CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5687 |
1.5635 |
-0.0052 |
-0.3% |
1.5819 |
High |
1.5687 |
1.5703 |
0.0016 |
0.1% |
1.5854 |
Low |
1.5652 |
1.5635 |
-0.0017 |
-0.1% |
1.5652 |
Close |
1.5652 |
1.5673 |
0.0021 |
0.1% |
1.5652 |
Range |
0.0035 |
0.0068 |
0.0033 |
94.3% |
0.0202 |
ATR |
0.0050 |
0.0051 |
0.0001 |
2.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5874 |
1.5842 |
1.5710 |
|
R3 |
1.5806 |
1.5774 |
1.5692 |
|
R2 |
1.5738 |
1.5738 |
1.5685 |
|
R1 |
1.5706 |
1.5706 |
1.5679 |
1.5722 |
PP |
1.5670 |
1.5670 |
1.5670 |
1.5679 |
S1 |
1.5638 |
1.5638 |
1.5667 |
1.5654 |
S2 |
1.5602 |
1.5602 |
1.5661 |
|
S3 |
1.5534 |
1.5570 |
1.5654 |
|
S4 |
1.5466 |
1.5502 |
1.5636 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6325 |
1.6191 |
1.5763 |
|
R3 |
1.6123 |
1.5989 |
1.5708 |
|
R2 |
1.5921 |
1.5921 |
1.5689 |
|
R1 |
1.5787 |
1.5787 |
1.5671 |
1.5753 |
PP |
1.5719 |
1.5719 |
1.5719 |
1.5703 |
S1 |
1.5585 |
1.5585 |
1.5633 |
1.5551 |
S2 |
1.5517 |
1.5517 |
1.5615 |
|
S3 |
1.5315 |
1.5383 |
1.5596 |
|
S4 |
1.5113 |
1.5181 |
1.5541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5703 |
1.5608 |
0.0095 |
0.6% |
0.0022 |
0.1% |
68% |
True |
False |
1 |
10 |
1.5854 |
1.5608 |
0.0246 |
1.6% |
0.0017 |
0.1% |
26% |
False |
False |
1 |
20 |
1.6132 |
1.5608 |
0.0524 |
3.3% |
0.0015 |
0.1% |
12% |
False |
False |
2 |
40 |
1.6205 |
1.5608 |
0.0597 |
3.8% |
0.0012 |
0.1% |
11% |
False |
False |
1 |
60 |
1.6531 |
1.5608 |
0.0923 |
5.9% |
0.0010 |
0.1% |
7% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5992 |
2.618 |
1.5881 |
1.618 |
1.5813 |
1.000 |
1.5771 |
0.618 |
1.5745 |
HIGH |
1.5703 |
0.618 |
1.5677 |
0.500 |
1.5669 |
0.382 |
1.5661 |
LOW |
1.5635 |
0.618 |
1.5593 |
1.000 |
1.5567 |
1.618 |
1.5525 |
2.618 |
1.5457 |
4.250 |
1.5346 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5672 |
1.5667 |
PP |
1.5670 |
1.5661 |
S1 |
1.5669 |
1.5656 |
|