CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6008 |
1.5996 |
-0.0012 |
-0.1% |
1.6078 |
| High |
1.6032 |
1.6006 |
-0.0026 |
-0.2% |
1.6177 |
| Low |
1.5944 |
1.5936 |
-0.0008 |
-0.1% |
1.5936 |
| Close |
1.5997 |
1.5985 |
-0.0012 |
-0.1% |
1.5985 |
| Range |
0.0088 |
0.0070 |
-0.0018 |
-20.5% |
0.0241 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
85,480 |
101,253 |
15,773 |
18.5% |
398,296 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6186 |
1.6155 |
1.6024 |
|
| R3 |
1.6116 |
1.6085 |
1.6004 |
|
| R2 |
1.6046 |
1.6046 |
1.5998 |
|
| R1 |
1.6015 |
1.6015 |
1.5991 |
1.5996 |
| PP |
1.5976 |
1.5976 |
1.5976 |
1.5966 |
| S1 |
1.5945 |
1.5945 |
1.5979 |
1.5926 |
| S2 |
1.5906 |
1.5906 |
1.5972 |
|
| S3 |
1.5836 |
1.5875 |
1.5966 |
|
| S4 |
1.5766 |
1.5805 |
1.5947 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6756 |
1.6611 |
1.6118 |
|
| R3 |
1.6515 |
1.6370 |
1.6051 |
|
| R2 |
1.6274 |
1.6274 |
1.6029 |
|
| R1 |
1.6129 |
1.6129 |
1.6007 |
1.6081 |
| PP |
1.6033 |
1.6033 |
1.6033 |
1.6009 |
| S1 |
1.5888 |
1.5888 |
1.5963 |
1.5840 |
| S2 |
1.5792 |
1.5792 |
1.5941 |
|
| S3 |
1.5551 |
1.5647 |
1.5919 |
|
| S4 |
1.5310 |
1.5406 |
1.5852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6177 |
1.5936 |
0.0241 |
1.5% |
0.0095 |
0.6% |
20% |
False |
True |
79,659 |
| 10 |
1.6178 |
1.5936 |
0.0242 |
1.5% |
0.0093 |
0.6% |
20% |
False |
True |
75,765 |
| 20 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0114 |
0.7% |
34% |
False |
False |
96,986 |
| 40 |
1.6515 |
1.5866 |
0.0649 |
4.1% |
0.0116 |
0.7% |
18% |
False |
False |
102,302 |
| 60 |
1.6824 |
1.5866 |
0.0958 |
6.0% |
0.0100 |
0.6% |
12% |
False |
False |
68,872 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0087 |
0.5% |
9% |
False |
False |
51,715 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0080 |
0.5% |
9% |
False |
False |
41,402 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0069 |
0.4% |
9% |
False |
False |
34,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6304 |
|
2.618 |
1.6189 |
|
1.618 |
1.6119 |
|
1.000 |
1.6076 |
|
0.618 |
1.6049 |
|
HIGH |
1.6006 |
|
0.618 |
1.5979 |
|
0.500 |
1.5971 |
|
0.382 |
1.5963 |
|
LOW |
1.5936 |
|
0.618 |
1.5893 |
|
1.000 |
1.5866 |
|
1.618 |
1.5823 |
|
2.618 |
1.5753 |
|
4.250 |
1.5639 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5980 |
1.6046 |
| PP |
1.5976 |
1.6025 |
| S1 |
1.5971 |
1.6005 |
|