CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5997 |
1.6069 |
0.0072 |
0.5% |
1.6061 |
| High |
1.6089 |
1.6119 |
0.0030 |
0.2% |
1.6119 |
| Low |
1.5933 |
1.6021 |
0.0088 |
0.6% |
1.5866 |
| Close |
1.6053 |
1.6102 |
0.0049 |
0.3% |
1.6102 |
| Range |
0.0156 |
0.0098 |
-0.0058 |
-37.2% |
0.0253 |
| ATR |
0.0127 |
0.0124 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
147,837 |
94,821 |
-53,016 |
-35.9% |
667,128 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6375 |
1.6336 |
1.6156 |
|
| R3 |
1.6277 |
1.6238 |
1.6129 |
|
| R2 |
1.6179 |
1.6179 |
1.6120 |
|
| R1 |
1.6140 |
1.6140 |
1.6111 |
1.6160 |
| PP |
1.6081 |
1.6081 |
1.6081 |
1.6090 |
| S1 |
1.6042 |
1.6042 |
1.6093 |
1.6062 |
| S2 |
1.5983 |
1.5983 |
1.6084 |
|
| S3 |
1.5885 |
1.5944 |
1.6075 |
|
| S4 |
1.5787 |
1.5846 |
1.6048 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6788 |
1.6698 |
1.6241 |
|
| R3 |
1.6535 |
1.6445 |
1.6172 |
|
| R2 |
1.6282 |
1.6282 |
1.6148 |
|
| R1 |
1.6192 |
1.6192 |
1.6125 |
1.6237 |
| PP |
1.6029 |
1.6029 |
1.6029 |
1.6052 |
| S1 |
1.5939 |
1.5939 |
1.6079 |
1.5984 |
| S2 |
1.5776 |
1.5776 |
1.6056 |
|
| S3 |
1.5523 |
1.5686 |
1.6032 |
|
| S4 |
1.5270 |
1.5433 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6119 |
1.5866 |
0.0253 |
1.6% |
0.0142 |
0.9% |
93% |
True |
False |
133,425 |
| 10 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0136 |
0.8% |
67% |
False |
False |
118,207 |
| 20 |
1.6404 |
1.5866 |
0.0538 |
3.3% |
0.0121 |
0.8% |
44% |
False |
False |
111,866 |
| 40 |
1.6629 |
1.5866 |
0.0763 |
4.7% |
0.0111 |
0.7% |
31% |
False |
False |
84,246 |
| 60 |
1.6976 |
1.5866 |
0.1110 |
6.9% |
0.0092 |
0.6% |
21% |
False |
False |
56,302 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0083 |
0.5% |
18% |
False |
False |
42,271 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0073 |
0.5% |
18% |
False |
False |
33,828 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0062 |
0.4% |
18% |
False |
False |
28,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6536 |
|
2.618 |
1.6376 |
|
1.618 |
1.6278 |
|
1.000 |
1.6217 |
|
0.618 |
1.6180 |
|
HIGH |
1.6119 |
|
0.618 |
1.6082 |
|
0.500 |
1.6070 |
|
0.382 |
1.6058 |
|
LOW |
1.6021 |
|
0.618 |
1.5960 |
|
1.000 |
1.5923 |
|
1.618 |
1.5862 |
|
2.618 |
1.5764 |
|
4.250 |
1.5605 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6091 |
1.6066 |
| PP |
1.6081 |
1.6029 |
| S1 |
1.6070 |
1.5993 |
|