CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6110 |
1.6037 |
-0.0073 |
-0.5% |
1.6061 |
| High |
1.6124 |
1.6054 |
-0.0070 |
-0.4% |
1.6119 |
| Low |
1.6005 |
1.5988 |
-0.0017 |
-0.1% |
1.5866 |
| Close |
1.6043 |
1.6022 |
-0.0021 |
-0.1% |
1.6102 |
| Range |
0.0119 |
0.0066 |
-0.0053 |
-44.5% |
0.0253 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
84,098 |
77,500 |
-6,598 |
-7.8% |
667,128 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6219 |
1.6187 |
1.6058 |
|
| R3 |
1.6153 |
1.6121 |
1.6040 |
|
| R2 |
1.6087 |
1.6087 |
1.6034 |
|
| R1 |
1.6055 |
1.6055 |
1.6028 |
1.6038 |
| PP |
1.6021 |
1.6021 |
1.6021 |
1.6013 |
| S1 |
1.5989 |
1.5989 |
1.6016 |
1.5972 |
| S2 |
1.5955 |
1.5955 |
1.6010 |
|
| S3 |
1.5889 |
1.5923 |
1.6004 |
|
| S4 |
1.5823 |
1.5857 |
1.5986 |
|
|
| 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 |
1.5988 |
0.0190 |
1.2% |
0.0092 |
0.6% |
18% |
False |
True |
77,080 |
| 10 |
1.6178 |
1.5866 |
0.0312 |
1.9% |
0.0120 |
0.7% |
50% |
False |
False |
104,751 |
| 20 |
1.6323 |
1.5866 |
0.0457 |
2.9% |
0.0122 |
0.8% |
34% |
False |
False |
105,488 |
| 40 |
1.6629 |
1.5866 |
0.0763 |
4.8% |
0.0115 |
0.7% |
20% |
False |
False |
91,435 |
| 60 |
1.6897 |
1.5866 |
0.1031 |
6.4% |
0.0095 |
0.6% |
15% |
False |
False |
61,130 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0084 |
0.5% |
12% |
False |
False |
45,894 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0076 |
0.5% |
12% |
False |
False |
36,733 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0065 |
0.4% |
12% |
False |
False |
30,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6335 |
|
2.618 |
1.6227 |
|
1.618 |
1.6161 |
|
1.000 |
1.6120 |
|
0.618 |
1.6095 |
|
HIGH |
1.6054 |
|
0.618 |
1.6029 |
|
0.500 |
1.6021 |
|
0.382 |
1.6013 |
|
LOW |
1.5988 |
|
0.618 |
1.5947 |
|
1.000 |
1.5922 |
|
1.618 |
1.5881 |
|
2.618 |
1.5815 |
|
4.250 |
1.5708 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6022 |
1.6083 |
| PP |
1.6021 |
1.6063 |
| S1 |
1.6021 |
1.6042 |
|