CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6067 |
1.5898 |
-0.0169 |
-1.1% |
1.5955 |
| High |
1.6072 |
1.6062 |
-0.0010 |
-0.1% |
1.6218 |
| Low |
1.5889 |
1.5866 |
-0.0023 |
-0.1% |
1.5944 |
| Close |
1.5900 |
1.5922 |
0.0022 |
0.1% |
1.6045 |
| Range |
0.0183 |
0.0196 |
0.0013 |
7.1% |
0.0274 |
| ATR |
0.0118 |
0.0123 |
0.0006 |
4.7% |
0.0000 |
| Volume |
122,111 |
232,387 |
110,276 |
90.3% |
514,945 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6538 |
1.6426 |
1.6030 |
|
| R3 |
1.6342 |
1.6230 |
1.5976 |
|
| R2 |
1.6146 |
1.6146 |
1.5958 |
|
| R1 |
1.6034 |
1.6034 |
1.5940 |
1.6090 |
| PP |
1.5950 |
1.5950 |
1.5950 |
1.5978 |
| S1 |
1.5838 |
1.5838 |
1.5904 |
1.5894 |
| S2 |
1.5754 |
1.5754 |
1.5886 |
|
| S3 |
1.5558 |
1.5642 |
1.5868 |
|
| S4 |
1.5362 |
1.5446 |
1.5814 |
|
|
| 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 |
1.5866 |
0.0352 |
2.2% |
0.0142 |
0.9% |
16% |
False |
True |
126,144 |
| 10 |
1.6240 |
1.5866 |
0.0374 |
2.3% |
0.0145 |
0.9% |
15% |
False |
True |
118,401 |
| 20 |
1.6515 |
1.5866 |
0.0649 |
4.1% |
0.0129 |
0.8% |
9% |
False |
True |
119,449 |
| 40 |
1.6675 |
1.5866 |
0.0809 |
5.1% |
0.0108 |
0.7% |
7% |
False |
True |
78,234 |
| 60 |
1.7066 |
1.5866 |
0.1200 |
7.5% |
0.0090 |
0.6% |
5% |
False |
True |
52,262 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.2% |
0.0081 |
0.5% |
4% |
False |
True |
39,239 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.2% |
0.0070 |
0.4% |
4% |
False |
True |
31,401 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.2% |
0.0060 |
0.4% |
4% |
False |
True |
26,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6895 |
|
2.618 |
1.6575 |
|
1.618 |
1.6379 |
|
1.000 |
1.6258 |
|
0.618 |
1.6183 |
|
HIGH |
1.6062 |
|
0.618 |
1.5987 |
|
0.500 |
1.5964 |
|
0.382 |
1.5941 |
|
LOW |
1.5866 |
|
0.618 |
1.5745 |
|
1.000 |
1.5670 |
|
1.618 |
1.5549 |
|
2.618 |
1.5353 |
|
4.250 |
1.5033 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5964 |
1.5992 |
| PP |
1.5950 |
1.5969 |
| S1 |
1.5936 |
1.5945 |
|