CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5819 |
1.5854 |
0.0035 |
0.2% |
1.5942 |
High |
1.5819 |
1.5854 |
0.0035 |
0.2% |
1.5968 |
Low |
1.5819 |
1.5854 |
0.0035 |
0.2% |
1.5805 |
Close |
1.5819 |
1.5854 |
0.0035 |
0.2% |
1.5832 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5854 |
1.5854 |
1.5854 |
|
R3 |
1.5854 |
1.5854 |
1.5854 |
|
R2 |
1.5854 |
1.5854 |
1.5854 |
|
R1 |
1.5854 |
1.5854 |
1.5854 |
1.5854 |
PP |
1.5854 |
1.5854 |
1.5854 |
1.5854 |
S1 |
1.5854 |
1.5854 |
1.5854 |
1.5854 |
S2 |
1.5854 |
1.5854 |
1.5854 |
|
S3 |
1.5854 |
1.5854 |
1.5854 |
|
S4 |
1.5854 |
1.5854 |
1.5854 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6357 |
1.6258 |
1.5922 |
|
R3 |
1.6194 |
1.6095 |
1.5877 |
|
R2 |
1.6031 |
1.6031 |
1.5862 |
|
R1 |
1.5932 |
1.5932 |
1.5847 |
1.5900 |
PP |
1.5868 |
1.5868 |
1.5868 |
1.5853 |
S1 |
1.5769 |
1.5769 |
1.5817 |
1.5737 |
S2 |
1.5705 |
1.5705 |
1.5802 |
|
S3 |
1.5542 |
1.5606 |
1.5787 |
|
S4 |
1.5379 |
1.5443 |
1.5742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5943 |
1.5805 |
0.0138 |
0.9% |
0.0000 |
0.0% |
36% |
False |
False |
3 |
10 |
1.6087 |
1.5805 |
0.0282 |
1.8% |
0.0010 |
0.1% |
17% |
False |
False |
2 |
20 |
1.6132 |
1.5805 |
0.0327 |
2.1% |
0.0008 |
0.0% |
15% |
False |
False |
2 |
40 |
1.6378 |
1.5805 |
0.0573 |
3.6% |
0.0011 |
0.1% |
9% |
False |
False |
3 |
60 |
1.6560 |
1.5805 |
0.0755 |
4.8% |
0.0008 |
0.0% |
6% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5854 |
2.618 |
1.5854 |
1.618 |
1.5854 |
1.000 |
1.5854 |
0.618 |
1.5854 |
HIGH |
1.5854 |
0.618 |
1.5854 |
0.500 |
1.5854 |
0.382 |
1.5854 |
LOW |
1.5854 |
0.618 |
1.5854 |
1.000 |
1.5854 |
1.618 |
1.5854 |
2.618 |
1.5854 |
4.250 |
1.5854 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5854 |
1.5848 |
PP |
1.5854 |
1.5842 |
S1 |
1.5854 |
1.5837 |
|