CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6117 |
1.5997 |
-0.0120 |
-0.7% |
1.6083 |
| High |
1.6129 |
1.6017 |
-0.0112 |
-0.7% |
1.6162 |
| Low |
1.5989 |
1.5950 |
-0.0039 |
-0.2% |
1.5981 |
| Close |
1.6000 |
1.5984 |
-0.0016 |
-0.1% |
1.6057 |
| Range |
0.0140 |
0.0067 |
-0.0073 |
-52.1% |
0.0181 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
62 |
411 |
349 |
562.9% |
728 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6185 |
1.6151 |
1.6021 |
|
| R3 |
1.6118 |
1.6084 |
1.6002 |
|
| R2 |
1.6051 |
1.6051 |
1.5996 |
|
| R1 |
1.6017 |
1.6017 |
1.5990 |
1.6001 |
| PP |
1.5984 |
1.5984 |
1.5984 |
1.5975 |
| S1 |
1.5950 |
1.5950 |
1.5978 |
1.5934 |
| S2 |
1.5917 |
1.5917 |
1.5972 |
|
| S3 |
1.5850 |
1.5883 |
1.5966 |
|
| S4 |
1.5783 |
1.5816 |
1.5947 |
|
|
| 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 |
1.5950 |
0.0210 |
1.3% |
0.0077 |
0.5% |
16% |
False |
True |
173 |
| 10 |
1.6162 |
1.5950 |
0.0212 |
1.3% |
0.0076 |
0.5% |
16% |
False |
True |
177 |
| 20 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0098 |
0.6% |
36% |
False |
False |
121 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0080 |
0.5% |
20% |
False |
False |
81 |
| 60 |
1.6793 |
1.5859 |
0.0934 |
5.8% |
0.0055 |
0.3% |
13% |
False |
False |
61 |
| 80 |
1.7096 |
1.5859 |
0.1237 |
7.7% |
0.0042 |
0.3% |
10% |
False |
False |
47 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0034 |
0.2% |
10% |
False |
False |
39 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0028 |
0.2% |
10% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6302 |
|
2.618 |
1.6192 |
|
1.618 |
1.6125 |
|
1.000 |
1.6084 |
|
0.618 |
1.6058 |
|
HIGH |
1.6017 |
|
0.618 |
1.5991 |
|
0.500 |
1.5984 |
|
0.382 |
1.5976 |
|
LOW |
1.5950 |
|
0.618 |
1.5909 |
|
1.000 |
1.5883 |
|
1.618 |
1.5842 |
|
2.618 |
1.5775 |
|
4.250 |
1.5665 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5984 |
1.6055 |
| PP |
1.5984 |
1.6031 |
| S1 |
1.5984 |
1.6008 |
|