CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5659 |
1.5684 |
0.0025 |
0.2% |
1.5654 |
| High |
1.5721 |
1.5700 |
-0.0021 |
-0.1% |
1.5721 |
| Low |
1.5622 |
1.5613 |
-0.0009 |
-0.1% |
1.5577 |
| Close |
1.5685 |
1.5632 |
-0.0053 |
-0.3% |
1.5632 |
| Range |
0.0099 |
0.0087 |
-0.0012 |
-12.1% |
0.0144 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
511 |
195 |
-316 |
-61.8% |
1,420 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5909 |
1.5858 |
1.5680 |
|
| R3 |
1.5822 |
1.5771 |
1.5656 |
|
| R2 |
1.5735 |
1.5735 |
1.5648 |
|
| R1 |
1.5684 |
1.5684 |
1.5640 |
1.5666 |
| PP |
1.5648 |
1.5648 |
1.5648 |
1.5640 |
| S1 |
1.5597 |
1.5597 |
1.5624 |
1.5579 |
| S2 |
1.5561 |
1.5561 |
1.5616 |
|
| S3 |
1.5474 |
1.5510 |
1.5608 |
|
| S4 |
1.5387 |
1.5423 |
1.5584 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6075 |
1.5998 |
1.5711 |
|
| R3 |
1.5931 |
1.5854 |
1.5672 |
|
| R2 |
1.5787 |
1.5787 |
1.5658 |
|
| R1 |
1.5710 |
1.5710 |
1.5645 |
1.5677 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5627 |
| S1 |
1.5566 |
1.5566 |
1.5619 |
1.5533 |
| S2 |
1.5499 |
1.5499 |
1.5606 |
|
| S3 |
1.5355 |
1.5422 |
1.5592 |
|
| S4 |
1.5211 |
1.5278 |
1.5553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5721 |
1.5577 |
0.0144 |
0.9% |
0.0091 |
0.6% |
38% |
False |
False |
284 |
| 10 |
1.5915 |
1.5576 |
0.0339 |
2.2% |
0.0095 |
0.6% |
17% |
False |
False |
253 |
| 20 |
1.6160 |
1.5576 |
0.0584 |
3.7% |
0.0092 |
0.6% |
10% |
False |
False |
287 |
| 40 |
1.6251 |
1.5576 |
0.0675 |
4.3% |
0.0094 |
0.6% |
8% |
False |
False |
189 |
| 60 |
1.6529 |
1.5576 |
0.0953 |
6.1% |
0.0080 |
0.5% |
6% |
False |
False |
138 |
| 80 |
1.6831 |
1.5576 |
0.1255 |
8.0% |
0.0060 |
0.4% |
4% |
False |
False |
107 |
| 100 |
1.7108 |
1.5576 |
0.1532 |
9.8% |
0.0049 |
0.3% |
4% |
False |
False |
87 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0041 |
0.3% |
4% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6070 |
|
2.618 |
1.5928 |
|
1.618 |
1.5841 |
|
1.000 |
1.5787 |
|
0.618 |
1.5754 |
|
HIGH |
1.5700 |
|
0.618 |
1.5667 |
|
0.500 |
1.5657 |
|
0.382 |
1.5646 |
|
LOW |
1.5613 |
|
0.618 |
1.5559 |
|
1.000 |
1.5526 |
|
1.618 |
1.5472 |
|
2.618 |
1.5385 |
|
4.250 |
1.5243 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5657 |
1.5649 |
| PP |
1.5648 |
1.5643 |
| S1 |
1.5640 |
1.5638 |
|