CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5635 |
1.5622 |
-0.0013 |
-0.1% |
1.5614 |
High |
1.5703 |
1.5654 |
-0.0049 |
-0.3% |
1.5703 |
Low |
1.5635 |
1.5619 |
-0.0016 |
-0.1% |
1.5608 |
Close |
1.5673 |
1.5619 |
-0.0054 |
-0.3% |
1.5619 |
Range |
0.0068 |
0.0035 |
-0.0033 |
-48.5% |
0.0095 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.4% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
7 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5736 |
1.5712 |
1.5638 |
|
R3 |
1.5701 |
1.5677 |
1.5629 |
|
R2 |
1.5666 |
1.5666 |
1.5625 |
|
R1 |
1.5642 |
1.5642 |
1.5622 |
1.5637 |
PP |
1.5631 |
1.5631 |
1.5631 |
1.5628 |
S1 |
1.5607 |
1.5607 |
1.5616 |
1.5602 |
S2 |
1.5596 |
1.5596 |
1.5613 |
|
S3 |
1.5561 |
1.5572 |
1.5609 |
|
S4 |
1.5526 |
1.5537 |
1.5600 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5928 |
1.5869 |
1.5671 |
|
R3 |
1.5833 |
1.5774 |
1.5645 |
|
R2 |
1.5738 |
1.5738 |
1.5636 |
|
R1 |
1.5679 |
1.5679 |
1.5628 |
1.5709 |
PP |
1.5643 |
1.5643 |
1.5643 |
1.5658 |
S1 |
1.5584 |
1.5584 |
1.5610 |
1.5614 |
S2 |
1.5548 |
1.5548 |
1.5602 |
|
S3 |
1.5453 |
1.5489 |
1.5593 |
|
S4 |
1.5358 |
1.5394 |
1.5567 |
|
|
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% |
0.0029 |
0.2% |
12% |
False |
False |
1 |
10 |
1.5854 |
1.5608 |
0.0246 |
1.6% |
0.0020 |
0.1% |
4% |
False |
False |
1 |
20 |
1.6132 |
1.5608 |
0.0524 |
3.4% |
0.0017 |
0.1% |
2% |
False |
False |
2 |
40 |
1.6205 |
1.5608 |
0.0597 |
3.8% |
0.0012 |
0.1% |
2% |
False |
False |
1 |
60 |
1.6508 |
1.5608 |
0.0900 |
5.8% |
0.0011 |
0.1% |
1% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5803 |
2.618 |
1.5746 |
1.618 |
1.5711 |
1.000 |
1.5689 |
0.618 |
1.5676 |
HIGH |
1.5654 |
0.618 |
1.5641 |
0.500 |
1.5637 |
0.382 |
1.5632 |
LOW |
1.5619 |
0.618 |
1.5597 |
1.000 |
1.5584 |
1.618 |
1.5562 |
2.618 |
1.5527 |
4.250 |
1.5470 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5637 |
1.5661 |
PP |
1.5631 |
1.5647 |
S1 |
1.5625 |
1.5633 |
|