CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5900 |
1.5759 |
-0.0141 |
-0.9% |
1.5962 |
| High |
1.5915 |
1.5763 |
-0.0152 |
-1.0% |
1.6010 |
| Low |
1.5763 |
1.5680 |
-0.0083 |
-0.5% |
1.5787 |
| Close |
1.5765 |
1.5703 |
-0.0062 |
-0.4% |
1.5847 |
| Range |
0.0152 |
0.0083 |
-0.0069 |
-45.4% |
0.0223 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
160 |
416 |
256 |
160.0% |
2,002 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5964 |
1.5917 |
1.5749 |
|
| R3 |
1.5881 |
1.5834 |
1.5726 |
|
| R2 |
1.5798 |
1.5798 |
1.5718 |
|
| R1 |
1.5751 |
1.5751 |
1.5711 |
1.5733 |
| PP |
1.5715 |
1.5715 |
1.5715 |
1.5707 |
| S1 |
1.5668 |
1.5668 |
1.5695 |
1.5650 |
| S2 |
1.5632 |
1.5632 |
1.5688 |
|
| S3 |
1.5549 |
1.5585 |
1.5680 |
|
| S4 |
1.5466 |
1.5502 |
1.5657 |
|
|
| 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 |
1.5915 |
1.5680 |
0.0235 |
1.5% |
0.0094 |
0.6% |
10% |
False |
True |
228 |
| 10 |
1.6010 |
1.5680 |
0.0330 |
2.1% |
0.0095 |
0.6% |
7% |
False |
True |
337 |
| 20 |
1.6162 |
1.5680 |
0.0482 |
3.1% |
0.0085 |
0.5% |
5% |
False |
True |
257 |
| 40 |
1.6494 |
1.5680 |
0.0814 |
5.2% |
0.0094 |
0.6% |
3% |
False |
True |
162 |
| 60 |
1.6552 |
1.5680 |
0.0872 |
5.6% |
0.0071 |
0.4% |
3% |
False |
True |
117 |
| 80 |
1.6945 |
1.5680 |
0.1265 |
8.1% |
0.0054 |
0.3% |
2% |
False |
True |
88 |
| 100 |
1.7109 |
1.5680 |
0.1429 |
9.1% |
0.0043 |
0.3% |
2% |
False |
True |
72 |
| 120 |
1.7109 |
1.5680 |
0.1429 |
9.1% |
0.0036 |
0.2% |
2% |
False |
True |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6116 |
|
2.618 |
1.5980 |
|
1.618 |
1.5897 |
|
1.000 |
1.5846 |
|
0.618 |
1.5814 |
|
HIGH |
1.5763 |
|
0.618 |
1.5731 |
|
0.500 |
1.5722 |
|
0.382 |
1.5712 |
|
LOW |
1.5680 |
|
0.618 |
1.5629 |
|
1.000 |
1.5597 |
|
1.618 |
1.5546 |
|
2.618 |
1.5463 |
|
4.250 |
1.5327 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5722 |
1.5798 |
| PP |
1.5715 |
1.5766 |
| S1 |
1.5709 |
1.5735 |
|