CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6231 |
1.6204 |
-0.0027 |
-0.2% |
1.6281 |
| High |
1.6277 |
1.6242 |
-0.0035 |
-0.2% |
1.6404 |
| Low |
1.6155 |
1.6151 |
-0.0004 |
0.0% |
1.6227 |
| Close |
1.6191 |
1.6165 |
-0.0026 |
-0.2% |
1.6241 |
| Range |
0.0122 |
0.0091 |
-0.0031 |
-25.4% |
0.0177 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
128,361 |
95,734 |
-32,627 |
-25.4% |
505,624 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6459 |
1.6403 |
1.6215 |
|
| R3 |
1.6368 |
1.6312 |
1.6190 |
|
| R2 |
1.6277 |
1.6277 |
1.6182 |
|
| R1 |
1.6221 |
1.6221 |
1.6173 |
1.6204 |
| PP |
1.6186 |
1.6186 |
1.6186 |
1.6177 |
| S1 |
1.6130 |
1.6130 |
1.6157 |
1.6113 |
| S2 |
1.6095 |
1.6095 |
1.6148 |
|
| S3 |
1.6004 |
1.6039 |
1.6140 |
|
| S4 |
1.5913 |
1.5948 |
1.6115 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6822 |
1.6708 |
1.6338 |
|
| R3 |
1.6645 |
1.6531 |
1.6290 |
|
| R2 |
1.6468 |
1.6468 |
1.6273 |
|
| R1 |
1.6354 |
1.6354 |
1.6257 |
1.6323 |
| PP |
1.6291 |
1.6291 |
1.6291 |
1.6275 |
| S1 |
1.6177 |
1.6177 |
1.6225 |
1.6146 |
| S2 |
1.6114 |
1.6114 |
1.6209 |
|
| S3 |
1.5937 |
1.6000 |
1.6192 |
|
| S4 |
1.5760 |
1.5823 |
1.6144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6331 |
1.6151 |
0.0180 |
1.1% |
0.0087 |
0.5% |
8% |
False |
True |
105,118 |
| 10 |
1.6515 |
1.6151 |
0.0364 |
2.3% |
0.0113 |
0.7% |
4% |
False |
True |
120,497 |
| 20 |
1.6515 |
1.6039 |
0.0476 |
2.9% |
0.0109 |
0.7% |
26% |
False |
False |
96,310 |
| 40 |
1.6860 |
1.6039 |
0.0821 |
5.1% |
0.0086 |
0.5% |
15% |
False |
False |
48,720 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0074 |
0.5% |
11% |
False |
False |
32,552 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0068 |
0.4% |
11% |
False |
False |
24,449 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0057 |
0.4% |
11% |
False |
False |
19,561 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0048 |
0.3% |
11% |
False |
False |
16,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6629 |
|
2.618 |
1.6480 |
|
1.618 |
1.6389 |
|
1.000 |
1.6333 |
|
0.618 |
1.6298 |
|
HIGH |
1.6242 |
|
0.618 |
1.6207 |
|
0.500 |
1.6197 |
|
0.382 |
1.6186 |
|
LOW |
1.6151 |
|
0.618 |
1.6095 |
|
1.000 |
1.6060 |
|
1.618 |
1.6004 |
|
2.618 |
1.5913 |
|
4.250 |
1.5764 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6197 |
1.6214 |
| PP |
1.6186 |
1.6198 |
| S1 |
1.6176 |
1.6181 |
|