CME British Pound Future March 2015
| 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 |
1.5684 |
1.5631 |
-0.0053 |
-0.3% |
1.5654 |
| High |
1.5700 |
1.5700 |
0.0000 |
0.0% |
1.5721 |
| Low |
1.5613 |
1.5620 |
0.0007 |
0.0% |
1.5577 |
| Close |
1.5632 |
1.5683 |
0.0051 |
0.3% |
1.5632 |
| Range |
0.0087 |
0.0080 |
-0.0007 |
-8.0% |
0.0144 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
195 |
208 |
13 |
6.7% |
1,420 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5908 |
1.5875 |
1.5727 |
|
| R3 |
1.5828 |
1.5795 |
1.5705 |
|
| R2 |
1.5748 |
1.5748 |
1.5698 |
|
| R1 |
1.5715 |
1.5715 |
1.5690 |
1.5732 |
| PP |
1.5668 |
1.5668 |
1.5668 |
1.5676 |
| S1 |
1.5635 |
1.5635 |
1.5676 |
1.5652 |
| S2 |
1.5588 |
1.5588 |
1.5668 |
|
| S3 |
1.5508 |
1.5555 |
1.5661 |
|
| S4 |
1.5428 |
1.5475 |
1.5639 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6075 |
1.5998 |
1.5711 |
|
| R3 |
1.5931 |
1.5854 |
1.5672 |
|
| R2 |
1.5787 |
1.5787 |
1.5658 |
|
| R1 |
1.5710 |
1.5710 |
1.5645 |
1.5677 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5627 |
| S1 |
1.5566 |
1.5566 |
1.5619 |
1.5533 |
| S2 |
1.5499 |
1.5499 |
1.5606 |
|
| S3 |
1.5355 |
1.5422 |
1.5592 |
|
| S4 |
1.5211 |
1.5278 |
1.5553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5721 |
1.5577 |
0.0144 |
0.9% |
0.0087 |
0.6% |
74% |
False |
False |
259 |
| 10 |
1.5915 |
1.5576 |
0.0339 |
2.2% |
0.0096 |
0.6% |
32% |
False |
False |
254 |
| 20 |
1.6160 |
1.5576 |
0.0584 |
3.7% |
0.0094 |
0.6% |
18% |
False |
False |
281 |
| 40 |
1.6251 |
1.5576 |
0.0675 |
4.3% |
0.0095 |
0.6% |
16% |
False |
False |
194 |
| 60 |
1.6494 |
1.5576 |
0.0918 |
5.9% |
0.0081 |
0.5% |
12% |
False |
False |
141 |
| 80 |
1.6831 |
1.5576 |
0.1255 |
8.0% |
0.0061 |
0.4% |
9% |
False |
False |
110 |
| 100 |
1.7108 |
1.5576 |
0.1532 |
9.8% |
0.0050 |
0.3% |
7% |
False |
False |
89 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0042 |
0.3% |
7% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6040 |
|
2.618 |
1.5909 |
|
1.618 |
1.5829 |
|
1.000 |
1.5780 |
|
0.618 |
1.5749 |
|
HIGH |
1.5700 |
|
0.618 |
1.5669 |
|
0.500 |
1.5660 |
|
0.382 |
1.5651 |
|
LOW |
1.5620 |
|
0.618 |
1.5571 |
|
1.000 |
1.5540 |
|
1.618 |
1.5491 |
|
2.618 |
1.5411 |
|
4.250 |
1.5280 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5675 |
1.5678 |
| PP |
1.5668 |
1.5672 |
| S1 |
1.5660 |
1.5667 |
|