CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5631 |
1.5669 |
0.0038 |
0.2% |
1.5654 |
| High |
1.5700 |
1.5723 |
0.0023 |
0.1% |
1.5721 |
| Low |
1.5620 |
1.5637 |
0.0017 |
0.1% |
1.5577 |
| Close |
1.5683 |
1.5695 |
0.0012 |
0.1% |
1.5632 |
| Range |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0144 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
208 |
443 |
235 |
113.0% |
1,420 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5943 |
1.5905 |
1.5742 |
|
| R3 |
1.5857 |
1.5819 |
1.5719 |
|
| R2 |
1.5771 |
1.5771 |
1.5711 |
|
| R1 |
1.5733 |
1.5733 |
1.5703 |
1.5752 |
| PP |
1.5685 |
1.5685 |
1.5685 |
1.5695 |
| S1 |
1.5647 |
1.5647 |
1.5687 |
1.5666 |
| S2 |
1.5599 |
1.5599 |
1.5679 |
|
| S3 |
1.5513 |
1.5561 |
1.5671 |
|
| S4 |
1.5427 |
1.5475 |
1.5648 |
|
|
| 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 |
1.5723 |
1.5577 |
0.0146 |
0.9% |
0.0096 |
0.6% |
81% |
True |
False |
300 |
| 10 |
1.5915 |
1.5576 |
0.0339 |
2.2% |
0.0096 |
0.6% |
35% |
False |
False |
275 |
| 20 |
1.6129 |
1.5576 |
0.0553 |
3.5% |
0.0094 |
0.6% |
22% |
False |
False |
301 |
| 40 |
1.6224 |
1.5576 |
0.0648 |
4.1% |
0.0095 |
0.6% |
18% |
False |
False |
204 |
| 60 |
1.6494 |
1.5576 |
0.0918 |
5.8% |
0.0083 |
0.5% |
13% |
False |
False |
147 |
| 80 |
1.6831 |
1.5576 |
0.1255 |
8.0% |
0.0062 |
0.4% |
9% |
False |
False |
115 |
| 100 |
1.7108 |
1.5576 |
0.1532 |
9.8% |
0.0051 |
0.3% |
8% |
False |
False |
93 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0042 |
0.3% |
8% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6089 |
|
2.618 |
1.5948 |
|
1.618 |
1.5862 |
|
1.000 |
1.5809 |
|
0.618 |
1.5776 |
|
HIGH |
1.5723 |
|
0.618 |
1.5690 |
|
0.500 |
1.5680 |
|
0.382 |
1.5670 |
|
LOW |
1.5637 |
|
0.618 |
1.5584 |
|
1.000 |
1.5551 |
|
1.618 |
1.5498 |
|
2.618 |
1.5412 |
|
4.250 |
1.5272 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5690 |
1.5686 |
| PP |
1.5685 |
1.5677 |
| S1 |
1.5680 |
1.5668 |
|