CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5644 |
1.5699 |
0.0055 |
0.4% |
1.5662 |
| High |
1.5712 |
1.5734 |
0.0022 |
0.1% |
1.5736 |
| Low |
1.5626 |
1.5647 |
0.0021 |
0.1% |
1.5587 |
| Close |
1.5694 |
1.5706 |
0.0012 |
0.1% |
1.5643 |
| Range |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0149 |
| ATR |
0.0107 |
0.0105 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
55,469 |
72,109 |
16,640 |
30.0% |
442,435 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5957 |
1.5918 |
1.5754 |
|
| R3 |
1.5870 |
1.5831 |
1.5730 |
|
| R2 |
1.5783 |
1.5783 |
1.5722 |
|
| R1 |
1.5744 |
1.5744 |
1.5714 |
1.5764 |
| PP |
1.5696 |
1.5696 |
1.5696 |
1.5705 |
| S1 |
1.5657 |
1.5657 |
1.5698 |
1.5677 |
| S2 |
1.5609 |
1.5609 |
1.5690 |
|
| S3 |
1.5522 |
1.5570 |
1.5682 |
|
| S4 |
1.5435 |
1.5483 |
1.5658 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.6022 |
1.5725 |
|
| R3 |
1.5953 |
1.5873 |
1.5684 |
|
| R2 |
1.5804 |
1.5804 |
1.5670 |
|
| R1 |
1.5724 |
1.5724 |
1.5657 |
1.5690 |
| PP |
1.5655 |
1.5655 |
1.5655 |
1.5638 |
| S1 |
1.5575 |
1.5575 |
1.5629 |
1.5541 |
| S2 |
1.5506 |
1.5506 |
1.5616 |
|
| S3 |
1.5357 |
1.5426 |
1.5602 |
|
| S4 |
1.5208 |
1.5277 |
1.5561 |
|
|
| 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% |
0.0100 |
0.6% |
80% |
False |
False |
82,796 |
| 10 |
1.5937 |
1.5587 |
0.0350 |
2.2% |
0.0104 |
0.7% |
34% |
False |
False |
90,224 |
| 20 |
1.6155 |
1.5587 |
0.0568 |
3.6% |
0.0106 |
0.7% |
21% |
False |
False |
90,207 |
| 40 |
1.6242 |
1.5587 |
0.0655 |
4.2% |
0.0113 |
0.7% |
18% |
False |
False |
95,231 |
| 60 |
1.6515 |
1.5587 |
0.0928 |
5.9% |
0.0111 |
0.7% |
13% |
False |
False |
94,113 |
| 80 |
1.6866 |
1.5587 |
0.1279 |
8.1% |
0.0099 |
0.6% |
9% |
False |
False |
70,780 |
| 100 |
1.7165 |
1.5587 |
0.1578 |
10.0% |
0.0089 |
0.6% |
8% |
False |
False |
56,668 |
| 120 |
1.7165 |
1.5587 |
0.1578 |
10.0% |
0.0083 |
0.5% |
8% |
False |
False |
47,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6104 |
|
2.618 |
1.5962 |
|
1.618 |
1.5875 |
|
1.000 |
1.5821 |
|
0.618 |
1.5788 |
|
HIGH |
1.5734 |
|
0.618 |
1.5701 |
|
0.500 |
1.5691 |
|
0.382 |
1.5680 |
|
LOW |
1.5647 |
|
0.618 |
1.5593 |
|
1.000 |
1.5560 |
|
1.618 |
1.5506 |
|
2.618 |
1.5419 |
|
4.250 |
1.5277 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5701 |
1.5697 |
| PP |
1.5696 |
1.5688 |
| S1 |
1.5691 |
1.5679 |
|