CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5824 |
1.5900 |
0.0076 |
0.5% |
1.5962 |
| High |
1.5911 |
1.5915 |
0.0004 |
0.0% |
1.6010 |
| Low |
1.5824 |
1.5763 |
-0.0061 |
-0.4% |
1.5787 |
| Close |
1.5869 |
1.5765 |
-0.0104 |
-0.7% |
1.5847 |
| Range |
0.0087 |
0.0152 |
0.0065 |
74.7% |
0.0223 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.8% |
0.0000 |
| Volume |
231 |
160 |
-71 |
-30.7% |
2,002 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6270 |
1.6170 |
1.5849 |
|
| R3 |
1.6118 |
1.6018 |
1.5807 |
|
| R2 |
1.5966 |
1.5966 |
1.5793 |
|
| R1 |
1.5866 |
1.5866 |
1.5779 |
1.5840 |
| PP |
1.5814 |
1.5814 |
1.5814 |
1.5802 |
| S1 |
1.5714 |
1.5714 |
1.5751 |
1.5688 |
| S2 |
1.5662 |
1.5662 |
1.5737 |
|
| S3 |
1.5510 |
1.5562 |
1.5723 |
|
| S4 |
1.5358 |
1.5410 |
1.5681 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6550 |
1.6422 |
1.5970 |
|
| R3 |
1.6327 |
1.6199 |
1.5908 |
|
| R2 |
1.6104 |
1.6104 |
1.5888 |
|
| R1 |
1.5976 |
1.5976 |
1.5867 |
1.5929 |
| PP |
1.5881 |
1.5881 |
1.5881 |
1.5858 |
| S1 |
1.5753 |
1.5753 |
1.5827 |
1.5706 |
| S2 |
1.5658 |
1.5658 |
1.5806 |
|
| S3 |
1.5435 |
1.5530 |
1.5786 |
|
| S4 |
1.5212 |
1.5307 |
1.5724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5977 |
1.5763 |
0.0214 |
1.4% |
0.0110 |
0.7% |
1% |
False |
True |
351 |
| 10 |
1.6017 |
1.5763 |
0.0254 |
1.6% |
0.0094 |
0.6% |
1% |
False |
True |
337 |
| 20 |
1.6162 |
1.5763 |
0.0399 |
2.5% |
0.0088 |
0.6% |
1% |
False |
True |
245 |
| 40 |
1.6494 |
1.5763 |
0.0731 |
4.6% |
0.0093 |
0.6% |
0% |
False |
True |
154 |
| 60 |
1.6562 |
1.5763 |
0.0799 |
5.1% |
0.0069 |
0.4% |
0% |
False |
True |
110 |
| 80 |
1.6998 |
1.5763 |
0.1235 |
7.8% |
0.0053 |
0.3% |
0% |
False |
True |
83 |
| 100 |
1.7109 |
1.5763 |
0.1346 |
8.5% |
0.0043 |
0.3% |
0% |
False |
True |
68 |
| 120 |
1.7109 |
1.5763 |
0.1346 |
8.5% |
0.0036 |
0.2% |
0% |
False |
True |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6561 |
|
2.618 |
1.6313 |
|
1.618 |
1.6161 |
|
1.000 |
1.6067 |
|
0.618 |
1.6009 |
|
HIGH |
1.5915 |
|
0.618 |
1.5857 |
|
0.500 |
1.5839 |
|
0.382 |
1.5821 |
|
LOW |
1.5763 |
|
0.618 |
1.5669 |
|
1.000 |
1.5611 |
|
1.618 |
1.5517 |
|
2.618 |
1.5365 |
|
4.250 |
1.5117 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5839 |
1.5839 |
| PP |
1.5814 |
1.5814 |
| S1 |
1.5790 |
1.5790 |
|