CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5694 |
1.5672 |
-0.0022 |
-0.1% |
1.5614 |
| High |
1.5694 |
1.5772 |
0.0078 |
0.5% |
1.5703 |
| Low |
1.5682 |
1.5663 |
-0.0019 |
-0.1% |
1.5608 |
| Close |
1.5682 |
1.5772 |
0.0090 |
0.6% |
1.5619 |
| Range |
0.0012 |
0.0109 |
0.0097 |
808.3% |
0.0095 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
8.7% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
7 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6063 |
1.6026 |
1.5832 |
|
| R3 |
1.5954 |
1.5917 |
1.5802 |
|
| R2 |
1.5845 |
1.5845 |
1.5792 |
|
| R1 |
1.5808 |
1.5808 |
1.5782 |
1.5827 |
| PP |
1.5736 |
1.5736 |
1.5736 |
1.5745 |
| S1 |
1.5699 |
1.5699 |
1.5762 |
1.5718 |
| S2 |
1.5627 |
1.5627 |
1.5752 |
|
| S3 |
1.5518 |
1.5590 |
1.5742 |
|
| S4 |
1.5409 |
1.5481 |
1.5712 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5869 |
1.5671 |
|
| R3 |
1.5833 |
1.5774 |
1.5645 |
|
| R2 |
1.5738 |
1.5738 |
1.5636 |
|
| R1 |
1.5679 |
1.5679 |
1.5628 |
1.5709 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5658 |
| S1 |
1.5584 |
1.5584 |
1.5610 |
1.5614 |
| S2 |
1.5548 |
1.5548 |
1.5602 |
|
| S3 |
1.5453 |
1.5489 |
1.5593 |
|
| S4 |
1.5358 |
1.5394 |
1.5567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5772 |
1.5619 |
0.0153 |
1.0% |
0.0053 |
0.3% |
100% |
True |
False |
1 |
| 10 |
1.5772 |
1.5608 |
0.0164 |
1.0% |
0.0031 |
0.2% |
100% |
True |
False |
1 |
| 20 |
1.5969 |
1.5608 |
0.0361 |
2.3% |
0.0018 |
0.1% |
45% |
False |
False |
2 |
| 40 |
1.6132 |
1.5608 |
0.0524 |
3.3% |
0.0016 |
0.1% |
31% |
False |
False |
1 |
| 60 |
1.6378 |
1.5608 |
0.0770 |
4.9% |
0.0014 |
0.1% |
21% |
False |
False |
2 |
| 80 |
1.6776 |
1.5608 |
0.1168 |
7.4% |
0.0011 |
0.1% |
14% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6235 |
|
2.618 |
1.6057 |
|
1.618 |
1.5948 |
|
1.000 |
1.5881 |
|
0.618 |
1.5839 |
|
HIGH |
1.5772 |
|
0.618 |
1.5730 |
|
0.500 |
1.5718 |
|
0.382 |
1.5705 |
|
LOW |
1.5663 |
|
0.618 |
1.5596 |
|
1.000 |
1.5554 |
|
1.618 |
1.5487 |
|
2.618 |
1.5378 |
|
4.250 |
1.5200 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5754 |
1.5748 |
| PP |
1.5736 |
1.5724 |
| S1 |
1.5718 |
1.5701 |
|