CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5977 |
1.5821 |
-0.0156 |
-1.0% |
1.5962 |
| High |
1.5977 |
1.5865 |
-0.0112 |
-0.7% |
1.6010 |
| Low |
1.5815 |
1.5787 |
-0.0028 |
-0.2% |
1.5787 |
| Close |
1.5820 |
1.5847 |
0.0027 |
0.2% |
1.5847 |
| Range |
0.0162 |
0.0078 |
-0.0084 |
-51.9% |
0.0223 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,030 |
136 |
-894 |
-86.8% |
2,002 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6067 |
1.6035 |
1.5890 |
|
| R3 |
1.5989 |
1.5957 |
1.5868 |
|
| R2 |
1.5911 |
1.5911 |
1.5861 |
|
| R1 |
1.5879 |
1.5879 |
1.5854 |
1.5895 |
| PP |
1.5833 |
1.5833 |
1.5833 |
1.5841 |
| S1 |
1.5801 |
1.5801 |
1.5840 |
1.5817 |
| S2 |
1.5755 |
1.5755 |
1.5833 |
|
| S3 |
1.5677 |
1.5723 |
1.5826 |
|
| S4 |
1.5599 |
1.5645 |
1.5804 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6550 |
1.6422 |
1.5970 |
|
| R3 |
1.6327 |
1.6199 |
1.5908 |
|
| R2 |
1.6104 |
1.6104 |
1.5888 |
|
| R1 |
1.5976 |
1.5976 |
1.5867 |
1.5929 |
| PP |
1.5881 |
1.5881 |
1.5881 |
1.5858 |
| S1 |
1.5753 |
1.5753 |
1.5827 |
1.5706 |
| S2 |
1.5658 |
1.5658 |
1.5806 |
|
| S3 |
1.5435 |
1.5530 |
1.5786 |
|
| S4 |
1.5212 |
1.5307 |
1.5724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6010 |
1.5787 |
0.0223 |
1.4% |
0.0100 |
0.6% |
27% |
False |
True |
400 |
| 10 |
1.6160 |
1.5787 |
0.0373 |
2.4% |
0.0089 |
0.6% |
16% |
False |
True |
322 |
| 20 |
1.6162 |
1.5787 |
0.0375 |
2.4% |
0.0091 |
0.6% |
16% |
False |
True |
223 |
| 40 |
1.6494 |
1.5787 |
0.0707 |
4.5% |
0.0091 |
0.6% |
8% |
False |
True |
140 |
| 60 |
1.6690 |
1.5787 |
0.0903 |
5.7% |
0.0065 |
0.4% |
7% |
False |
True |
101 |
| 80 |
1.7046 |
1.5787 |
0.1259 |
7.9% |
0.0049 |
0.3% |
5% |
False |
True |
76 |
| 100 |
1.7109 |
1.5787 |
0.1322 |
8.3% |
0.0040 |
0.2% |
5% |
False |
True |
63 |
| 120 |
1.7109 |
1.5787 |
0.1322 |
8.3% |
0.0033 |
0.2% |
5% |
False |
True |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6197 |
|
2.618 |
1.6069 |
|
1.618 |
1.5991 |
|
1.000 |
1.5943 |
|
0.618 |
1.5913 |
|
HIGH |
1.5865 |
|
0.618 |
1.5835 |
|
0.500 |
1.5826 |
|
0.382 |
1.5817 |
|
LOW |
1.5787 |
|
0.618 |
1.5739 |
|
1.000 |
1.5709 |
|
1.618 |
1.5661 |
|
2.618 |
1.5583 |
|
4.250 |
1.5456 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5840 |
1.5895 |
| PP |
1.5833 |
1.5879 |
| S1 |
1.5826 |
1.5863 |
|