CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.6132 |
1.6087 |
-0.0045 |
-0.3% |
1.6130 |
High |
1.6132 |
1.6087 |
-0.0045 |
-0.3% |
1.6130 |
Low |
1.6094 |
1.5985 |
-0.0109 |
-0.7% |
1.5993 |
Close |
1.6094 |
1.5985 |
-0.0109 |
-0.7% |
1.6041 |
Range |
0.0038 |
0.0102 |
0.0064 |
168.4% |
0.0137 |
ATR |
0.0056 |
0.0060 |
0.0004 |
6.8% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
8 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6325 |
1.6257 |
1.6041 |
|
R3 |
1.6223 |
1.6155 |
1.6013 |
|
R2 |
1.6121 |
1.6121 |
1.6004 |
|
R1 |
1.6053 |
1.6053 |
1.5994 |
1.6036 |
PP |
1.6019 |
1.6019 |
1.6019 |
1.6011 |
S1 |
1.5951 |
1.5951 |
1.5976 |
1.5934 |
S2 |
1.5917 |
1.5917 |
1.5966 |
|
S3 |
1.5815 |
1.5849 |
1.5957 |
|
S4 |
1.5713 |
1.5747 |
1.5929 |
|
|
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 |
1.5985 |
0.0147 |
0.9% |
0.0028 |
0.2% |
0% |
False |
True |
1 |
10 |
1.6132 |
1.5985 |
0.0147 |
0.9% |
0.0014 |
0.1% |
0% |
False |
True |
1 |
20 |
1.6132 |
1.5870 |
0.0262 |
1.6% |
0.0015 |
0.1% |
44% |
False |
False |
1 |
40 |
1.6378 |
1.5870 |
0.0508 |
3.2% |
0.0011 |
0.1% |
23% |
False |
False |
3 |
60 |
1.6776 |
1.5870 |
0.0906 |
5.7% |
0.0008 |
0.0% |
13% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6521 |
2.618 |
1.6354 |
1.618 |
1.6252 |
1.000 |
1.6189 |
0.618 |
1.6150 |
HIGH |
1.6087 |
0.618 |
1.6048 |
0.500 |
1.6036 |
0.382 |
1.6024 |
LOW |
1.5985 |
0.618 |
1.5922 |
1.000 |
1.5883 |
1.618 |
1.5820 |
2.618 |
1.5718 |
4.250 |
1.5552 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6036 |
1.6059 |
PP |
1.6019 |
1.6034 |
S1 |
1.6002 |
1.6010 |
|