CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5964 |
1.5980 |
0.0016 |
0.1% |
1.6073 |
| High |
1.5997 |
1.6003 |
0.0006 |
0.0% |
1.6160 |
| Low |
1.5961 |
1.5860 |
-0.0101 |
-0.6% |
1.5926 |
| Close |
1.5984 |
1.5959 |
-0.0025 |
-0.2% |
1.5972 |
| Range |
0.0036 |
0.0143 |
0.0107 |
297.2% |
0.0234 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.9% |
0.0000 |
| Volume |
302 |
415 |
113 |
37.4% |
1,218 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6370 |
1.6307 |
1.6038 |
|
| R3 |
1.6227 |
1.6164 |
1.5998 |
|
| R2 |
1.6084 |
1.6084 |
1.5985 |
|
| R1 |
1.6021 |
1.6021 |
1.5972 |
1.5981 |
| PP |
1.5941 |
1.5941 |
1.5941 |
1.5921 |
| S1 |
1.5878 |
1.5878 |
1.5946 |
1.5838 |
| S2 |
1.5798 |
1.5798 |
1.5933 |
|
| S3 |
1.5655 |
1.5735 |
1.5920 |
|
| S4 |
1.5512 |
1.5592 |
1.5880 |
|
|
| 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 |
1.6017 |
1.5860 |
0.0157 |
1.0% |
0.0077 |
0.5% |
63% |
False |
True |
323 |
| 10 |
1.6160 |
1.5860 |
0.0300 |
1.9% |
0.0075 |
0.5% |
33% |
False |
True |
215 |
| 20 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0088 |
0.6% |
29% |
False |
False |
171 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0086 |
0.5% |
16% |
False |
False |
111 |
| 60 |
1.6690 |
1.5859 |
0.0831 |
5.2% |
0.0061 |
0.4% |
12% |
False |
False |
81 |
| 80 |
1.7085 |
1.5859 |
0.1226 |
7.7% |
0.0046 |
0.3% |
8% |
False |
False |
61 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0037 |
0.2% |
8% |
False |
False |
51 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0031 |
0.2% |
8% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6611 |
|
2.618 |
1.6377 |
|
1.618 |
1.6234 |
|
1.000 |
1.6146 |
|
0.618 |
1.6091 |
|
HIGH |
1.6003 |
|
0.618 |
1.5948 |
|
0.500 |
1.5932 |
|
0.382 |
1.5915 |
|
LOW |
1.5860 |
|
0.618 |
1.5772 |
|
1.000 |
1.5717 |
|
1.618 |
1.5629 |
|
2.618 |
1.5486 |
|
4.250 |
1.5252 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5950 |
1.5951 |
| PP |
1.5941 |
1.5943 |
| S1 |
1.5932 |
1.5935 |
|