CME British Pound Future June 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 |
1.5614 |
1.5687 |
0.0073 |
0.5% |
1.5819 |
| High |
1.5614 |
1.5687 |
0.0073 |
0.5% |
1.5854 |
| Low |
1.5608 |
1.5652 |
0.0044 |
0.3% |
1.5652 |
| Close |
1.5608 |
1.5652 |
0.0044 |
0.3% |
1.5652 |
| Range |
0.0006 |
0.0035 |
0.0029 |
483.3% |
0.0202 |
| ATR |
0.0047 |
0.0050 |
0.0002 |
4.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5769 |
1.5745 |
1.5671 |
|
| R3 |
1.5734 |
1.5710 |
1.5662 |
|
| R2 |
1.5699 |
1.5699 |
1.5658 |
|
| R1 |
1.5675 |
1.5675 |
1.5655 |
1.5670 |
| PP |
1.5664 |
1.5664 |
1.5664 |
1.5661 |
| S1 |
1.5640 |
1.5640 |
1.5649 |
1.5635 |
| S2 |
1.5629 |
1.5629 |
1.5646 |
|
| S3 |
1.5594 |
1.5605 |
1.5642 |
|
| S4 |
1.5559 |
1.5570 |
1.5633 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6325 |
1.6191 |
1.5763 |
|
| R3 |
1.6123 |
1.5989 |
1.5708 |
|
| R2 |
1.5921 |
1.5921 |
1.5689 |
|
| R1 |
1.5787 |
1.5787 |
1.5671 |
1.5753 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5703 |
| S1 |
1.5585 |
1.5585 |
1.5633 |
1.5551 |
| S2 |
1.5517 |
1.5517 |
1.5615 |
|
| S3 |
1.5315 |
1.5383 |
1.5596 |
|
| S4 |
1.5113 |
1.5181 |
1.5541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5690 |
1.5608 |
0.0082 |
0.5% |
0.0009 |
0.1% |
54% |
False |
False |
1 |
| 10 |
1.5854 |
1.5608 |
0.0246 |
1.6% |
0.0010 |
0.1% |
18% |
False |
False |
2 |
| 20 |
1.6132 |
1.5608 |
0.0524 |
3.3% |
0.0012 |
0.1% |
8% |
False |
False |
2 |
| 40 |
1.6263 |
1.5608 |
0.0655 |
4.2% |
0.0010 |
0.1% |
7% |
False |
False |
1 |
| 60 |
1.6531 |
1.5608 |
0.0923 |
5.9% |
0.0009 |
0.1% |
5% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5836 |
|
2.618 |
1.5779 |
|
1.618 |
1.5744 |
|
1.000 |
1.5722 |
|
0.618 |
1.5709 |
|
HIGH |
1.5687 |
|
0.618 |
1.5674 |
|
0.500 |
1.5670 |
|
0.382 |
1.5665 |
|
LOW |
1.5652 |
|
0.618 |
1.5630 |
|
1.000 |
1.5617 |
|
1.618 |
1.5595 |
|
2.618 |
1.5560 |
|
4.250 |
1.5503 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5670 |
1.5651 |
| PP |
1.5664 |
1.5649 |
| S1 |
1.5658 |
1.5648 |
|