CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5629 |
1.5694 |
0.0065 |
0.4% |
1.5614 |
| High |
1.5670 |
1.5694 |
0.0024 |
0.2% |
1.5703 |
| Low |
1.5629 |
1.5682 |
0.0053 |
0.3% |
1.5608 |
| Close |
1.5670 |
1.5682 |
0.0012 |
0.1% |
1.5619 |
| Range |
0.0041 |
0.0012 |
-0.0029 |
-70.7% |
0.0095 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
7 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5722 |
1.5714 |
1.5689 |
|
| R3 |
1.5710 |
1.5702 |
1.5685 |
|
| R2 |
1.5698 |
1.5698 |
1.5684 |
|
| R1 |
1.5690 |
1.5690 |
1.5683 |
1.5688 |
| PP |
1.5686 |
1.5686 |
1.5686 |
1.5685 |
| S1 |
1.5678 |
1.5678 |
1.5681 |
1.5676 |
| S2 |
1.5674 |
1.5674 |
1.5680 |
|
| S3 |
1.5662 |
1.5666 |
1.5679 |
|
| S4 |
1.5650 |
1.5654 |
1.5675 |
|
|
| 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 |
1.5619 |
0.0084 |
0.5% |
0.0038 |
0.2% |
75% |
False |
False |
1 |
| 10 |
1.5807 |
1.5608 |
0.0199 |
1.3% |
0.0026 |
0.2% |
37% |
False |
False |
1 |
| 20 |
1.6087 |
1.5608 |
0.0479 |
3.1% |
0.0018 |
0.1% |
15% |
False |
False |
2 |
| 40 |
1.6132 |
1.5608 |
0.0524 |
3.3% |
0.0014 |
0.1% |
14% |
False |
False |
1 |
| 60 |
1.6400 |
1.5608 |
0.0792 |
5.1% |
0.0012 |
0.1% |
9% |
False |
False |
2 |
| 80 |
1.6804 |
1.5608 |
0.1196 |
7.6% |
0.0009 |
0.1% |
6% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5745 |
|
2.618 |
1.5725 |
|
1.618 |
1.5713 |
|
1.000 |
1.5706 |
|
0.618 |
1.5701 |
|
HIGH |
1.5694 |
|
0.618 |
1.5689 |
|
0.500 |
1.5688 |
|
0.382 |
1.5687 |
|
LOW |
1.5682 |
|
0.618 |
1.5675 |
|
1.000 |
1.5670 |
|
1.618 |
1.5663 |
|
2.618 |
1.5651 |
|
4.250 |
1.5631 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5688 |
1.5674 |
| PP |
1.5686 |
1.5665 |
| S1 |
1.5684 |
1.5657 |
|