CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5870 |
1.5824 |
-0.0046 |
-0.3% |
1.5962 |
| High |
1.5900 |
1.5911 |
0.0011 |
0.1% |
1.6010 |
| Low |
1.5830 |
1.5824 |
-0.0006 |
0.0% |
1.5787 |
| Close |
1.5834 |
1.5869 |
0.0035 |
0.2% |
1.5847 |
| Range |
0.0070 |
0.0087 |
0.0017 |
24.3% |
0.0223 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
201 |
231 |
30 |
14.9% |
2,002 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6129 |
1.6086 |
1.5917 |
|
| R3 |
1.6042 |
1.5999 |
1.5893 |
|
| R2 |
1.5955 |
1.5955 |
1.5885 |
|
| R1 |
1.5912 |
1.5912 |
1.5877 |
1.5934 |
| PP |
1.5868 |
1.5868 |
1.5868 |
1.5879 |
| S1 |
1.5825 |
1.5825 |
1.5861 |
1.5847 |
| S2 |
1.5781 |
1.5781 |
1.5853 |
|
| S3 |
1.5694 |
1.5738 |
1.5845 |
|
| S4 |
1.5607 |
1.5651 |
1.5821 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6550 |
1.6422 |
1.5970 |
|
| R3 |
1.6327 |
1.6199 |
1.5908 |
|
| R2 |
1.6104 |
1.6104 |
1.5888 |
|
| R1 |
1.5976 |
1.5976 |
1.5867 |
1.5929 |
| PP |
1.5881 |
1.5881 |
1.5881 |
1.5858 |
| S1 |
1.5753 |
1.5753 |
1.5827 |
1.5706 |
| S2 |
1.5658 |
1.5658 |
1.5806 |
|
| S3 |
1.5435 |
1.5530 |
1.5786 |
|
| S4 |
1.5212 |
1.5307 |
1.5724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6003 |
1.5787 |
0.0216 |
1.4% |
0.0108 |
0.7% |
38% |
False |
False |
402 |
| 10 |
1.6129 |
1.5787 |
0.0342 |
2.2% |
0.0092 |
0.6% |
24% |
False |
False |
327 |
| 20 |
1.6162 |
1.5787 |
0.0375 |
2.4% |
0.0089 |
0.6% |
22% |
False |
False |
241 |
| 40 |
1.6494 |
1.5787 |
0.0707 |
4.5% |
0.0092 |
0.6% |
12% |
False |
False |
150 |
| 60 |
1.6620 |
1.5787 |
0.0833 |
5.2% |
0.0067 |
0.4% |
10% |
False |
False |
108 |
| 80 |
1.7012 |
1.5787 |
0.1225 |
7.7% |
0.0051 |
0.3% |
7% |
False |
False |
81 |
| 100 |
1.7109 |
1.5787 |
0.1322 |
8.3% |
0.0041 |
0.3% |
6% |
False |
False |
67 |
| 120 |
1.7109 |
1.5787 |
0.1322 |
8.3% |
0.0034 |
0.2% |
6% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.6139 |
|
1.618 |
1.6052 |
|
1.000 |
1.5998 |
|
0.618 |
1.5965 |
|
HIGH |
1.5911 |
|
0.618 |
1.5878 |
|
0.500 |
1.5868 |
|
0.382 |
1.5857 |
|
LOW |
1.5824 |
|
0.618 |
1.5770 |
|
1.000 |
1.5737 |
|
1.618 |
1.5683 |
|
2.618 |
1.5596 |
|
4.250 |
1.5454 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5869 |
1.5862 |
| PP |
1.5868 |
1.5856 |
| S1 |
1.5868 |
1.5849 |
|