CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5759 |
1.5676 |
-0.0083 |
-0.5% |
1.5870 |
| High |
1.5763 |
1.5676 |
-0.0087 |
-0.6% |
1.5915 |
| Low |
1.5680 |
1.5576 |
-0.0104 |
-0.7% |
1.5576 |
| Close |
1.5703 |
1.5665 |
-0.0038 |
-0.2% |
1.5665 |
| Range |
0.0083 |
0.0100 |
0.0017 |
20.5% |
0.0339 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.4% |
0.0000 |
| Volume |
416 |
111 |
-305 |
-73.3% |
1,119 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5939 |
1.5902 |
1.5720 |
|
| R3 |
1.5839 |
1.5802 |
1.5693 |
|
| R2 |
1.5739 |
1.5739 |
1.5683 |
|
| R1 |
1.5702 |
1.5702 |
1.5674 |
1.5671 |
| PP |
1.5639 |
1.5639 |
1.5639 |
1.5623 |
| S1 |
1.5602 |
1.5602 |
1.5656 |
1.5571 |
| S2 |
1.5539 |
1.5539 |
1.5647 |
|
| S3 |
1.5439 |
1.5502 |
1.5638 |
|
| S4 |
1.5339 |
1.5402 |
1.5610 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6736 |
1.6539 |
1.5851 |
|
| R3 |
1.6397 |
1.6200 |
1.5758 |
|
| R2 |
1.6058 |
1.6058 |
1.5727 |
|
| R1 |
1.5861 |
1.5861 |
1.5696 |
1.5790 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5683 |
| S1 |
1.5522 |
1.5522 |
1.5634 |
1.5451 |
| S2 |
1.5380 |
1.5380 |
1.5603 |
|
| S3 |
1.5041 |
1.5183 |
1.5572 |
|
| S4 |
1.4702 |
1.4844 |
1.5479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5915 |
1.5576 |
0.0339 |
2.2% |
0.0098 |
0.6% |
26% |
False |
True |
223 |
| 10 |
1.6010 |
1.5576 |
0.0434 |
2.8% |
0.0099 |
0.6% |
21% |
False |
True |
312 |
| 20 |
1.6162 |
1.5576 |
0.0586 |
3.7% |
0.0086 |
0.5% |
15% |
False |
True |
253 |
| 40 |
1.6377 |
1.5576 |
0.0801 |
5.1% |
0.0091 |
0.6% |
11% |
False |
True |
162 |
| 60 |
1.6552 |
1.5576 |
0.0976 |
6.2% |
0.0072 |
0.5% |
9% |
False |
True |
118 |
| 80 |
1.6945 |
1.5576 |
0.1369 |
8.7% |
0.0055 |
0.4% |
7% |
False |
True |
90 |
| 100 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0044 |
0.3% |
6% |
False |
True |
73 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0037 |
0.2% |
6% |
False |
True |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6101 |
|
2.618 |
1.5938 |
|
1.618 |
1.5838 |
|
1.000 |
1.5776 |
|
0.618 |
1.5738 |
|
HIGH |
1.5676 |
|
0.618 |
1.5638 |
|
0.500 |
1.5626 |
|
0.382 |
1.5614 |
|
LOW |
1.5576 |
|
0.618 |
1.5514 |
|
1.000 |
1.5476 |
|
1.618 |
1.5414 |
|
2.618 |
1.5314 |
|
4.250 |
1.5151 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5652 |
1.5746 |
| PP |
1.5639 |
1.5719 |
| S1 |
1.5626 |
1.5692 |
|