CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5622 |
1.5629 |
0.0007 |
0.0% |
1.5614 |
| High |
1.5654 |
1.5670 |
0.0016 |
0.1% |
1.5703 |
| Low |
1.5619 |
1.5629 |
0.0010 |
0.1% |
1.5608 |
| Close |
1.5619 |
1.5670 |
0.0051 |
0.3% |
1.5619 |
| Range |
0.0035 |
0.0041 |
0.0006 |
17.1% |
0.0095 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
7 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5779 |
1.5766 |
1.5693 |
|
| R3 |
1.5738 |
1.5725 |
1.5681 |
|
| R2 |
1.5697 |
1.5697 |
1.5678 |
|
| R1 |
1.5684 |
1.5684 |
1.5674 |
1.5691 |
| PP |
1.5656 |
1.5656 |
1.5656 |
1.5660 |
| S1 |
1.5643 |
1.5643 |
1.5666 |
1.5650 |
| S2 |
1.5615 |
1.5615 |
1.5662 |
|
| S3 |
1.5574 |
1.5602 |
1.5659 |
|
| S4 |
1.5533 |
1.5561 |
1.5647 |
|
|
| 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% |
0.0037 |
0.2% |
65% |
False |
False |
1 |
| 10 |
1.5854 |
1.5608 |
0.0246 |
1.6% |
0.0024 |
0.2% |
25% |
False |
False |
1 |
| 20 |
1.6132 |
1.5608 |
0.0524 |
3.3% |
0.0019 |
0.1% |
12% |
False |
False |
2 |
| 40 |
1.6155 |
1.5608 |
0.0547 |
3.5% |
0.0013 |
0.1% |
11% |
False |
False |
1 |
| 60 |
1.6420 |
1.5608 |
0.0812 |
5.2% |
0.0012 |
0.1% |
8% |
False |
False |
2 |
| 80 |
1.6804 |
1.5608 |
0.1196 |
7.6% |
0.0009 |
0.1% |
5% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5844 |
|
2.618 |
1.5777 |
|
1.618 |
1.5736 |
|
1.000 |
1.5711 |
|
0.618 |
1.5695 |
|
HIGH |
1.5670 |
|
0.618 |
1.5654 |
|
0.500 |
1.5650 |
|
0.382 |
1.5645 |
|
LOW |
1.5629 |
|
0.618 |
1.5604 |
|
1.000 |
1.5588 |
|
1.618 |
1.5563 |
|
2.618 |
1.5522 |
|
4.250 |
1.5455 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5663 |
1.5667 |
| PP |
1.5656 |
1.5664 |
| S1 |
1.5650 |
1.5661 |
|