CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6024 |
1.6073 |
0.0049 |
0.3% |
1.6083 |
| High |
1.6070 |
1.6122 |
0.0052 |
0.3% |
1.6162 |
| Low |
1.6016 |
1.6073 |
0.0057 |
0.4% |
1.5981 |
| Close |
1.6057 |
1.6109 |
0.0052 |
0.3% |
1.6057 |
| Range |
0.0054 |
0.0049 |
-0.0005 |
-9.3% |
0.0181 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
19 |
341 |
322 |
1,694.7% |
728 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6248 |
1.6228 |
1.6136 |
|
| R3 |
1.6199 |
1.6179 |
1.6122 |
|
| R2 |
1.6150 |
1.6150 |
1.6118 |
|
| R1 |
1.6130 |
1.6130 |
1.6113 |
1.6140 |
| PP |
1.6101 |
1.6101 |
1.6101 |
1.6107 |
| S1 |
1.6081 |
1.6081 |
1.6105 |
1.6091 |
| S2 |
1.6052 |
1.6052 |
1.6100 |
|
| S3 |
1.6003 |
1.6032 |
1.6096 |
|
| S4 |
1.5954 |
1.5983 |
1.6082 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6610 |
1.6514 |
1.6157 |
|
| R3 |
1.6429 |
1.6333 |
1.6107 |
|
| R2 |
1.6248 |
1.6248 |
1.6090 |
|
| R1 |
1.6152 |
1.6152 |
1.6074 |
1.6110 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6045 |
| S1 |
1.5971 |
1.5971 |
1.6040 |
1.5929 |
| S2 |
1.5886 |
1.5886 |
1.6024 |
|
| S3 |
1.5705 |
1.5790 |
1.6007 |
|
| S4 |
1.5524 |
1.5609 |
1.5957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6162 |
1.5981 |
0.0181 |
1.1% |
0.0064 |
0.4% |
71% |
False |
False |
198 |
| 10 |
1.6162 |
1.5859 |
0.0303 |
1.9% |
0.0094 |
0.6% |
83% |
False |
False |
154 |
| 20 |
1.6251 |
1.5859 |
0.0392 |
2.4% |
0.0097 |
0.6% |
64% |
False |
False |
106 |
| 40 |
1.6494 |
1.5859 |
0.0635 |
3.9% |
0.0075 |
0.5% |
39% |
False |
False |
71 |
| 60 |
1.6831 |
1.5859 |
0.0972 |
6.0% |
0.0051 |
0.3% |
26% |
False |
False |
53 |
| 80 |
1.7108 |
1.5859 |
0.1249 |
7.8% |
0.0039 |
0.2% |
20% |
False |
False |
41 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0031 |
0.2% |
20% |
False |
False |
34 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0026 |
0.2% |
20% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6330 |
|
2.618 |
1.6250 |
|
1.618 |
1.6201 |
|
1.000 |
1.6171 |
|
0.618 |
1.6152 |
|
HIGH |
1.6122 |
|
0.618 |
1.6103 |
|
0.500 |
1.6098 |
|
0.382 |
1.6092 |
|
LOW |
1.6073 |
|
0.618 |
1.6043 |
|
1.000 |
1.6024 |
|
1.618 |
1.5994 |
|
2.618 |
1.5945 |
|
4.250 |
1.5865 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6105 |
1.6090 |
| PP |
1.6101 |
1.6071 |
| S1 |
1.6098 |
1.6052 |
|