CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5688 |
1.5644 |
-0.0044 |
-0.3% |
1.5662 |
| High |
1.5712 |
1.5712 |
0.0000 |
0.0% |
1.5736 |
| Low |
1.5624 |
1.5626 |
0.0002 |
0.0% |
1.5587 |
| Close |
1.5643 |
1.5694 |
0.0051 |
0.3% |
1.5643 |
| Range |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0149 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
82,233 |
55,469 |
-26,764 |
-32.5% |
442,435 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5935 |
1.5901 |
1.5741 |
|
| R3 |
1.5849 |
1.5815 |
1.5718 |
|
| R2 |
1.5763 |
1.5763 |
1.5710 |
|
| R1 |
1.5729 |
1.5729 |
1.5702 |
1.5746 |
| PP |
1.5677 |
1.5677 |
1.5677 |
1.5686 |
| S1 |
1.5643 |
1.5643 |
1.5686 |
1.5660 |
| S2 |
1.5591 |
1.5591 |
1.5678 |
|
| S3 |
1.5505 |
1.5557 |
1.5670 |
|
| S4 |
1.5419 |
1.5471 |
1.5647 |
|
|
| 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 |
0.9% |
0.0092 |
0.6% |
72% |
False |
False |
84,129 |
| 10 |
1.5942 |
1.5587 |
0.0355 |
2.3% |
0.0106 |
0.7% |
30% |
False |
False |
90,271 |
| 20 |
1.6177 |
1.5587 |
0.0590 |
3.8% |
0.0107 |
0.7% |
18% |
False |
False |
90,198 |
| 40 |
1.6277 |
1.5587 |
0.0690 |
4.4% |
0.0114 |
0.7% |
16% |
False |
False |
96,637 |
| 60 |
1.6629 |
1.5587 |
0.1042 |
6.6% |
0.0113 |
0.7% |
10% |
False |
False |
92,975 |
| 80 |
1.6866 |
1.5587 |
0.1279 |
8.1% |
0.0099 |
0.6% |
8% |
False |
False |
69,888 |
| 100 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0089 |
0.6% |
7% |
False |
False |
55,948 |
| 120 |
1.7165 |
1.5587 |
0.1578 |
10.1% |
0.0082 |
0.5% |
7% |
False |
False |
46,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6078 |
|
2.618 |
1.5937 |
|
1.618 |
1.5851 |
|
1.000 |
1.5798 |
|
0.618 |
1.5765 |
|
HIGH |
1.5712 |
|
0.618 |
1.5679 |
|
0.500 |
1.5669 |
|
0.382 |
1.5659 |
|
LOW |
1.5626 |
|
0.618 |
1.5573 |
|
1.000 |
1.5540 |
|
1.618 |
1.5487 |
|
2.618 |
1.5401 |
|
4.250 |
1.5261 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5689 |
| PP |
1.5677 |
1.5685 |
| S1 |
1.5669 |
1.5680 |
|