CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5980 |
1.5977 |
-0.0003 |
0.0% |
1.6073 |
| High |
1.6003 |
1.5977 |
-0.0026 |
-0.2% |
1.6160 |
| Low |
1.5860 |
1.5815 |
-0.0045 |
-0.3% |
1.5926 |
| Close |
1.5959 |
1.5820 |
-0.0139 |
-0.9% |
1.5972 |
| Range |
0.0143 |
0.0162 |
0.0019 |
13.3% |
0.0234 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.9% |
0.0000 |
| Volume |
415 |
1,030 |
615 |
148.2% |
1,218 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6357 |
1.6250 |
1.5909 |
|
| R3 |
1.6195 |
1.6088 |
1.5865 |
|
| R2 |
1.6033 |
1.6033 |
1.5850 |
|
| R1 |
1.5926 |
1.5926 |
1.5835 |
1.5899 |
| PP |
1.5871 |
1.5871 |
1.5871 |
1.5857 |
| S1 |
1.5764 |
1.5764 |
1.5805 |
1.5737 |
| S2 |
1.5709 |
1.5709 |
1.5790 |
|
| S3 |
1.5547 |
1.5602 |
1.5775 |
|
| S4 |
1.5385 |
1.5440 |
1.5731 |
|
|
| 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 |
1.6010 |
1.5815 |
0.0195 |
1.2% |
0.0096 |
0.6% |
3% |
False |
True |
446 |
| 10 |
1.6160 |
1.5815 |
0.0345 |
2.2% |
0.0087 |
0.5% |
1% |
False |
True |
310 |
| 20 |
1.6162 |
1.5815 |
0.0347 |
2.2% |
0.0090 |
0.6% |
1% |
False |
True |
219 |
| 40 |
1.6494 |
1.5815 |
0.0679 |
4.3% |
0.0090 |
0.6% |
1% |
False |
True |
136 |
| 60 |
1.6690 |
1.5815 |
0.0875 |
5.5% |
0.0063 |
0.4% |
1% |
False |
True |
98 |
| 80 |
1.7064 |
1.5815 |
0.1249 |
7.9% |
0.0048 |
0.3% |
0% |
False |
True |
74 |
| 100 |
1.7109 |
1.5815 |
0.1294 |
8.2% |
0.0039 |
0.2% |
0% |
False |
True |
61 |
| 120 |
1.7109 |
1.5815 |
0.1294 |
8.2% |
0.0032 |
0.2% |
0% |
False |
True |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6666 |
|
2.618 |
1.6401 |
|
1.618 |
1.6239 |
|
1.000 |
1.6139 |
|
0.618 |
1.6077 |
|
HIGH |
1.5977 |
|
0.618 |
1.5915 |
|
0.500 |
1.5896 |
|
0.382 |
1.5877 |
|
LOW |
1.5815 |
|
0.618 |
1.5715 |
|
1.000 |
1.5653 |
|
1.618 |
1.5553 |
|
2.618 |
1.5391 |
|
4.250 |
1.5127 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5896 |
1.5909 |
| PP |
1.5871 |
1.5879 |
| S1 |
1.5845 |
1.5850 |
|