CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6176 |
1.6175 |
-0.0001 |
0.0% |
1.6309 |
| High |
1.6224 |
1.6178 |
-0.0046 |
-0.3% |
1.6377 |
| Low |
1.6148 |
1.6092 |
-0.0056 |
-0.3% |
1.6211 |
| Close |
1.6148 |
1.6120 |
-0.0028 |
-0.2% |
1.6224 |
| Range |
0.0076 |
0.0086 |
0.0010 |
13.2% |
0.0166 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.6% |
0.0000 |
| Volume |
39 |
148 |
109 |
279.5% |
344 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6388 |
1.6340 |
1.6167 |
|
| R3 |
1.6302 |
1.6254 |
1.6144 |
|
| R2 |
1.6216 |
1.6216 |
1.6136 |
|
| R1 |
1.6168 |
1.6168 |
1.6128 |
1.6149 |
| PP |
1.6130 |
1.6130 |
1.6130 |
1.6121 |
| S1 |
1.6082 |
1.6082 |
1.6112 |
1.6063 |
| S2 |
1.6044 |
1.6044 |
1.6104 |
|
| S3 |
1.5958 |
1.5996 |
1.6096 |
|
| S4 |
1.5872 |
1.5910 |
1.6073 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6769 |
1.6662 |
1.6315 |
|
| R3 |
1.6603 |
1.6496 |
1.6270 |
|
| R2 |
1.6437 |
1.6437 |
1.6254 |
|
| R1 |
1.6330 |
1.6330 |
1.6239 |
1.6301 |
| PP |
1.6271 |
1.6271 |
1.6271 |
1.6256 |
| S1 |
1.6164 |
1.6164 |
1.6209 |
1.6135 |
| S2 |
1.6105 |
1.6105 |
1.6194 |
|
| S3 |
1.5939 |
1.5998 |
1.6178 |
|
| S4 |
1.5773 |
1.5832 |
1.6133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6283 |
1.6092 |
0.0191 |
1.2% |
0.0074 |
0.5% |
15% |
False |
True |
82 |
| 10 |
1.6494 |
1.6092 |
0.0402 |
2.5% |
0.0085 |
0.5% |
7% |
False |
True |
69 |
| 20 |
1.6494 |
1.6060 |
0.0434 |
2.7% |
0.0061 |
0.4% |
14% |
False |
False |
41 |
| 40 |
1.6793 |
1.6060 |
0.0733 |
4.5% |
0.0034 |
0.2% |
8% |
False |
False |
31 |
| 60 |
1.7096 |
1.6060 |
0.1036 |
6.4% |
0.0024 |
0.1% |
6% |
False |
False |
22 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0018 |
0.1% |
6% |
False |
False |
19 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0014 |
0.1% |
6% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6544 |
|
2.618 |
1.6403 |
|
1.618 |
1.6317 |
|
1.000 |
1.6264 |
|
0.618 |
1.6231 |
|
HIGH |
1.6178 |
|
0.618 |
1.6145 |
|
0.500 |
1.6135 |
|
0.382 |
1.6125 |
|
LOW |
1.6092 |
|
0.618 |
1.6039 |
|
1.000 |
1.6006 |
|
1.618 |
1.5953 |
|
2.618 |
1.5867 |
|
4.250 |
1.5727 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6135 |
1.6172 |
| PP |
1.6130 |
1.6154 |
| S1 |
1.6125 |
1.6137 |
|