CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.6089 |
1.6151 |
0.0062 |
0.4% |
1.6229 |
High |
1.6173 |
1.6218 |
0.0045 |
0.3% |
1.6277 |
Low |
1.6023 |
1.6092 |
0.0069 |
0.4% |
1.5941 |
Close |
1.6151 |
1.6111 |
-0.0040 |
-0.2% |
1.5953 |
Range |
0.0150 |
0.0126 |
-0.0024 |
-16.0% |
0.0336 |
ATR |
0.0114 |
0.0115 |
0.0001 |
0.8% |
0.0000 |
Volume |
120,625 |
116,443 |
-4,182 |
-3.5% |
549,624 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6518 |
1.6441 |
1.6180 |
|
R3 |
1.6392 |
1.6315 |
1.6146 |
|
R2 |
1.6266 |
1.6266 |
1.6134 |
|
R1 |
1.6189 |
1.6189 |
1.6123 |
1.6165 |
PP |
1.6140 |
1.6140 |
1.6140 |
1.6128 |
S1 |
1.6063 |
1.6063 |
1.6099 |
1.6039 |
S2 |
1.6014 |
1.6014 |
1.6088 |
|
S3 |
1.5888 |
1.5937 |
1.6076 |
|
S4 |
1.5762 |
1.5811 |
1.6042 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7065 |
1.6845 |
1.6138 |
|
R3 |
1.6729 |
1.6509 |
1.6045 |
|
R2 |
1.6393 |
1.6393 |
1.6015 |
|
R1 |
1.6173 |
1.6173 |
1.5984 |
1.6115 |
PP |
1.6057 |
1.6057 |
1.6057 |
1.6028 |
S1 |
1.5837 |
1.5837 |
1.5922 |
1.5779 |
S2 |
1.5721 |
1.5721 |
1.5891 |
|
S3 |
1.5385 |
1.5501 |
1.5861 |
|
S4 |
1.5049 |
1.5165 |
1.5768 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6218 |
1.5941 |
0.0277 |
1.7% |
0.0146 |
0.9% |
61% |
True |
False |
109,368 |
10 |
1.6323 |
1.5941 |
0.0382 |
2.4% |
0.0124 |
0.8% |
45% |
False |
False |
106,224 |
20 |
1.6515 |
1.5941 |
0.0574 |
3.6% |
0.0119 |
0.7% |
30% |
False |
False |
115,309 |
40 |
1.6719 |
1.5941 |
0.0778 |
4.8% |
0.0099 |
0.6% |
22% |
False |
False |
65,415 |
60 |
1.7093 |
1.5941 |
0.1152 |
7.2% |
0.0083 |
0.5% |
15% |
False |
False |
43,699 |
80 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0076 |
0.5% |
14% |
False |
False |
32,815 |
100 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0065 |
0.4% |
14% |
False |
False |
26,258 |
120 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0055 |
0.3% |
14% |
False |
False |
21,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6754 |
2.618 |
1.6548 |
1.618 |
1.6422 |
1.000 |
1.6344 |
0.618 |
1.6296 |
HIGH |
1.6218 |
0.618 |
1.6170 |
0.500 |
1.6155 |
0.382 |
1.6140 |
LOW |
1.6092 |
0.618 |
1.6014 |
1.000 |
1.5966 |
1.618 |
1.5888 |
2.618 |
1.5762 |
4.250 |
1.5557 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6155 |
1.6118 |
PP |
1.6140 |
1.6115 |
S1 |
1.6126 |
1.6113 |
|