CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5854 |
1.5807 |
-0.0047 |
-0.3% |
1.5942 |
High |
1.5854 |
1.5807 |
-0.0047 |
-0.3% |
1.5968 |
Low |
1.5854 |
1.5752 |
-0.0102 |
-0.6% |
1.5805 |
Close |
1.5854 |
1.5752 |
-0.0102 |
-0.6% |
1.5832 |
Range |
0.0000 |
0.0055 |
0.0055 |
|
0.0163 |
ATR |
0.0048 |
0.0052 |
0.0004 |
8.0% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5935 |
1.5899 |
1.5782 |
|
R3 |
1.5880 |
1.5844 |
1.5767 |
|
R2 |
1.5825 |
1.5825 |
1.5762 |
|
R1 |
1.5789 |
1.5789 |
1.5757 |
1.5780 |
PP |
1.5770 |
1.5770 |
1.5770 |
1.5766 |
S1 |
1.5734 |
1.5734 |
1.5747 |
1.5725 |
S2 |
1.5715 |
1.5715 |
1.5742 |
|
S3 |
1.5660 |
1.5679 |
1.5737 |
|
S4 |
1.5605 |
1.5624 |
1.5722 |
|
|
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 |
1.5854 |
1.5752 |
0.0102 |
0.6% |
0.0011 |
0.1% |
0% |
False |
True |
3 |
10 |
1.5969 |
1.5752 |
0.0217 |
1.4% |
0.0006 |
0.0% |
0% |
False |
True |
3 |
20 |
1.6132 |
1.5752 |
0.0380 |
2.4% |
0.0010 |
0.1% |
0% |
False |
True |
2 |
40 |
1.6378 |
1.5752 |
0.0626 |
4.0% |
0.0012 |
0.1% |
0% |
False |
True |
3 |
60 |
1.6538 |
1.5752 |
0.0786 |
5.0% |
0.0009 |
0.1% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6041 |
2.618 |
1.5951 |
1.618 |
1.5896 |
1.000 |
1.5862 |
0.618 |
1.5841 |
HIGH |
1.5807 |
0.618 |
1.5786 |
0.500 |
1.5780 |
0.382 |
1.5773 |
LOW |
1.5752 |
0.618 |
1.5718 |
1.000 |
1.5697 |
1.618 |
1.5663 |
2.618 |
1.5608 |
4.250 |
1.5518 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5780 |
1.5803 |
PP |
1.5770 |
1.5786 |
S1 |
1.5761 |
1.5769 |
|