CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6100 |
1.6117 |
0.0017 |
0.1% |
1.6083 |
| High |
1.6160 |
1.6129 |
-0.0031 |
-0.2% |
1.6162 |
| Low |
1.6085 |
1.5989 |
-0.0096 |
-0.6% |
1.5981 |
| Close |
1.6110 |
1.6000 |
-0.0110 |
-0.7% |
1.6057 |
| Range |
0.0075 |
0.0140 |
0.0065 |
86.7% |
0.0181 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.1% |
0.0000 |
| Volume |
36 |
62 |
26 |
72.2% |
728 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6459 |
1.6370 |
1.6077 |
|
| R3 |
1.6319 |
1.6230 |
1.6039 |
|
| R2 |
1.6179 |
1.6179 |
1.6026 |
|
| R1 |
1.6090 |
1.6090 |
1.6013 |
1.6065 |
| PP |
1.6039 |
1.6039 |
1.6039 |
1.6027 |
| S1 |
1.5950 |
1.5950 |
1.5987 |
1.5925 |
| S2 |
1.5899 |
1.5899 |
1.5974 |
|
| S3 |
1.5759 |
1.5810 |
1.5962 |
|
| S4 |
1.5619 |
1.5670 |
1.5923 |
|
|
| 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% |
0.0073 |
0.5% |
11% |
False |
False |
107 |
| 10 |
1.6162 |
1.5941 |
0.0221 |
1.4% |
0.0082 |
0.5% |
27% |
False |
False |
152 |
| 20 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0099 |
0.6% |
41% |
False |
False |
108 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0080 |
0.5% |
22% |
False |
False |
71 |
| 60 |
1.6803 |
1.5859 |
0.0944 |
5.9% |
0.0054 |
0.3% |
15% |
False |
False |
54 |
| 80 |
1.7108 |
1.5859 |
0.1249 |
7.8% |
0.0042 |
0.3% |
11% |
False |
False |
42 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0033 |
0.2% |
11% |
False |
False |
35 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0028 |
0.2% |
11% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6724 |
|
2.618 |
1.6496 |
|
1.618 |
1.6356 |
|
1.000 |
1.6269 |
|
0.618 |
1.6216 |
|
HIGH |
1.6129 |
|
0.618 |
1.6076 |
|
0.500 |
1.6059 |
|
0.382 |
1.6042 |
|
LOW |
1.5989 |
|
0.618 |
1.5902 |
|
1.000 |
1.5849 |
|
1.618 |
1.5762 |
|
2.618 |
1.5622 |
|
4.250 |
1.5394 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6059 |
1.6075 |
| PP |
1.6039 |
1.6050 |
| S1 |
1.6020 |
1.6025 |
|