CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6093 |
1.6132 |
0.0039 |
0.2% |
1.6130 |
| High |
1.6093 |
1.6132 |
0.0039 |
0.2% |
1.6130 |
| Low |
1.6093 |
1.6094 |
0.0001 |
0.0% |
1.5993 |
| Close |
1.6093 |
1.6094 |
0.0001 |
0.0% |
1.6041 |
| Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0137 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6221 |
1.6195 |
1.6115 |
|
| R3 |
1.6183 |
1.6157 |
1.6104 |
|
| R2 |
1.6145 |
1.6145 |
1.6101 |
|
| R1 |
1.6119 |
1.6119 |
1.6097 |
1.6113 |
| PP |
1.6107 |
1.6107 |
1.6107 |
1.6104 |
| S1 |
1.6081 |
1.6081 |
1.6091 |
1.6075 |
| S2 |
1.6069 |
1.6069 |
1.6087 |
|
| S3 |
1.6031 |
1.6043 |
1.6084 |
|
| S4 |
1.5993 |
1.6005 |
1.6073 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6466 |
1.6390 |
1.6116 |
|
| R3 |
1.6329 |
1.6253 |
1.6079 |
|
| R2 |
1.6192 |
1.6192 |
1.6066 |
|
| R1 |
1.6116 |
1.6116 |
1.6054 |
1.6086 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6039 |
| S1 |
1.5979 |
1.5979 |
1.6028 |
1.5949 |
| S2 |
1.5918 |
1.5918 |
1.6016 |
|
| S3 |
1.5781 |
1.5842 |
1.6003 |
|
| S4 |
1.5644 |
1.5705 |
1.5966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6132 |
1.5993 |
0.0139 |
0.9% |
0.0008 |
0.0% |
73% |
True |
False |
1 |
| 10 |
1.6132 |
1.5880 |
0.0252 |
1.6% |
0.0005 |
0.0% |
85% |
True |
False |
1 |
| 20 |
1.6132 |
1.5870 |
0.0262 |
1.6% |
0.0010 |
0.1% |
85% |
True |
False |
1 |
| 40 |
1.6400 |
1.5870 |
0.0530 |
3.3% |
0.0009 |
0.1% |
42% |
False |
False |
3 |
| 60 |
1.6804 |
1.5870 |
0.0934 |
5.8% |
0.0006 |
0.0% |
24% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6294 |
|
2.618 |
1.6231 |
|
1.618 |
1.6193 |
|
1.000 |
1.6170 |
|
0.618 |
1.6155 |
|
HIGH |
1.6132 |
|
0.618 |
1.6117 |
|
0.500 |
1.6113 |
|
0.382 |
1.6109 |
|
LOW |
1.6094 |
|
0.618 |
1.6071 |
|
1.000 |
1.6056 |
|
1.618 |
1.6033 |
|
2.618 |
1.5995 |
|
4.250 |
1.5933 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6113 |
1.6092 |
| PP |
1.6107 |
1.6089 |
| S1 |
1.6100 |
1.6087 |
|