CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5969 |
1.5970 |
0.0001 |
0.0% |
1.6078 |
| High |
1.6027 |
1.6011 |
-0.0016 |
-0.1% |
1.6177 |
| Low |
1.5920 |
1.5960 |
0.0040 |
0.3% |
1.5936 |
| Close |
1.5971 |
1.5997 |
0.0026 |
0.2% |
1.5985 |
| Range |
0.0107 |
0.0051 |
-0.0056 |
-52.3% |
0.0241 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
85,037 |
68,759 |
-16,278 |
-19.1% |
398,296 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6142 |
1.6121 |
1.6025 |
|
| R3 |
1.6091 |
1.6070 |
1.6011 |
|
| R2 |
1.6040 |
1.6040 |
1.6006 |
|
| R1 |
1.6019 |
1.6019 |
1.6002 |
1.6030 |
| PP |
1.5989 |
1.5989 |
1.5989 |
1.5995 |
| S1 |
1.5968 |
1.5968 |
1.5992 |
1.5979 |
| S2 |
1.5938 |
1.5938 |
1.5988 |
|
| S3 |
1.5887 |
1.5917 |
1.5983 |
|
| S4 |
1.5836 |
1.5866 |
1.5969 |
|
|
| 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 |
1.6155 |
1.5920 |
0.0235 |
1.5% |
0.0095 |
0.6% |
33% |
False |
False |
85,751 |
| 10 |
1.6177 |
1.5920 |
0.0257 |
1.6% |
0.0091 |
0.6% |
30% |
False |
False |
78,246 |
| 20 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0110 |
0.7% |
37% |
False |
False |
95,272 |
| 40 |
1.6515 |
1.5866 |
0.0649 |
4.1% |
0.0114 |
0.7% |
20% |
False |
False |
103,610 |
| 60 |
1.6824 |
1.5866 |
0.0958 |
6.0% |
0.0101 |
0.6% |
14% |
False |
False |
71,422 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0088 |
0.5% |
10% |
False |
False |
53,633 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0080 |
0.5% |
10% |
False |
False |
42,938 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0070 |
0.4% |
10% |
False |
False |
35,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6228 |
|
2.618 |
1.6145 |
|
1.618 |
1.6094 |
|
1.000 |
1.6062 |
|
0.618 |
1.6043 |
|
HIGH |
1.6011 |
|
0.618 |
1.5992 |
|
0.500 |
1.5986 |
|
0.382 |
1.5979 |
|
LOW |
1.5960 |
|
0.618 |
1.5928 |
|
1.000 |
1.5909 |
|
1.618 |
1.5877 |
|
2.618 |
1.5826 |
|
4.250 |
1.5743 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5993 |
1.5989 |
| PP |
1.5989 |
1.5981 |
| S1 |
1.5986 |
1.5974 |
|