CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5654 |
1.5640 |
-0.0014 |
-0.1% |
1.5870 |
| High |
1.5710 |
1.5660 |
-0.0050 |
-0.3% |
1.5915 |
| Low |
1.5611 |
1.5618 |
0.0007 |
0.0% |
1.5576 |
| Close |
1.5626 |
1.5621 |
-0.0005 |
0.0% |
1.5665 |
| Range |
0.0099 |
0.0042 |
-0.0057 |
-57.6% |
0.0339 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
331 |
236 |
-95 |
-28.7% |
1,119 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5759 |
1.5732 |
1.5644 |
|
| R3 |
1.5717 |
1.5690 |
1.5633 |
|
| R2 |
1.5675 |
1.5675 |
1.5629 |
|
| R1 |
1.5648 |
1.5648 |
1.5625 |
1.5641 |
| PP |
1.5633 |
1.5633 |
1.5633 |
1.5629 |
| S1 |
1.5606 |
1.5606 |
1.5617 |
1.5599 |
| S2 |
1.5591 |
1.5591 |
1.5613 |
|
| S3 |
1.5549 |
1.5564 |
1.5609 |
|
| S4 |
1.5507 |
1.5522 |
1.5598 |
|
|
| 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% |
0.0095 |
0.6% |
13% |
False |
False |
250 |
| 10 |
1.6003 |
1.5576 |
0.0427 |
2.7% |
0.0102 |
0.7% |
11% |
False |
False |
326 |
| 20 |
1.6160 |
1.5576 |
0.0584 |
3.7% |
0.0087 |
0.6% |
8% |
False |
False |
251 |
| 40 |
1.6377 |
1.5576 |
0.0801 |
5.1% |
0.0092 |
0.6% |
6% |
False |
False |
175 |
| 60 |
1.6552 |
1.5576 |
0.0976 |
6.2% |
0.0075 |
0.5% |
5% |
False |
False |
126 |
| 80 |
1.6905 |
1.5576 |
0.1329 |
8.5% |
0.0057 |
0.4% |
3% |
False |
False |
97 |
| 100 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0046 |
0.3% |
3% |
False |
False |
79 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0038 |
0.2% |
3% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5839 |
|
2.618 |
1.5770 |
|
1.618 |
1.5728 |
|
1.000 |
1.5702 |
|
0.618 |
1.5686 |
|
HIGH |
1.5660 |
|
0.618 |
1.5644 |
|
0.500 |
1.5639 |
|
0.382 |
1.5634 |
|
LOW |
1.5618 |
|
0.618 |
1.5592 |
|
1.000 |
1.5576 |
|
1.618 |
1.5550 |
|
2.618 |
1.5508 |
|
4.250 |
1.5440 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5639 |
1.5643 |
| PP |
1.5633 |
1.5636 |
| S1 |
1.5627 |
1.5628 |
|