CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5821 |
1.5870 |
0.0049 |
0.3% |
1.5962 |
| High |
1.5865 |
1.5900 |
0.0035 |
0.2% |
1.6010 |
| Low |
1.5787 |
1.5830 |
0.0043 |
0.3% |
1.5787 |
| Close |
1.5847 |
1.5834 |
-0.0013 |
-0.1% |
1.5847 |
| Range |
0.0078 |
0.0070 |
-0.0008 |
-10.3% |
0.0223 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
136 |
201 |
65 |
47.8% |
2,002 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6065 |
1.6019 |
1.5873 |
|
| R3 |
1.5995 |
1.5949 |
1.5853 |
|
| R2 |
1.5925 |
1.5925 |
1.5847 |
|
| R1 |
1.5879 |
1.5879 |
1.5840 |
1.5867 |
| PP |
1.5855 |
1.5855 |
1.5855 |
1.5849 |
| S1 |
1.5809 |
1.5809 |
1.5828 |
1.5797 |
| S2 |
1.5785 |
1.5785 |
1.5821 |
|
| S3 |
1.5715 |
1.5739 |
1.5815 |
|
| S4 |
1.5645 |
1.5669 |
1.5796 |
|
|
| 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 |
1.6003 |
1.5787 |
0.0216 |
1.4% |
0.0098 |
0.6% |
22% |
False |
False |
416 |
| 10 |
1.6160 |
1.5787 |
0.0373 |
2.4% |
0.0091 |
0.6% |
13% |
False |
False |
308 |
| 20 |
1.6162 |
1.5787 |
0.0375 |
2.4% |
0.0092 |
0.6% |
13% |
False |
False |
231 |
| 40 |
1.6494 |
1.5787 |
0.0707 |
4.5% |
0.0093 |
0.6% |
7% |
False |
False |
145 |
| 60 |
1.6690 |
1.5787 |
0.0903 |
5.7% |
0.0066 |
0.4% |
5% |
False |
False |
104 |
| 80 |
1.7037 |
1.5787 |
0.1250 |
7.9% |
0.0050 |
0.3% |
4% |
False |
False |
78 |
| 100 |
1.7109 |
1.5787 |
0.1322 |
8.3% |
0.0040 |
0.3% |
4% |
False |
False |
65 |
| 120 |
1.7109 |
1.5787 |
0.1322 |
8.3% |
0.0034 |
0.2% |
4% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6198 |
|
2.618 |
1.6083 |
|
1.618 |
1.6013 |
|
1.000 |
1.5970 |
|
0.618 |
1.5943 |
|
HIGH |
1.5900 |
|
0.618 |
1.5873 |
|
0.500 |
1.5865 |
|
0.382 |
1.5857 |
|
LOW |
1.5830 |
|
0.618 |
1.5787 |
|
1.000 |
1.5760 |
|
1.618 |
1.5717 |
|
2.618 |
1.5647 |
|
4.250 |
1.5533 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5865 |
1.5882 |
| PP |
1.5855 |
1.5866 |
| S1 |
1.5844 |
1.5850 |
|