CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5970 |
1.5997 |
0.0027 |
0.2% |
1.6078 |
| High |
1.6011 |
1.6017 |
0.0006 |
0.0% |
1.6177 |
| Low |
1.5960 |
1.5862 |
-0.0098 |
-0.6% |
1.5936 |
| Close |
1.5997 |
1.5972 |
-0.0025 |
-0.2% |
1.5985 |
| Range |
0.0051 |
0.0155 |
0.0104 |
203.9% |
0.0241 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.5% |
0.0000 |
| Volume |
68,759 |
127,148 |
58,389 |
84.9% |
398,296 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6415 |
1.6349 |
1.6057 |
|
| R3 |
1.6260 |
1.6194 |
1.6015 |
|
| R2 |
1.6105 |
1.6105 |
1.6000 |
|
| R1 |
1.6039 |
1.6039 |
1.5986 |
1.5995 |
| PP |
1.5950 |
1.5950 |
1.5950 |
1.5928 |
| S1 |
1.5884 |
1.5884 |
1.5958 |
1.5840 |
| S2 |
1.5795 |
1.5795 |
1.5944 |
|
| S3 |
1.5640 |
1.5729 |
1.5929 |
|
| S4 |
1.5485 |
1.5574 |
1.5887 |
|
|
| 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 |
1.6032 |
1.5862 |
0.0170 |
1.1% |
0.0094 |
0.6% |
65% |
False |
True |
93,535 |
| 10 |
1.6177 |
1.5862 |
0.0315 |
2.0% |
0.0094 |
0.6% |
35% |
False |
True |
82,551 |
| 20 |
1.6218 |
1.5862 |
0.0356 |
2.2% |
0.0110 |
0.7% |
31% |
False |
True |
95,598 |
| 40 |
1.6515 |
1.5862 |
0.0653 |
4.1% |
0.0113 |
0.7% |
17% |
False |
True |
104,648 |
| 60 |
1.6824 |
1.5862 |
0.0962 |
6.0% |
0.0103 |
0.6% |
11% |
False |
True |
73,539 |
| 80 |
1.7122 |
1.5862 |
0.1260 |
7.9% |
0.0088 |
0.6% |
9% |
False |
True |
55,221 |
| 100 |
1.7165 |
1.5862 |
0.1303 |
8.2% |
0.0082 |
0.5% |
8% |
False |
True |
44,207 |
| 120 |
1.7165 |
1.5862 |
0.1303 |
8.2% |
0.0071 |
0.4% |
8% |
False |
True |
36,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6676 |
|
2.618 |
1.6423 |
|
1.618 |
1.6268 |
|
1.000 |
1.6172 |
|
0.618 |
1.6113 |
|
HIGH |
1.6017 |
|
0.618 |
1.5958 |
|
0.500 |
1.5940 |
|
0.382 |
1.5921 |
|
LOW |
1.5862 |
|
0.618 |
1.5766 |
|
1.000 |
1.5707 |
|
1.618 |
1.5611 |
|
2.618 |
1.5456 |
|
4.250 |
1.5203 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5961 |
1.5963 |
| PP |
1.5950 |
1.5954 |
| S1 |
1.5940 |
1.5945 |
|