CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5985 |
1.5962 |
-0.0023 |
-0.1% |
1.6073 |
| High |
1.5987 |
1.6010 |
0.0023 |
0.1% |
1.6160 |
| Low |
1.5926 |
1.5930 |
0.0004 |
0.0% |
1.5926 |
| Close |
1.5972 |
1.5958 |
-0.0014 |
-0.1% |
1.5972 |
| Range |
0.0061 |
0.0080 |
0.0019 |
31.1% |
0.0234 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
368 |
119 |
-249 |
-67.7% |
1,218 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6206 |
1.6162 |
1.6002 |
|
| R3 |
1.6126 |
1.6082 |
1.5980 |
|
| R2 |
1.6046 |
1.6046 |
1.5973 |
|
| R1 |
1.6002 |
1.6002 |
1.5965 |
1.5984 |
| PP |
1.5966 |
1.5966 |
1.5966 |
1.5957 |
| S1 |
1.5922 |
1.5922 |
1.5951 |
1.5904 |
| S2 |
1.5886 |
1.5886 |
1.5943 |
|
| S3 |
1.5806 |
1.5842 |
1.5936 |
|
| S4 |
1.5726 |
1.5762 |
1.5914 |
|
|
| 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% |
0.0085 |
0.5% |
14% |
False |
False |
199 |
| 10 |
1.6162 |
1.5926 |
0.0236 |
1.5% |
0.0074 |
0.5% |
14% |
False |
False |
198 |
| 20 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0091 |
0.6% |
29% |
False |
False |
140 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0083 |
0.5% |
16% |
False |
False |
93 |
| 60 |
1.6771 |
1.5859 |
0.0912 |
5.7% |
0.0058 |
0.4% |
11% |
False |
False |
69 |
| 80 |
1.7096 |
1.5859 |
0.1237 |
7.8% |
0.0044 |
0.3% |
8% |
False |
False |
53 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0036 |
0.2% |
8% |
False |
False |
44 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0030 |
0.2% |
8% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6350 |
|
2.618 |
1.6219 |
|
1.618 |
1.6139 |
|
1.000 |
1.6090 |
|
0.618 |
1.6059 |
|
HIGH |
1.6010 |
|
0.618 |
1.5979 |
|
0.500 |
1.5970 |
|
0.382 |
1.5961 |
|
LOW |
1.5930 |
|
0.618 |
1.5881 |
|
1.000 |
1.5850 |
|
1.618 |
1.5801 |
|
2.618 |
1.5721 |
|
4.250 |
1.5590 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5970 |
1.5972 |
| PP |
1.5966 |
1.5967 |
| S1 |
1.5962 |
1.5963 |
|