CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6125 |
1.6008 |
-0.0117 |
-0.7% |
1.6086 |
| High |
1.6155 |
1.6032 |
-0.0123 |
-0.8% |
1.6178 |
| Low |
1.5996 |
1.5944 |
-0.0052 |
-0.3% |
1.5988 |
| Close |
1.6013 |
1.5997 |
-0.0016 |
-0.1% |
1.6070 |
| Range |
0.0159 |
0.0088 |
-0.0071 |
-44.7% |
0.0190 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
88,230 |
85,480 |
-2,750 |
-3.1% |
359,355 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6255 |
1.6214 |
1.6045 |
|
| R3 |
1.6167 |
1.6126 |
1.6021 |
|
| R2 |
1.6079 |
1.6079 |
1.6013 |
|
| R1 |
1.6038 |
1.6038 |
1.6005 |
1.6015 |
| PP |
1.5991 |
1.5991 |
1.5991 |
1.5979 |
| S1 |
1.5950 |
1.5950 |
1.5989 |
1.5927 |
| S2 |
1.5903 |
1.5903 |
1.5981 |
|
| S3 |
1.5815 |
1.5862 |
1.5973 |
|
| S4 |
1.5727 |
1.5774 |
1.5949 |
|
|
| 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 |
1.5944 |
0.0233 |
1.5% |
0.0099 |
0.6% |
23% |
False |
True |
73,163 |
| 10 |
1.6178 |
1.5944 |
0.0234 |
1.5% |
0.0096 |
0.6% |
23% |
False |
True |
75,121 |
| 20 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0121 |
0.8% |
37% |
False |
False |
98,008 |
| 40 |
1.6515 |
1.5866 |
0.0649 |
4.1% |
0.0115 |
0.7% |
20% |
False |
False |
100,050 |
| 60 |
1.6837 |
1.5866 |
0.0971 |
6.1% |
0.0099 |
0.6% |
13% |
False |
False |
67,188 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0087 |
0.5% |
10% |
False |
False |
50,452 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0080 |
0.5% |
10% |
False |
False |
40,390 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0069 |
0.4% |
10% |
False |
False |
33,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6406 |
|
2.618 |
1.6262 |
|
1.618 |
1.6174 |
|
1.000 |
1.6120 |
|
0.618 |
1.6086 |
|
HIGH |
1.6032 |
|
0.618 |
1.5998 |
|
0.500 |
1.5988 |
|
0.382 |
1.5978 |
|
LOW |
1.5944 |
|
0.618 |
1.5890 |
|
1.000 |
1.5856 |
|
1.618 |
1.5802 |
|
2.618 |
1.5714 |
|
4.250 |
1.5570 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5994 |
1.6061 |
| PP |
1.5991 |
1.6039 |
| S1 |
1.5988 |
1.6018 |
|