CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6151 |
1.6111 |
-0.0040 |
-0.2% |
1.5955 |
| High |
1.6218 |
1.6126 |
-0.0092 |
-0.6% |
1.6218 |
| Low |
1.6092 |
1.6000 |
-0.0092 |
-0.6% |
1.5944 |
| Close |
1.6111 |
1.6045 |
-0.0066 |
-0.4% |
1.6045 |
| Range |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0274 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.7% |
0.0000 |
| Volume |
116,443 |
89,808 |
-26,635 |
-22.9% |
514,945 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6435 |
1.6366 |
1.6114 |
|
| R3 |
1.6309 |
1.6240 |
1.6080 |
|
| R2 |
1.6183 |
1.6183 |
1.6068 |
|
| R1 |
1.6114 |
1.6114 |
1.6057 |
1.6086 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6043 |
| S1 |
1.5988 |
1.5988 |
1.6033 |
1.5960 |
| S2 |
1.5931 |
1.5931 |
1.6022 |
|
| S3 |
1.5805 |
1.5862 |
1.6010 |
|
| S4 |
1.5679 |
1.5736 |
1.5976 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6891 |
1.6742 |
1.6196 |
|
| R3 |
1.6617 |
1.6468 |
1.6120 |
|
| R2 |
1.6343 |
1.6343 |
1.6095 |
|
| R1 |
1.6194 |
1.6194 |
1.6070 |
1.6269 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6106 |
| S1 |
1.5920 |
1.5920 |
1.6020 |
1.5995 |
| S2 |
1.5795 |
1.5795 |
1.5995 |
|
| S3 |
1.5521 |
1.5646 |
1.5970 |
|
| S4 |
1.5247 |
1.5372 |
1.5894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6218 |
1.5944 |
0.0274 |
1.7% |
0.0130 |
0.8% |
37% |
False |
False |
102,989 |
| 10 |
1.6277 |
1.5941 |
0.0336 |
2.1% |
0.0127 |
0.8% |
31% |
False |
False |
106,456 |
| 20 |
1.6515 |
1.5941 |
0.0574 |
3.6% |
0.0122 |
0.8% |
18% |
False |
False |
114,026 |
| 40 |
1.6719 |
1.5941 |
0.0778 |
4.8% |
0.0101 |
0.6% |
13% |
False |
False |
67,644 |
| 60 |
1.7070 |
1.5941 |
0.1129 |
7.0% |
0.0084 |
0.5% |
9% |
False |
False |
45,195 |
| 80 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0077 |
0.5% |
8% |
False |
False |
33,937 |
| 100 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0066 |
0.4% |
8% |
False |
False |
27,156 |
| 120 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0056 |
0.4% |
8% |
False |
False |
22,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6662 |
|
2.618 |
1.6456 |
|
1.618 |
1.6330 |
|
1.000 |
1.6252 |
|
0.618 |
1.6204 |
|
HIGH |
1.6126 |
|
0.618 |
1.6078 |
|
0.500 |
1.6063 |
|
0.382 |
1.6048 |
|
LOW |
1.6000 |
|
0.618 |
1.5922 |
|
1.000 |
1.5874 |
|
1.618 |
1.5796 |
|
2.618 |
1.5670 |
|
4.250 |
1.5465 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6063 |
1.6109 |
| PP |
1.6057 |
1.6088 |
| S1 |
1.6051 |
1.6066 |
|