CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6153 |
1.6110 |
-0.0043 |
-0.3% |
1.6061 |
| High |
1.6178 |
1.6124 |
-0.0054 |
-0.3% |
1.6119 |
| Low |
1.6101 |
1.6005 |
-0.0096 |
-0.6% |
1.5866 |
| Close |
1.6113 |
1.6043 |
-0.0070 |
-0.4% |
1.6102 |
| Range |
0.0077 |
0.0119 |
0.0042 |
54.5% |
0.0253 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.0% |
0.0000 |
| Volume |
66,102 |
84,098 |
17,996 |
27.2% |
667,128 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6414 |
1.6348 |
1.6108 |
|
| R3 |
1.6295 |
1.6229 |
1.6076 |
|
| R2 |
1.6176 |
1.6176 |
1.6065 |
|
| R1 |
1.6110 |
1.6110 |
1.6054 |
1.6084 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6044 |
| S1 |
1.5991 |
1.5991 |
1.6032 |
1.5965 |
| S2 |
1.5938 |
1.5938 |
1.6021 |
|
| S3 |
1.5819 |
1.5872 |
1.6010 |
|
| S4 |
1.5700 |
1.5753 |
1.5978 |
|
|
| 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 |
1.6178 |
1.5933 |
0.0245 |
1.5% |
0.0110 |
0.7% |
45% |
False |
False |
91,147 |
| 10 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0126 |
0.8% |
50% |
False |
False |
108,645 |
| 20 |
1.6331 |
1.5866 |
0.0465 |
2.9% |
0.0122 |
0.8% |
38% |
False |
False |
108,267 |
| 40 |
1.6629 |
1.5866 |
0.0763 |
4.8% |
0.0114 |
0.7% |
23% |
False |
False |
89,510 |
| 60 |
1.6921 |
1.5866 |
0.1055 |
6.6% |
0.0095 |
0.6% |
17% |
False |
False |
59,841 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0084 |
0.5% |
14% |
False |
False |
44,926 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0075 |
0.5% |
14% |
False |
False |
35,958 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0065 |
0.4% |
14% |
False |
False |
29,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6630 |
|
2.618 |
1.6436 |
|
1.618 |
1.6317 |
|
1.000 |
1.6243 |
|
0.618 |
1.6198 |
|
HIGH |
1.6124 |
|
0.618 |
1.6079 |
|
0.500 |
1.6065 |
|
0.382 |
1.6050 |
|
LOW |
1.6005 |
|
0.618 |
1.5931 |
|
1.000 |
1.5886 |
|
1.618 |
1.5812 |
|
2.618 |
1.5693 |
|
4.250 |
1.5499 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6065 |
1.6092 |
| PP |
1.6057 |
1.6075 |
| S1 |
1.6050 |
1.6059 |
|