CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5833 |
1.5877 |
0.0044 |
0.3% |
1.5969 |
| High |
1.5883 |
1.5913 |
0.0030 |
0.2% |
1.6027 |
| Low |
1.5786 |
1.5836 |
0.0050 |
0.3% |
1.5786 |
| Close |
1.5860 |
1.5847 |
-0.0013 |
-0.1% |
1.5860 |
| Range |
0.0097 |
0.0077 |
-0.0020 |
-20.6% |
0.0241 |
| ATR |
0.0112 |
0.0109 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
105,203 |
64,208 |
-40,995 |
-39.0% |
490,159 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6096 |
1.6049 |
1.5889 |
|
| R3 |
1.6019 |
1.5972 |
1.5868 |
|
| R2 |
1.5942 |
1.5942 |
1.5861 |
|
| R1 |
1.5895 |
1.5895 |
1.5854 |
1.5880 |
| PP |
1.5865 |
1.5865 |
1.5865 |
1.5858 |
| S1 |
1.5818 |
1.5818 |
1.5840 |
1.5803 |
| S2 |
1.5788 |
1.5788 |
1.5833 |
|
| S3 |
1.5711 |
1.5741 |
1.5826 |
|
| S4 |
1.5634 |
1.5664 |
1.5805 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6614 |
1.6478 |
1.5993 |
|
| R3 |
1.6373 |
1.6237 |
1.5926 |
|
| R2 |
1.6132 |
1.6132 |
1.5904 |
|
| R1 |
1.5996 |
1.5996 |
1.5882 |
1.5944 |
| PP |
1.5891 |
1.5891 |
1.5891 |
1.5865 |
| S1 |
1.5755 |
1.5755 |
1.5838 |
1.5703 |
| S2 |
1.5650 |
1.5650 |
1.5816 |
|
| S3 |
1.5409 |
1.5514 |
1.5794 |
|
| S4 |
1.5168 |
1.5273 |
1.5727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6017 |
1.5786 |
0.0231 |
1.5% |
0.0112 |
0.7% |
26% |
False |
False |
93,866 |
| 10 |
1.6177 |
1.5786 |
0.0391 |
2.5% |
0.0108 |
0.7% |
16% |
False |
False |
90,125 |
| 20 |
1.6178 |
1.5786 |
0.0392 |
2.5% |
0.0111 |
0.7% |
16% |
False |
False |
95,458 |
| 40 |
1.6515 |
1.5786 |
0.0729 |
4.6% |
0.0117 |
0.7% |
8% |
False |
False |
104,942 |
| 60 |
1.6719 |
1.5786 |
0.0933 |
5.9% |
0.0105 |
0.7% |
7% |
False |
False |
78,074 |
| 80 |
1.7070 |
1.5786 |
0.1284 |
8.1% |
0.0091 |
0.6% |
5% |
False |
False |
58,635 |
| 100 |
1.7165 |
1.5786 |
0.1379 |
8.7% |
0.0084 |
0.5% |
4% |
False |
False |
46,939 |
| 120 |
1.7165 |
1.5786 |
0.1379 |
8.7% |
0.0074 |
0.5% |
4% |
False |
False |
39,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6240 |
|
2.618 |
1.6115 |
|
1.618 |
1.6038 |
|
1.000 |
1.5990 |
|
0.618 |
1.5961 |
|
HIGH |
1.5913 |
|
0.618 |
1.5884 |
|
0.500 |
1.5875 |
|
0.382 |
1.5865 |
|
LOW |
1.5836 |
|
0.618 |
1.5788 |
|
1.000 |
1.5759 |
|
1.618 |
1.5711 |
|
2.618 |
1.5634 |
|
4.250 |
1.5509 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5875 |
1.5892 |
| PP |
1.5865 |
1.5877 |
| S1 |
1.5856 |
1.5862 |
|