CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5997 |
1.5985 |
-0.0012 |
-0.1% |
1.6073 |
| High |
1.6017 |
1.5987 |
-0.0030 |
-0.2% |
1.6160 |
| Low |
1.5950 |
1.5926 |
-0.0024 |
-0.2% |
1.5926 |
| Close |
1.5984 |
1.5972 |
-0.0012 |
-0.1% |
1.5972 |
| Range |
0.0067 |
0.0061 |
-0.0006 |
-9.0% |
0.0234 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
411 |
368 |
-43 |
-10.5% |
1,218 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6119 |
1.6006 |
|
| R3 |
1.6084 |
1.6058 |
1.5989 |
|
| R2 |
1.6023 |
1.6023 |
1.5983 |
|
| R1 |
1.5997 |
1.5997 |
1.5978 |
1.5980 |
| PP |
1.5962 |
1.5962 |
1.5962 |
1.5953 |
| S1 |
1.5936 |
1.5936 |
1.5966 |
1.5919 |
| S2 |
1.5901 |
1.5901 |
1.5961 |
|
| S3 |
1.5840 |
1.5875 |
1.5955 |
|
| S4 |
1.5779 |
1.5814 |
1.5938 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6721 |
1.6581 |
1.6101 |
|
| R3 |
1.6487 |
1.6347 |
1.6036 |
|
| R2 |
1.6253 |
1.6253 |
1.6015 |
|
| R1 |
1.6113 |
1.6113 |
1.5993 |
1.6066 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.5996 |
| S1 |
1.5879 |
1.5879 |
1.5951 |
1.5832 |
| S2 |
1.5785 |
1.5785 |
1.5929 |
|
| S3 |
1.5551 |
1.5645 |
1.5908 |
|
| S4 |
1.5317 |
1.5411 |
1.5843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6160 |
1.5926 |
0.0234 |
1.5% |
0.0078 |
0.5% |
20% |
False |
True |
243 |
| 10 |
1.6162 |
1.5926 |
0.0236 |
1.5% |
0.0073 |
0.5% |
19% |
False |
True |
194 |
| 20 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0093 |
0.6% |
33% |
False |
False |
138 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0081 |
0.5% |
18% |
False |
False |
90 |
| 60 |
1.6771 |
1.5859 |
0.0912 |
5.7% |
0.0056 |
0.4% |
12% |
False |
False |
67 |
| 80 |
1.7096 |
1.5859 |
0.1237 |
7.7% |
0.0043 |
0.3% |
9% |
False |
False |
51 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0035 |
0.2% |
9% |
False |
False |
43 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0029 |
0.2% |
9% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6246 |
|
2.618 |
1.6147 |
|
1.618 |
1.6086 |
|
1.000 |
1.6048 |
|
0.618 |
1.6025 |
|
HIGH |
1.5987 |
|
0.618 |
1.5964 |
|
0.500 |
1.5957 |
|
0.382 |
1.5949 |
|
LOW |
1.5926 |
|
0.618 |
1.5888 |
|
1.000 |
1.5865 |
|
1.618 |
1.5827 |
|
2.618 |
1.5766 |
|
4.250 |
1.5667 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5967 |
1.6028 |
| PP |
1.5962 |
1.6009 |
| S1 |
1.5957 |
1.5991 |
|