CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5957 |
1.5833 |
-0.0124 |
-0.8% |
1.5969 |
| High |
1.5997 |
1.5883 |
-0.0114 |
-0.7% |
1.6027 |
| Low |
1.5819 |
1.5786 |
-0.0033 |
-0.2% |
1.5786 |
| Close |
1.5833 |
1.5860 |
0.0027 |
0.2% |
1.5860 |
| Range |
0.0178 |
0.0097 |
-0.0081 |
-45.5% |
0.0241 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
104,012 |
105,203 |
1,191 |
1.1% |
490,159 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6134 |
1.6094 |
1.5913 |
|
| R3 |
1.6037 |
1.5997 |
1.5887 |
|
| R2 |
1.5940 |
1.5940 |
1.5878 |
|
| R1 |
1.5900 |
1.5900 |
1.5869 |
1.5920 |
| PP |
1.5843 |
1.5843 |
1.5843 |
1.5853 |
| S1 |
1.5803 |
1.5803 |
1.5851 |
1.5823 |
| S2 |
1.5746 |
1.5746 |
1.5842 |
|
| S3 |
1.5649 |
1.5706 |
1.5833 |
|
| S4 |
1.5552 |
1.5609 |
1.5807 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6614 |
1.6478 |
1.5993 |
|
| R3 |
1.6373 |
1.6237 |
1.5926 |
|
| R2 |
1.6132 |
1.6132 |
1.5904 |
|
| R1 |
1.5996 |
1.5996 |
1.5882 |
1.5944 |
| PP |
1.5891 |
1.5891 |
1.5891 |
1.5865 |
| S1 |
1.5755 |
1.5755 |
1.5838 |
1.5703 |
| S2 |
1.5650 |
1.5650 |
1.5816 |
|
| S3 |
1.5409 |
1.5514 |
1.5794 |
|
| S4 |
1.5168 |
1.5273 |
1.5727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6027 |
1.5786 |
0.0241 |
1.5% |
0.0118 |
0.7% |
31% |
False |
True |
98,031 |
| 10 |
1.6177 |
1.5786 |
0.0391 |
2.5% |
0.0106 |
0.7% |
19% |
False |
True |
88,845 |
| 20 |
1.6178 |
1.5786 |
0.0392 |
2.5% |
0.0111 |
0.7% |
19% |
False |
True |
95,746 |
| 40 |
1.6515 |
1.5786 |
0.0729 |
4.6% |
0.0116 |
0.7% |
10% |
False |
True |
104,886 |
| 60 |
1.6719 |
1.5786 |
0.0933 |
5.9% |
0.0104 |
0.7% |
8% |
False |
True |
77,011 |
| 80 |
1.7070 |
1.5786 |
0.1284 |
8.1% |
0.0091 |
0.6% |
6% |
False |
True |
57,833 |
| 100 |
1.7165 |
1.5786 |
0.1379 |
8.7% |
0.0084 |
0.5% |
5% |
False |
True |
46,299 |
| 120 |
1.7165 |
1.5786 |
0.1379 |
8.7% |
0.0074 |
0.5% |
5% |
False |
True |
38,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6295 |
|
2.618 |
1.6137 |
|
1.618 |
1.6040 |
|
1.000 |
1.5980 |
|
0.618 |
1.5943 |
|
HIGH |
1.5883 |
|
0.618 |
1.5846 |
|
0.500 |
1.5835 |
|
0.382 |
1.5823 |
|
LOW |
1.5786 |
|
0.618 |
1.5726 |
|
1.000 |
1.5689 |
|
1.618 |
1.5629 |
|
2.618 |
1.5532 |
|
4.250 |
1.5374 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5852 |
1.5902 |
| PP |
1.5843 |
1.5888 |
| S1 |
1.5835 |
1.5874 |
|