CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5695 |
1.5779 |
0.0084 |
0.5% |
1.5631 |
| High |
1.5792 |
1.5813 |
0.0021 |
0.1% |
1.5813 |
| Low |
1.5669 |
1.5603 |
-0.0066 |
-0.4% |
1.5603 |
| Close |
1.5785 |
1.5606 |
-0.0179 |
-1.1% |
1.5606 |
| Range |
0.0123 |
0.0210 |
0.0087 |
70.7% |
0.0210 |
| ATR |
0.0096 |
0.0104 |
0.0008 |
8.5% |
0.0000 |
| Volume |
1,526 |
1,973 |
447 |
29.3% |
4,150 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6165 |
1.5722 |
|
| R3 |
1.6094 |
1.5955 |
1.5664 |
|
| R2 |
1.5884 |
1.5884 |
1.5645 |
|
| R1 |
1.5745 |
1.5745 |
1.5625 |
1.5710 |
| PP |
1.5674 |
1.5674 |
1.5674 |
1.5656 |
| S1 |
1.5535 |
1.5535 |
1.5587 |
1.5500 |
| S2 |
1.5464 |
1.5464 |
1.5568 |
|
| S3 |
1.5254 |
1.5325 |
1.5548 |
|
| S4 |
1.5044 |
1.5115 |
1.5491 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6165 |
1.5722 |
|
| R3 |
1.6094 |
1.5955 |
1.5664 |
|
| R2 |
1.5884 |
1.5884 |
1.5645 |
|
| R1 |
1.5745 |
1.5745 |
1.5625 |
1.5710 |
| PP |
1.5674 |
1.5674 |
1.5674 |
1.5656 |
| S1 |
1.5535 |
1.5535 |
1.5587 |
1.5500 |
| S2 |
1.5464 |
1.5464 |
1.5568 |
|
| S3 |
1.5254 |
1.5325 |
1.5548 |
|
| S4 |
1.5044 |
1.5115 |
1.5491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5813 |
1.5603 |
0.0210 |
1.3% |
0.0117 |
0.8% |
1% |
True |
True |
869 |
| 10 |
1.5813 |
1.5576 |
0.0237 |
1.5% |
0.0106 |
0.7% |
13% |
True |
False |
568 |
| 20 |
1.6010 |
1.5576 |
0.0434 |
2.8% |
0.0100 |
0.6% |
7% |
False |
False |
452 |
| 40 |
1.6202 |
1.5576 |
0.0626 |
4.0% |
0.0099 |
0.6% |
5% |
False |
False |
287 |
| 60 |
1.6494 |
1.5576 |
0.0918 |
5.9% |
0.0087 |
0.6% |
3% |
False |
False |
205 |
| 80 |
1.6793 |
1.5576 |
0.1217 |
7.8% |
0.0067 |
0.4% |
2% |
False |
False |
159 |
| 100 |
1.7096 |
1.5576 |
0.1520 |
9.7% |
0.0054 |
0.3% |
2% |
False |
False |
128 |
| 120 |
1.7109 |
1.5576 |
0.1533 |
9.8% |
0.0045 |
0.3% |
2% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6706 |
|
2.618 |
1.6363 |
|
1.618 |
1.6153 |
|
1.000 |
1.6023 |
|
0.618 |
1.5943 |
|
HIGH |
1.5813 |
|
0.618 |
1.5733 |
|
0.500 |
1.5708 |
|
0.382 |
1.5683 |
|
LOW |
1.5603 |
|
0.618 |
1.5473 |
|
1.000 |
1.5393 |
|
1.618 |
1.5263 |
|
2.618 |
1.5053 |
|
4.250 |
1.4711 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5708 |
1.5708 |
| PP |
1.5674 |
1.5674 |
| S1 |
1.5640 |
1.5640 |
|