CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5597 |
1.5659 |
0.0062 |
0.4% |
1.5870 |
| High |
1.5706 |
1.5721 |
0.0015 |
0.1% |
1.5915 |
| Low |
1.5577 |
1.5622 |
0.0045 |
0.3% |
1.5576 |
| Close |
1.5664 |
1.5685 |
0.0021 |
0.1% |
1.5665 |
| Range |
0.0129 |
0.0099 |
-0.0030 |
-23.3% |
0.0339 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
147 |
511 |
364 |
247.6% |
1,119 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5973 |
1.5928 |
1.5739 |
|
| R3 |
1.5874 |
1.5829 |
1.5712 |
|
| R2 |
1.5775 |
1.5775 |
1.5703 |
|
| R1 |
1.5730 |
1.5730 |
1.5694 |
1.5753 |
| PP |
1.5676 |
1.5676 |
1.5676 |
1.5687 |
| S1 |
1.5631 |
1.5631 |
1.5676 |
1.5654 |
| S2 |
1.5577 |
1.5577 |
1.5667 |
|
| S3 |
1.5478 |
1.5532 |
1.5658 |
|
| S4 |
1.5379 |
1.5433 |
1.5631 |
|
|
| 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 |
1.5721 |
1.5576 |
0.0145 |
0.9% |
0.0094 |
0.6% |
75% |
True |
False |
267 |
| 10 |
1.5915 |
1.5576 |
0.0339 |
2.2% |
0.0094 |
0.6% |
32% |
False |
False |
248 |
| 20 |
1.6160 |
1.5576 |
0.0584 |
3.7% |
0.0090 |
0.6% |
19% |
False |
False |
279 |
| 40 |
1.6283 |
1.5576 |
0.0707 |
4.5% |
0.0094 |
0.6% |
15% |
False |
False |
189 |
| 60 |
1.6552 |
1.5576 |
0.0976 |
6.2% |
0.0078 |
0.5% |
11% |
False |
False |
135 |
| 80 |
1.6838 |
1.5576 |
0.1262 |
8.0% |
0.0059 |
0.4% |
9% |
False |
False |
105 |
| 100 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0048 |
0.3% |
7% |
False |
False |
85 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0040 |
0.3% |
7% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6142 |
|
2.618 |
1.5980 |
|
1.618 |
1.5881 |
|
1.000 |
1.5820 |
|
0.618 |
1.5782 |
|
HIGH |
1.5721 |
|
0.618 |
1.5683 |
|
0.500 |
1.5672 |
|
0.382 |
1.5660 |
|
LOW |
1.5622 |
|
0.618 |
1.5561 |
|
1.000 |
1.5523 |
|
1.618 |
1.5462 |
|
2.618 |
1.5363 |
|
4.250 |
1.5201 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5681 |
1.5673 |
| PP |
1.5676 |
1.5661 |
| S1 |
1.5672 |
1.5649 |
|