CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5702 |
1.5783 |
0.0081 |
0.5% |
1.5644 |
High |
1.5804 |
1.5824 |
0.0020 |
0.1% |
1.5824 |
Low |
1.5677 |
1.5614 |
-0.0063 |
-0.4% |
1.5614 |
Close |
1.5796 |
1.5617 |
-0.0179 |
-1.1% |
1.5617 |
Range |
0.0127 |
0.0210 |
0.0083 |
65.4% |
0.0210 |
ATR |
0.0107 |
0.0114 |
0.0007 |
6.9% |
0.0000 |
Volume |
91,604 |
110,808 |
19,204 |
21.0% |
329,990 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6315 |
1.6176 |
1.5733 |
|
R3 |
1.6105 |
1.5966 |
1.5675 |
|
R2 |
1.5895 |
1.5895 |
1.5656 |
|
R1 |
1.5756 |
1.5756 |
1.5636 |
1.5721 |
PP |
1.5685 |
1.5685 |
1.5685 |
1.5667 |
S1 |
1.5546 |
1.5546 |
1.5598 |
1.5511 |
S2 |
1.5475 |
1.5475 |
1.5579 |
|
S3 |
1.5265 |
1.5336 |
1.5559 |
|
S4 |
1.5055 |
1.5126 |
1.5502 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6315 |
1.6176 |
1.5733 |
|
R3 |
1.6105 |
1.5966 |
1.5675 |
|
R2 |
1.5895 |
1.5895 |
1.5656 |
|
R1 |
1.5756 |
1.5756 |
1.5636 |
1.5721 |
PP |
1.5685 |
1.5685 |
1.5685 |
1.5667 |
S1 |
1.5546 |
1.5546 |
1.5598 |
1.5511 |
S2 |
1.5475 |
1.5475 |
1.5579 |
|
S3 |
1.5265 |
1.5336 |
1.5559 |
|
S4 |
1.5055 |
1.5126 |
1.5502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5824 |
1.5614 |
0.0210 |
1.3% |
0.0120 |
0.8% |
1% |
True |
True |
82,444 |
10 |
1.5824 |
1.5587 |
0.0237 |
1.5% |
0.0112 |
0.7% |
13% |
True |
False |
88,506 |
20 |
1.6027 |
1.5587 |
0.0440 |
2.8% |
0.0111 |
0.7% |
7% |
False |
False |
91,642 |
40 |
1.6218 |
1.5587 |
0.0631 |
4.0% |
0.0116 |
0.7% |
5% |
False |
False |
94,825 |
60 |
1.6515 |
1.5587 |
0.0928 |
5.9% |
0.0114 |
0.7% |
3% |
False |
False |
97,247 |
80 |
1.6837 |
1.5587 |
0.1250 |
8.0% |
0.0102 |
0.7% |
2% |
False |
False |
73,302 |
100 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0092 |
0.6% |
2% |
False |
False |
58,690 |
120 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0085 |
0.5% |
2% |
False |
False |
48,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6717 |
2.618 |
1.6374 |
1.618 |
1.6164 |
1.000 |
1.6034 |
0.618 |
1.5954 |
HIGH |
1.5824 |
0.618 |
1.5744 |
0.500 |
1.5719 |
0.382 |
1.5694 |
LOW |
1.5614 |
0.618 |
1.5484 |
1.000 |
1.5404 |
1.618 |
1.5274 |
2.618 |
1.5064 |
4.250 |
1.4722 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5719 |
1.5719 |
PP |
1.5685 |
1.5685 |
S1 |
1.5651 |
1.5651 |
|