CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5678 |
1.5688 |
0.0010 |
0.1% |
1.5662 |
| High |
1.5736 |
1.5712 |
-0.0024 |
-0.2% |
1.5736 |
| Low |
1.5629 |
1.5624 |
-0.0005 |
0.0% |
1.5587 |
| Close |
1.5696 |
1.5643 |
-0.0053 |
-0.3% |
1.5643 |
| Range |
0.0107 |
0.0088 |
-0.0019 |
-17.8% |
0.0149 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
94,568 |
82,233 |
-12,335 |
-13.0% |
442,435 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5924 |
1.5871 |
1.5691 |
|
| R3 |
1.5836 |
1.5783 |
1.5667 |
|
| R2 |
1.5748 |
1.5748 |
1.5659 |
|
| R1 |
1.5695 |
1.5695 |
1.5651 |
1.5678 |
| PP |
1.5660 |
1.5660 |
1.5660 |
1.5651 |
| S1 |
1.5607 |
1.5607 |
1.5635 |
1.5590 |
| S2 |
1.5572 |
1.5572 |
1.5627 |
|
| S3 |
1.5484 |
1.5519 |
1.5619 |
|
| S4 |
1.5396 |
1.5431 |
1.5595 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.6022 |
1.5725 |
|
| R3 |
1.5953 |
1.5873 |
1.5684 |
|
| R2 |
1.5804 |
1.5804 |
1.5670 |
|
| R1 |
1.5724 |
1.5724 |
1.5657 |
1.5690 |
| PP |
1.5655 |
1.5655 |
1.5655 |
1.5638 |
| S1 |
1.5575 |
1.5575 |
1.5629 |
1.5541 |
| S2 |
1.5506 |
1.5506 |
1.5616 |
|
| S3 |
1.5357 |
1.5426 |
1.5602 |
|
| S4 |
1.5208 |
1.5277 |
1.5561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5736 |
1.5587 |
0.0149 |
1.0% |
0.0098 |
0.6% |
38% |
False |
False |
88,487 |
| 10 |
1.5942 |
1.5587 |
0.0355 |
2.3% |
0.0105 |
0.7% |
16% |
False |
False |
91,145 |
| 20 |
1.6177 |
1.5587 |
0.0590 |
3.8% |
0.0106 |
0.7% |
9% |
False |
False |
89,995 |
| 40 |
1.6277 |
1.5587 |
0.0690 |
4.4% |
0.0114 |
0.7% |
8% |
False |
False |
97,273 |
| 60 |
1.6629 |
1.5587 |
0.1042 |
6.7% |
0.0112 |
0.7% |
5% |
False |
False |
92,092 |
| 80 |
1.6866 |
1.5587 |
0.1279 |
8.2% |
0.0098 |
0.6% |
4% |
False |
False |
69,198 |
| 100 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0089 |
0.6% |
4% |
False |
False |
55,399 |
| 120 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0082 |
0.5% |
4% |
False |
False |
46,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6086 |
|
2.618 |
1.5942 |
|
1.618 |
1.5854 |
|
1.000 |
1.5800 |
|
0.618 |
1.5766 |
|
HIGH |
1.5712 |
|
0.618 |
1.5678 |
|
0.500 |
1.5668 |
|
0.382 |
1.5658 |
|
LOW |
1.5624 |
|
0.618 |
1.5570 |
|
1.000 |
1.5536 |
|
1.618 |
1.5482 |
|
2.618 |
1.5394 |
|
4.250 |
1.5250 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5662 |
| PP |
1.5660 |
1.5655 |
| S1 |
1.5651 |
1.5649 |
|