CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5962 |
1.5964 |
0.0002 |
0.0% |
1.6073 |
| High |
1.6010 |
1.5997 |
-0.0013 |
-0.1% |
1.6160 |
| Low |
1.5930 |
1.5961 |
0.0031 |
0.2% |
1.5926 |
| Close |
1.5958 |
1.5984 |
0.0026 |
0.2% |
1.5972 |
| Range |
0.0080 |
0.0036 |
-0.0044 |
-55.0% |
0.0234 |
| ATR |
0.0088 |
0.0085 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
119 |
302 |
183 |
153.8% |
1,218 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6089 |
1.6072 |
1.6004 |
|
| R3 |
1.6053 |
1.6036 |
1.5994 |
|
| R2 |
1.6017 |
1.6017 |
1.5991 |
|
| R1 |
1.6000 |
1.6000 |
1.5987 |
1.6009 |
| PP |
1.5981 |
1.5981 |
1.5981 |
1.5985 |
| S1 |
1.5964 |
1.5964 |
1.5981 |
1.5973 |
| S2 |
1.5945 |
1.5945 |
1.5977 |
|
| S3 |
1.5909 |
1.5928 |
1.5974 |
|
| S4 |
1.5873 |
1.5892 |
1.5964 |
|
|
| 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 |
1.6129 |
1.5926 |
0.0203 |
1.3% |
0.0077 |
0.5% |
29% |
False |
False |
252 |
| 10 |
1.6160 |
1.5926 |
0.0234 |
1.5% |
0.0072 |
0.4% |
25% |
False |
False |
176 |
| 20 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0088 |
0.6% |
36% |
False |
False |
153 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0084 |
0.5% |
20% |
False |
False |
100 |
| 60 |
1.6771 |
1.5859 |
0.0912 |
5.7% |
0.0058 |
0.4% |
14% |
False |
False |
74 |
| 80 |
1.7096 |
1.5859 |
0.1237 |
7.7% |
0.0045 |
0.3% |
10% |
False |
False |
56 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0036 |
0.2% |
10% |
False |
False |
47 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0030 |
0.2% |
10% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6150 |
|
2.618 |
1.6091 |
|
1.618 |
1.6055 |
|
1.000 |
1.6033 |
|
0.618 |
1.6019 |
|
HIGH |
1.5997 |
|
0.618 |
1.5983 |
|
0.500 |
1.5979 |
|
0.382 |
1.5975 |
|
LOW |
1.5961 |
|
0.618 |
1.5939 |
|
1.000 |
1.5925 |
|
1.618 |
1.5903 |
|
2.618 |
1.5867 |
|
4.250 |
1.5808 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5982 |
1.5979 |
| PP |
1.5981 |
1.5973 |
| S1 |
1.5979 |
1.5968 |
|