CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5672 |
1.5680 |
0.0008 |
0.1% |
1.5629 |
High |
1.5772 |
1.5684 |
-0.0088 |
-0.6% |
1.5772 |
Low |
1.5663 |
1.5594 |
-0.0069 |
-0.4% |
1.5594 |
Close |
1.5772 |
1.5594 |
-0.0178 |
-1.1% |
1.5594 |
Range |
0.0109 |
0.0090 |
-0.0019 |
-17.4% |
0.0178 |
ATR |
0.0053 |
0.0062 |
0.0009 |
16.6% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
9 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5894 |
1.5834 |
1.5644 |
|
R3 |
1.5804 |
1.5744 |
1.5619 |
|
R2 |
1.5714 |
1.5714 |
1.5611 |
|
R1 |
1.5654 |
1.5654 |
1.5602 |
1.5639 |
PP |
1.5624 |
1.5624 |
1.5624 |
1.5617 |
S1 |
1.5564 |
1.5564 |
1.5586 |
1.5549 |
S2 |
1.5534 |
1.5534 |
1.5578 |
|
S3 |
1.5444 |
1.5474 |
1.5569 |
|
S4 |
1.5354 |
1.5384 |
1.5545 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6187 |
1.6069 |
1.5692 |
|
R3 |
1.6009 |
1.5891 |
1.5643 |
|
R2 |
1.5831 |
1.5831 |
1.5627 |
|
R1 |
1.5713 |
1.5713 |
1.5610 |
1.5683 |
PP |
1.5653 |
1.5653 |
1.5653 |
1.5639 |
S1 |
1.5535 |
1.5535 |
1.5578 |
1.5505 |
S2 |
1.5475 |
1.5475 |
1.5561 |
|
S3 |
1.5297 |
1.5357 |
1.5545 |
|
S4 |
1.5119 |
1.5179 |
1.5496 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5772 |
1.5594 |
0.0178 |
1.1% |
0.0057 |
0.4% |
0% |
False |
True |
2 |
10 |
1.5772 |
1.5594 |
0.0178 |
1.1% |
0.0040 |
0.3% |
0% |
False |
True |
1 |
20 |
1.5968 |
1.5594 |
0.0374 |
2.4% |
0.0023 |
0.1% |
0% |
False |
True |
2 |
40 |
1.6132 |
1.5594 |
0.0538 |
3.5% |
0.0019 |
0.1% |
0% |
False |
True |
1 |
60 |
1.6378 |
1.5594 |
0.0784 |
5.0% |
0.0015 |
0.1% |
0% |
False |
True |
2 |
80 |
1.6767 |
1.5594 |
0.1173 |
7.5% |
0.0012 |
0.1% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6067 |
2.618 |
1.5920 |
1.618 |
1.5830 |
1.000 |
1.5774 |
0.618 |
1.5740 |
HIGH |
1.5684 |
0.618 |
1.5650 |
0.500 |
1.5639 |
0.382 |
1.5628 |
LOW |
1.5594 |
0.618 |
1.5538 |
1.000 |
1.5504 |
1.618 |
1.5448 |
2.618 |
1.5358 |
4.250 |
1.5212 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5639 |
1.5683 |
PP |
1.5624 |
1.5653 |
S1 |
1.5609 |
1.5624 |
|