CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6112 |
1.6125 |
0.0013 |
0.1% |
1.6086 |
| High |
1.6177 |
1.6155 |
-0.0022 |
-0.1% |
1.6178 |
| Low |
1.6082 |
1.5996 |
-0.0086 |
-0.5% |
1.5988 |
| Close |
1.6123 |
1.6013 |
-0.0110 |
-0.7% |
1.6070 |
| Range |
0.0095 |
0.0159 |
0.0064 |
67.4% |
0.0190 |
| ATR |
0.0110 |
0.0113 |
0.0004 |
3.2% |
0.0000 |
| Volume |
71,929 |
88,230 |
16,301 |
22.7% |
359,355 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6532 |
1.6431 |
1.6100 |
|
| R3 |
1.6373 |
1.6272 |
1.6057 |
|
| R2 |
1.6214 |
1.6214 |
1.6042 |
|
| R1 |
1.6113 |
1.6113 |
1.6028 |
1.6084 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6040 |
| S1 |
1.5954 |
1.5954 |
1.5998 |
1.5925 |
| S2 |
1.5896 |
1.5896 |
1.5984 |
|
| S3 |
1.5737 |
1.5795 |
1.5969 |
|
| S4 |
1.5578 |
1.5636 |
1.5926 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6649 |
1.6549 |
1.6175 |
|
| R3 |
1.6459 |
1.6359 |
1.6122 |
|
| R2 |
1.6269 |
1.6269 |
1.6105 |
|
| R1 |
1.6169 |
1.6169 |
1.6087 |
1.6124 |
| PP |
1.6079 |
1.6079 |
1.6079 |
1.6056 |
| S1 |
1.5979 |
1.5979 |
1.6053 |
1.5934 |
| S2 |
1.5889 |
1.5889 |
1.6035 |
|
| S3 |
1.5699 |
1.5789 |
1.6018 |
|
| S4 |
1.5509 |
1.5599 |
1.5966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6177 |
1.5988 |
0.0189 |
1.2% |
0.0094 |
0.6% |
13% |
False |
False |
71,567 |
| 10 |
1.6178 |
1.5933 |
0.0245 |
1.5% |
0.0102 |
0.6% |
33% |
False |
False |
81,357 |
| 20 |
1.6240 |
1.5866 |
0.0374 |
2.3% |
0.0124 |
0.8% |
39% |
False |
False |
99,879 |
| 40 |
1.6515 |
1.5866 |
0.0649 |
4.1% |
0.0117 |
0.7% |
23% |
False |
False |
98,094 |
| 60 |
1.6860 |
1.5866 |
0.0994 |
6.2% |
0.0099 |
0.6% |
15% |
False |
False |
65,773 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0087 |
0.5% |
11% |
False |
False |
49,383 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0079 |
0.5% |
11% |
False |
False |
39,535 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0069 |
0.4% |
11% |
False |
False |
32,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6831 |
|
2.618 |
1.6571 |
|
1.618 |
1.6412 |
|
1.000 |
1.6314 |
|
0.618 |
1.6253 |
|
HIGH |
1.6155 |
|
0.618 |
1.6094 |
|
0.500 |
1.6076 |
|
0.382 |
1.6057 |
|
LOW |
1.5996 |
|
0.618 |
1.5898 |
|
1.000 |
1.5837 |
|
1.618 |
1.5739 |
|
2.618 |
1.5580 |
|
4.250 |
1.5320 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6076 |
1.6087 |
| PP |
1.6055 |
1.6062 |
| S1 |
1.6034 |
1.6038 |
|