CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5699 |
1.5702 |
0.0003 |
0.0% |
1.5662 |
| High |
1.5734 |
1.5804 |
0.0070 |
0.4% |
1.5736 |
| Low |
1.5647 |
1.5677 |
0.0030 |
0.2% |
1.5587 |
| Close |
1.5706 |
1.5796 |
0.0090 |
0.6% |
1.5643 |
| Range |
0.0087 |
0.0127 |
0.0040 |
46.0% |
0.0149 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.5% |
0.0000 |
| Volume |
72,109 |
91,604 |
19,495 |
27.0% |
442,435 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6140 |
1.6095 |
1.5866 |
|
| R3 |
1.6013 |
1.5968 |
1.5831 |
|
| R2 |
1.5886 |
1.5886 |
1.5819 |
|
| R1 |
1.5841 |
1.5841 |
1.5808 |
1.5864 |
| PP |
1.5759 |
1.5759 |
1.5759 |
1.5770 |
| S1 |
1.5714 |
1.5714 |
1.5784 |
1.5737 |
| S2 |
1.5632 |
1.5632 |
1.5773 |
|
| S3 |
1.5505 |
1.5587 |
1.5761 |
|
| S4 |
1.5378 |
1.5460 |
1.5726 |
|
|
| 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 |
1.5804 |
1.5624 |
0.0180 |
1.1% |
0.0099 |
0.6% |
96% |
True |
False |
79,196 |
| 10 |
1.5804 |
1.5587 |
0.0217 |
1.4% |
0.0100 |
0.6% |
96% |
True |
False |
85,223 |
| 20 |
1.6032 |
1.5587 |
0.0445 |
2.8% |
0.0105 |
0.7% |
47% |
False |
False |
90,376 |
| 40 |
1.6240 |
1.5587 |
0.0653 |
4.1% |
0.0114 |
0.7% |
32% |
False |
False |
95,127 |
| 60 |
1.6515 |
1.5587 |
0.0928 |
5.9% |
0.0113 |
0.7% |
23% |
False |
False |
95,521 |
| 80 |
1.6860 |
1.5587 |
0.1273 |
8.1% |
0.0100 |
0.6% |
16% |
False |
False |
71,923 |
| 100 |
1.7165 |
1.5587 |
0.1578 |
10.0% |
0.0090 |
0.6% |
13% |
False |
False |
57,582 |
| 120 |
1.7165 |
1.5587 |
0.1578 |
10.0% |
0.0083 |
0.5% |
13% |
False |
False |
48,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6344 |
|
2.618 |
1.6136 |
|
1.618 |
1.6009 |
|
1.000 |
1.5931 |
|
0.618 |
1.5882 |
|
HIGH |
1.5804 |
|
0.618 |
1.5755 |
|
0.500 |
1.5741 |
|
0.382 |
1.5726 |
|
LOW |
1.5677 |
|
0.618 |
1.5599 |
|
1.000 |
1.5550 |
|
1.618 |
1.5472 |
|
2.618 |
1.5345 |
|
4.250 |
1.5137 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5778 |
1.5769 |
| PP |
1.5759 |
1.5742 |
| S1 |
1.5741 |
1.5715 |
|