CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6073 |
1.6100 |
0.0027 |
0.2% |
1.6083 |
| High |
1.6122 |
1.6160 |
0.0038 |
0.2% |
1.6162 |
| Low |
1.6073 |
1.6085 |
0.0012 |
0.1% |
1.5981 |
| Close |
1.6109 |
1.6110 |
0.0001 |
0.0% |
1.6057 |
| Range |
0.0049 |
0.0075 |
0.0026 |
53.1% |
0.0181 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
341 |
36 |
-305 |
-89.4% |
728 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6343 |
1.6302 |
1.6151 |
|
| R3 |
1.6268 |
1.6227 |
1.6131 |
|
| R2 |
1.6193 |
1.6193 |
1.6124 |
|
| R1 |
1.6152 |
1.6152 |
1.6117 |
1.6173 |
| PP |
1.6118 |
1.6118 |
1.6118 |
1.6129 |
| S1 |
1.6077 |
1.6077 |
1.6103 |
1.6098 |
| S2 |
1.6043 |
1.6043 |
1.6096 |
|
| S3 |
1.5968 |
1.6002 |
1.6089 |
|
| S4 |
1.5893 |
1.5927 |
1.6069 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6610 |
1.6514 |
1.6157 |
|
| R3 |
1.6429 |
1.6333 |
1.6107 |
|
| R2 |
1.6248 |
1.6248 |
1.6090 |
|
| R1 |
1.6152 |
1.6152 |
1.6074 |
1.6110 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6045 |
| S1 |
1.5971 |
1.5971 |
1.6040 |
1.5929 |
| S2 |
1.5886 |
1.5886 |
1.6024 |
|
| S3 |
1.5705 |
1.5790 |
1.6007 |
|
| S4 |
1.5524 |
1.5609 |
1.5957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6160 |
1.5981 |
0.0179 |
1.1% |
0.0066 |
0.4% |
72% |
True |
False |
101 |
| 10 |
1.6162 |
1.5859 |
0.0303 |
1.9% |
0.0085 |
0.5% |
83% |
False |
False |
154 |
| 20 |
1.6224 |
1.5859 |
0.0365 |
2.3% |
0.0096 |
0.6% |
69% |
False |
False |
107 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
3.9% |
0.0077 |
0.5% |
40% |
False |
False |
70 |
| 60 |
1.6831 |
1.5859 |
0.0972 |
6.0% |
0.0052 |
0.3% |
26% |
False |
False |
53 |
| 80 |
1.7108 |
1.5859 |
0.1249 |
7.8% |
0.0040 |
0.2% |
20% |
False |
False |
41 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0032 |
0.2% |
20% |
False |
False |
35 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0027 |
0.2% |
20% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6479 |
|
2.618 |
1.6356 |
|
1.618 |
1.6281 |
|
1.000 |
1.6235 |
|
0.618 |
1.6206 |
|
HIGH |
1.6160 |
|
0.618 |
1.6131 |
|
0.500 |
1.6123 |
|
0.382 |
1.6114 |
|
LOW |
1.6085 |
|
0.618 |
1.6039 |
|
1.000 |
1.6010 |
|
1.618 |
1.5964 |
|
2.618 |
1.5889 |
|
4.250 |
1.5766 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6123 |
1.6103 |
| PP |
1.6118 |
1.6095 |
| S1 |
1.6114 |
1.6088 |
|