CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.5996 |
1.5969 |
-0.0027 |
-0.2% |
1.6078 |
High |
1.6006 |
1.6027 |
0.0021 |
0.1% |
1.6177 |
Low |
1.5936 |
1.5920 |
-0.0016 |
-0.1% |
1.5936 |
Close |
1.5985 |
1.5971 |
-0.0014 |
-0.1% |
1.5985 |
Range |
0.0070 |
0.0107 |
0.0037 |
52.9% |
0.0241 |
ATR |
0.0108 |
0.0108 |
0.0000 |
-0.1% |
0.0000 |
Volume |
101,253 |
85,037 |
-16,216 |
-16.0% |
398,296 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6294 |
1.6239 |
1.6030 |
|
R3 |
1.6187 |
1.6132 |
1.6000 |
|
R2 |
1.6080 |
1.6080 |
1.5991 |
|
R1 |
1.6025 |
1.6025 |
1.5981 |
1.6053 |
PP |
1.5973 |
1.5973 |
1.5973 |
1.5986 |
S1 |
1.5918 |
1.5918 |
1.5961 |
1.5946 |
S2 |
1.5866 |
1.5866 |
1.5951 |
|
S3 |
1.5759 |
1.5811 |
1.5942 |
|
S4 |
1.5652 |
1.5704 |
1.5912 |
|
|
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 |
1.5920 |
0.0257 |
1.6% |
0.0104 |
0.6% |
20% |
False |
True |
86,385 |
10 |
1.6178 |
1.5920 |
0.0258 |
1.6% |
0.0093 |
0.6% |
20% |
False |
True |
77,980 |
20 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0112 |
0.7% |
30% |
False |
False |
96,798 |
40 |
1.6515 |
1.5866 |
0.0649 |
4.1% |
0.0115 |
0.7% |
16% |
False |
False |
103,711 |
60 |
1.6824 |
1.5866 |
0.0958 |
6.0% |
0.0101 |
0.6% |
11% |
False |
False |
70,286 |
80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0088 |
0.6% |
8% |
False |
False |
52,776 |
100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0080 |
0.5% |
8% |
False |
False |
42,251 |
120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0070 |
0.4% |
8% |
False |
False |
35,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6482 |
2.618 |
1.6307 |
1.618 |
1.6200 |
1.000 |
1.6134 |
0.618 |
1.6093 |
HIGH |
1.6027 |
0.618 |
1.5986 |
0.500 |
1.5974 |
0.382 |
1.5961 |
LOW |
1.5920 |
0.618 |
1.5854 |
1.000 |
1.5813 |
1.618 |
1.5747 |
2.618 |
1.5640 |
4.250 |
1.5465 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.5974 |
1.5976 |
PP |
1.5973 |
1.5974 |
S1 |
1.5972 |
1.5973 |
|