CME British Pound Future December 2014
| 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 |
1.5631 |
1.5622 |
-0.0009 |
-0.1% |
1.5877 |
| High |
1.5676 |
1.5718 |
0.0042 |
0.3% |
1.5942 |
| Low |
1.5626 |
1.5587 |
-0.0039 |
-0.2% |
1.5589 |
| Close |
1.5632 |
1.5675 |
0.0043 |
0.3% |
1.5677 |
| Range |
0.0050 |
0.0131 |
0.0081 |
162.0% |
0.0353 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.5% |
0.0000 |
| Volume |
78,773 |
109,604 |
30,831 |
39.1% |
469,017 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6053 |
1.5995 |
1.5747 |
|
| R3 |
1.5922 |
1.5864 |
1.5711 |
|
| R2 |
1.5791 |
1.5791 |
1.5699 |
|
| R1 |
1.5733 |
1.5733 |
1.5687 |
1.5762 |
| PP |
1.5660 |
1.5660 |
1.5660 |
1.5675 |
| S1 |
1.5602 |
1.5602 |
1.5663 |
1.5631 |
| S2 |
1.5529 |
1.5529 |
1.5651 |
|
| S3 |
1.5398 |
1.5471 |
1.5639 |
|
| S4 |
1.5267 |
1.5340 |
1.5603 |
|
|
| 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 |
1.5778 |
1.5587 |
0.0191 |
1.2% |
0.0100 |
0.6% |
46% |
False |
True |
91,250 |
| 10 |
1.5997 |
1.5587 |
0.0410 |
2.6% |
0.0113 |
0.7% |
21% |
False |
True |
94,386 |
| 20 |
1.6177 |
1.5587 |
0.0590 |
3.8% |
0.0104 |
0.7% |
15% |
False |
True |
88,469 |
| 40 |
1.6331 |
1.5587 |
0.0744 |
4.7% |
0.0113 |
0.7% |
12% |
False |
True |
98,368 |
| 60 |
1.6629 |
1.5587 |
0.1042 |
6.6% |
0.0111 |
0.7% |
8% |
False |
True |
89,163 |
| 80 |
1.6921 |
1.5587 |
0.1334 |
8.5% |
0.0097 |
0.6% |
7% |
False |
True |
66,998 |
| 100 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0088 |
0.6% |
6% |
False |
True |
53,635 |
| 120 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0080 |
0.5% |
6% |
False |
True |
44,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6275 |
|
2.618 |
1.6061 |
|
1.618 |
1.5930 |
|
1.000 |
1.5849 |
|
0.618 |
1.5799 |
|
HIGH |
1.5718 |
|
0.618 |
1.5668 |
|
0.500 |
1.5653 |
|
0.382 |
1.5637 |
|
LOW |
1.5587 |
|
0.618 |
1.5506 |
|
1.000 |
1.5456 |
|
1.618 |
1.5375 |
|
2.618 |
1.5244 |
|
4.250 |
1.5030 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5670 |
| PP |
1.5660 |
1.5665 |
| S1 |
1.5653 |
1.5660 |
|