CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5676 |
1.5654 |
-0.0022 |
-0.1% |
1.5870 |
| High |
1.5676 |
1.5710 |
0.0034 |
0.2% |
1.5915 |
| Low |
1.5576 |
1.5611 |
0.0035 |
0.2% |
1.5576 |
| Close |
1.5665 |
1.5626 |
-0.0039 |
-0.2% |
1.5665 |
| Range |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0339 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
111 |
331 |
220 |
198.2% |
1,119 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5946 |
1.5885 |
1.5680 |
|
| R3 |
1.5847 |
1.5786 |
1.5653 |
|
| R2 |
1.5748 |
1.5748 |
1.5644 |
|
| R1 |
1.5687 |
1.5687 |
1.5635 |
1.5668 |
| PP |
1.5649 |
1.5649 |
1.5649 |
1.5640 |
| S1 |
1.5588 |
1.5588 |
1.5617 |
1.5569 |
| S2 |
1.5550 |
1.5550 |
1.5608 |
|
| S3 |
1.5451 |
1.5489 |
1.5599 |
|
| S4 |
1.5352 |
1.5390 |
1.5572 |
|
|
| 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% |
0.0104 |
0.7% |
15% |
False |
False |
249 |
| 10 |
1.6003 |
1.5576 |
0.0427 |
2.7% |
0.0101 |
0.6% |
12% |
False |
False |
333 |
| 20 |
1.6162 |
1.5576 |
0.0586 |
3.8% |
0.0088 |
0.6% |
9% |
False |
False |
265 |
| 40 |
1.6377 |
1.5576 |
0.0801 |
5.1% |
0.0093 |
0.6% |
6% |
False |
False |
169 |
| 60 |
1.6552 |
1.5576 |
0.0976 |
6.2% |
0.0074 |
0.5% |
5% |
False |
False |
123 |
| 80 |
1.6945 |
1.5576 |
0.1369 |
8.8% |
0.0056 |
0.4% |
4% |
False |
False |
94 |
| 100 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0045 |
0.3% |
3% |
False |
False |
77 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0038 |
0.2% |
3% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6131 |
|
2.618 |
1.5969 |
|
1.618 |
1.5870 |
|
1.000 |
1.5809 |
|
0.618 |
1.5771 |
|
HIGH |
1.5710 |
|
0.618 |
1.5672 |
|
0.500 |
1.5661 |
|
0.382 |
1.5649 |
|
LOW |
1.5611 |
|
0.618 |
1.5550 |
|
1.000 |
1.5512 |
|
1.618 |
1.5451 |
|
2.618 |
1.5352 |
|
4.250 |
1.5190 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5661 |
1.5670 |
| PP |
1.5649 |
1.5655 |
| S1 |
1.5638 |
1.5641 |
|