CME British Pound Future March 2015
| 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 |
1.5669 |
1.5695 |
0.0026 |
0.2% |
1.5654 |
| High |
1.5723 |
1.5792 |
0.0069 |
0.4% |
1.5721 |
| Low |
1.5637 |
1.5669 |
0.0032 |
0.2% |
1.5577 |
| Close |
1.5695 |
1.5785 |
0.0090 |
0.6% |
1.5632 |
| Range |
0.0086 |
0.0123 |
0.0037 |
43.0% |
0.0144 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.2% |
0.0000 |
| Volume |
443 |
1,526 |
1,083 |
244.5% |
1,420 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6118 |
1.6074 |
1.5853 |
|
| R3 |
1.5995 |
1.5951 |
1.5819 |
|
| R2 |
1.5872 |
1.5872 |
1.5808 |
|
| R1 |
1.5828 |
1.5828 |
1.5796 |
1.5850 |
| PP |
1.5749 |
1.5749 |
1.5749 |
1.5760 |
| S1 |
1.5705 |
1.5705 |
1.5774 |
1.5727 |
| S2 |
1.5626 |
1.5626 |
1.5762 |
|
| S3 |
1.5503 |
1.5582 |
1.5751 |
|
| S4 |
1.5380 |
1.5459 |
1.5717 |
|
|
| 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 |
1.5792 |
1.5613 |
0.0179 |
1.1% |
0.0095 |
0.6% |
96% |
True |
False |
576 |
| 10 |
1.5792 |
1.5576 |
0.0216 |
1.4% |
0.0093 |
0.6% |
97% |
True |
False |
412 |
| 20 |
1.6017 |
1.5576 |
0.0441 |
2.8% |
0.0093 |
0.6% |
47% |
False |
False |
374 |
| 40 |
1.6202 |
1.5576 |
0.0626 |
4.0% |
0.0096 |
0.6% |
33% |
False |
False |
241 |
| 60 |
1.6494 |
1.5576 |
0.0918 |
5.8% |
0.0084 |
0.5% |
23% |
False |
False |
172 |
| 80 |
1.6803 |
1.5576 |
0.1227 |
7.8% |
0.0064 |
0.4% |
17% |
False |
False |
134 |
| 100 |
1.7108 |
1.5576 |
0.1532 |
9.7% |
0.0052 |
0.3% |
14% |
False |
False |
108 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.7% |
0.0043 |
0.3% |
14% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6315 |
|
2.618 |
1.6114 |
|
1.618 |
1.5991 |
|
1.000 |
1.5915 |
|
0.618 |
1.5868 |
|
HIGH |
1.5792 |
|
0.618 |
1.5745 |
|
0.500 |
1.5731 |
|
0.382 |
1.5716 |
|
LOW |
1.5669 |
|
0.618 |
1.5593 |
|
1.000 |
1.5546 |
|
1.618 |
1.5470 |
|
2.618 |
1.5347 |
|
4.250 |
1.5146 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5767 |
1.5759 |
| PP |
1.5749 |
1.5732 |
| S1 |
1.5731 |
1.5706 |
|