CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5997 |
1.5957 |
-0.0040 |
-0.3% |
1.6078 |
| High |
1.6017 |
1.5997 |
-0.0020 |
-0.1% |
1.6177 |
| Low |
1.5862 |
1.5819 |
-0.0043 |
-0.3% |
1.5936 |
| Close |
1.5972 |
1.5833 |
-0.0139 |
-0.9% |
1.5985 |
| Range |
0.0155 |
0.0178 |
0.0023 |
14.8% |
0.0241 |
| ATR |
0.0108 |
0.0113 |
0.0005 |
4.7% |
0.0000 |
| Volume |
127,148 |
104,012 |
-23,136 |
-18.2% |
398,296 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6417 |
1.6303 |
1.5931 |
|
| R3 |
1.6239 |
1.6125 |
1.5882 |
|
| R2 |
1.6061 |
1.6061 |
1.5866 |
|
| R1 |
1.5947 |
1.5947 |
1.5849 |
1.5915 |
| PP |
1.5883 |
1.5883 |
1.5883 |
1.5867 |
| S1 |
1.5769 |
1.5769 |
1.5817 |
1.5737 |
| S2 |
1.5705 |
1.5705 |
1.5800 |
|
| S3 |
1.5527 |
1.5591 |
1.5784 |
|
| S4 |
1.5349 |
1.5413 |
1.5735 |
|
|
| 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 |
1.6027 |
1.5819 |
0.0208 |
1.3% |
0.0112 |
0.7% |
7% |
False |
True |
97,241 |
| 10 |
1.6177 |
1.5819 |
0.0358 |
2.3% |
0.0106 |
0.7% |
4% |
False |
True |
85,202 |
| 20 |
1.6178 |
1.5819 |
0.0359 |
2.3% |
0.0113 |
0.7% |
4% |
False |
True |
94,977 |
| 40 |
1.6515 |
1.5819 |
0.0696 |
4.4% |
0.0116 |
0.7% |
2% |
False |
True |
105,143 |
| 60 |
1.6719 |
1.5819 |
0.0900 |
5.7% |
0.0103 |
0.7% |
2% |
False |
True |
75,269 |
| 80 |
1.7093 |
1.5819 |
0.1274 |
8.0% |
0.0090 |
0.6% |
1% |
False |
True |
56,519 |
| 100 |
1.7165 |
1.5819 |
0.1346 |
8.5% |
0.0083 |
0.5% |
1% |
False |
True |
45,247 |
| 120 |
1.7165 |
1.5819 |
0.1346 |
8.5% |
0.0073 |
0.5% |
1% |
False |
True |
37,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6754 |
|
2.618 |
1.6463 |
|
1.618 |
1.6285 |
|
1.000 |
1.6175 |
|
0.618 |
1.6107 |
|
HIGH |
1.5997 |
|
0.618 |
1.5929 |
|
0.500 |
1.5908 |
|
0.382 |
1.5887 |
|
LOW |
1.5819 |
|
0.618 |
1.5709 |
|
1.000 |
1.5641 |
|
1.618 |
1.5531 |
|
2.618 |
1.5353 |
|
4.250 |
1.5063 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5908 |
1.5918 |
| PP |
1.5883 |
1.5890 |
| S1 |
1.5858 |
1.5861 |
|