CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5640 |
1.5597 |
-0.0043 |
-0.3% |
1.5870 |
| High |
1.5660 |
1.5706 |
0.0046 |
0.3% |
1.5915 |
| Low |
1.5618 |
1.5577 |
-0.0041 |
-0.3% |
1.5576 |
| Close |
1.5621 |
1.5664 |
0.0043 |
0.3% |
1.5665 |
| Range |
0.0042 |
0.0129 |
0.0087 |
207.1% |
0.0339 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
2.8% |
0.0000 |
| Volume |
236 |
147 |
-89 |
-37.7% |
1,119 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6036 |
1.5979 |
1.5735 |
|
| R3 |
1.5907 |
1.5850 |
1.5699 |
|
| R2 |
1.5778 |
1.5778 |
1.5688 |
|
| R1 |
1.5721 |
1.5721 |
1.5676 |
1.5750 |
| PP |
1.5649 |
1.5649 |
1.5649 |
1.5663 |
| S1 |
1.5592 |
1.5592 |
1.5652 |
1.5621 |
| S2 |
1.5520 |
1.5520 |
1.5640 |
|
| S3 |
1.5391 |
1.5463 |
1.5629 |
|
| S4 |
1.5262 |
1.5334 |
1.5593 |
|
|
| 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 |
1.5763 |
1.5576 |
0.0187 |
1.2% |
0.0091 |
0.6% |
47% |
False |
False |
248 |
| 10 |
1.5977 |
1.5576 |
0.0401 |
2.6% |
0.0100 |
0.6% |
22% |
False |
False |
299 |
| 20 |
1.6160 |
1.5576 |
0.0584 |
3.7% |
0.0088 |
0.6% |
15% |
False |
False |
257 |
| 40 |
1.6312 |
1.5576 |
0.0736 |
4.7% |
0.0093 |
0.6% |
12% |
False |
False |
178 |
| 60 |
1.6552 |
1.5576 |
0.0976 |
6.2% |
0.0077 |
0.5% |
9% |
False |
False |
128 |
| 80 |
1.6871 |
1.5576 |
0.1295 |
8.3% |
0.0058 |
0.4% |
7% |
False |
False |
98 |
| 100 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0047 |
0.3% |
6% |
False |
False |
80 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0039 |
0.3% |
6% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6254 |
|
2.618 |
1.6044 |
|
1.618 |
1.5915 |
|
1.000 |
1.5835 |
|
0.618 |
1.5786 |
|
HIGH |
1.5706 |
|
0.618 |
1.5657 |
|
0.500 |
1.5642 |
|
0.382 |
1.5626 |
|
LOW |
1.5577 |
|
0.618 |
1.5497 |
|
1.000 |
1.5448 |
|
1.618 |
1.5368 |
|
2.618 |
1.5239 |
|
4.250 |
1.5029 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5657 |
1.5657 |
| PP |
1.5649 |
1.5650 |
| S1 |
1.5642 |
1.5644 |
|