1.5638 |
1.5638 |
1.5686 |
1.5663 |
| S2 |
1.5580 |
1.5580 |
1.5676 |
|
| S3 |
1.5473 |
1.5531 |
1.5667 |
|
| S4 |
1.5366 |
1.5424 |
1.5637 |
|
|
| 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 |
1.5736 |
1.5587 |
0.0149 |
0.9% |
0.0104 |
0.7% |
73% |
True |
False |
94,568 |
| 10 |
1.5942 |
1.5587 |
0.0355 |
2.3% |
0.0106 |
0.7% |
31% |
False |
False |
93,442 |
| 20 |
1.6177 |
1.5587 |
0.0590 |
3.8% |
0.0106 |
0.7% |
18% |
False |
False |
89,322 |
| 40 |
1.6323 |
1.5587 |
0.0736 |
4.7% |
0.0114 |
0.7% |
15% |
False |
False |
97,405 |
| 60 |
1.6629 |
1.5587 |
0.1042 |
6.6% |
0.0112 |
0.7% |
10% |
False |
False |
90,730 |
| 80 |
1.6897 |
1.5587 |
0.1310 |
8.3% |
0.0098 |
0.6% |
8% |
False |
False |
68,178 |
| 100 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0088 |
0.6% |
7% |
False |
False |
54,579 |
| 120 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0081 |
0.5% |
7% |
False |
False |
45,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6191 |
|
2.618 |
1.6016 |
|
1.618 |
1.5909 |
|
1.000 |
1.5843 |
|
0.618 |
1.5802 |
|
HIGH |
1.5736 |
|
0.618 |
1.5695 |
|
0.500 |
1.5683 |
|
0.382 |
1.5670 |
|
LOW |
1.5629 |
|
0.618 |
1.5563 |
|
1.000 |
1.5522 |
|
1.618 |
1.5456 |
|
2.618 |
1.5349 |
|
4.250 |
1.5174 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5692 |
1.5685 |
| PP |
1.5687 |
1.5673 |
| S1 |
1.5683 |
1.5662 |
|