CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5762 |
1.5700 |
-0.0062 |
-0.4% |
1.5877 |
High |
1.5778 |
1.5705 |
-0.0073 |
-0.5% |
1.5942 |
Low |
1.5690 |
1.5589 |
-0.0101 |
-0.6% |
1.5589 |
Close |
1.5715 |
1.5677 |
-0.0038 |
-0.2% |
1.5677 |
Range |
0.0088 |
0.0116 |
0.0028 |
31.8% |
0.0353 |
ATR |
0.0112 |
0.0113 |
0.0001 |
0.9% |
0.0000 |
Volume |
77,977 |
112,641 |
34,664 |
44.5% |
469,017 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6005 |
1.5957 |
1.5741 |
|
R3 |
1.5889 |
1.5841 |
1.5709 |
|
R2 |
1.5773 |
1.5773 |
1.5698 |
|
R1 |
1.5725 |
1.5725 |
1.5688 |
1.5691 |
PP |
1.5657 |
1.5657 |
1.5657 |
1.5640 |
S1 |
1.5609 |
1.5609 |
1.5666 |
1.5575 |
S2 |
1.5541 |
1.5541 |
1.5656 |
|
S3 |
1.5425 |
1.5493 |
1.5645 |
|
S4 |
1.5309 |
1.5377 |
1.5613 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6795 |
1.6589 |
1.5871 |
|
R3 |
1.6442 |
1.6236 |
1.5774 |
|
R2 |
1.6089 |
1.6089 |
1.5742 |
|
R1 |
1.5883 |
1.5883 |
1.5709 |
1.5810 |
PP |
1.5736 |
1.5736 |
1.5736 |
1.5699 |
S1 |
1.5530 |
1.5530 |
1.5645 |
1.5457 |
S2 |
1.5383 |
1.5383 |
1.5612 |
|
S3 |
1.5030 |
1.5177 |
1.5580 |
|
S4 |
1.4677 |
1.4824 |
1.5483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5942 |
1.5589 |
0.0353 |
2.3% |
0.0112 |
0.7% |
25% |
False |
True |
93,803 |
10 |
1.6027 |
1.5589 |
0.0438 |
2.8% |
0.0115 |
0.7% |
20% |
False |
True |
95,917 |
20 |
1.6178 |
1.5589 |
0.0589 |
3.8% |
0.0104 |
0.7% |
15% |
False |
True |
85,841 |
40 |
1.6404 |
1.5589 |
0.0815 |
5.2% |
0.0112 |
0.7% |
11% |
False |
True |
98,853 |
60 |
1.6629 |
1.5589 |
0.1040 |
6.6% |
0.0109 |
0.7% |
8% |
False |
True |
84,778 |
80 |
1.6976 |
1.5589 |
0.1387 |
8.8% |
0.0095 |
0.6% |
6% |
False |
True |
63,687 |
100 |
1.7165 |
1.5589 |
0.1576 |
10.1% |
0.0087 |
0.6% |
6% |
False |
True |
50,985 |
120 |
1.7165 |
1.5589 |
0.1576 |
10.1% |
0.0078 |
0.5% |
6% |
False |
True |
42,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6198 |
2.618 |
1.6009 |
1.618 |
1.5893 |
1.000 |
1.5821 |
0.618 |
1.5777 |
HIGH |
1.5705 |
0.618 |
1.5661 |
0.500 |
1.5647 |
0.382 |
1.5633 |
LOW |
1.5589 |
0.618 |
1.5517 |
1.000 |
1.5473 |
1.618 |
1.5401 |
2.618 |
1.5285 |
4.250 |
1.5096 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5667 |
1.5763 |
PP |
1.5657 |
1.5734 |
S1 |
1.5647 |
1.5706 |
|