CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6005 |
1.6072 |
0.0067 |
0.4% |
1.6220 |
| High |
1.6091 |
1.6150 |
0.0059 |
0.4% |
1.6251 |
| Low |
1.6005 |
1.6012 |
0.0007 |
0.0% |
1.5930 |
| Close |
1.6071 |
1.6136 |
0.0065 |
0.4% |
1.5937 |
| Range |
0.0086 |
0.0138 |
0.0052 |
60.5% |
0.0321 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.6% |
0.0000 |
| Volume |
58 |
49 |
-9 |
-15.5% |
268 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6513 |
1.6463 |
1.6212 |
|
| R3 |
1.6375 |
1.6325 |
1.6174 |
|
| R2 |
1.6237 |
1.6237 |
1.6161 |
|
| R1 |
1.6187 |
1.6187 |
1.6149 |
1.6212 |
| PP |
1.6099 |
1.6099 |
1.6099 |
1.6112 |
| S1 |
1.6049 |
1.6049 |
1.6123 |
1.6074 |
| S2 |
1.5961 |
1.5961 |
1.6111 |
|
| S3 |
1.5823 |
1.5911 |
1.6098 |
|
| S4 |
1.5685 |
1.5773 |
1.6060 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7002 |
1.6791 |
1.6114 |
|
| R3 |
1.6681 |
1.6470 |
1.6025 |
|
| R2 |
1.6360 |
1.6360 |
1.5996 |
|
| R1 |
1.6149 |
1.6149 |
1.5966 |
1.6094 |
| PP |
1.6039 |
1.6039 |
1.6039 |
1.6012 |
| S1 |
1.5828 |
1.5828 |
1.5908 |
1.5773 |
| S2 |
1.5718 |
1.5718 |
1.5878 |
|
| S3 |
1.5397 |
1.5507 |
1.5849 |
|
| S4 |
1.5076 |
1.5186 |
1.5760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6178 |
1.5930 |
0.0248 |
1.5% |
0.0121 |
0.7% |
83% |
False |
False |
72 |
| 10 |
1.6312 |
1.5930 |
0.0382 |
2.4% |
0.0095 |
0.6% |
54% |
False |
False |
72 |
| 20 |
1.6494 |
1.5930 |
0.0564 |
3.5% |
0.0084 |
0.5% |
37% |
False |
False |
51 |
| 40 |
1.6690 |
1.5930 |
0.0760 |
4.7% |
0.0047 |
0.3% |
27% |
False |
False |
36 |
| 60 |
1.7085 |
1.5930 |
0.1155 |
7.2% |
0.0033 |
0.2% |
18% |
False |
False |
25 |
| 80 |
1.7109 |
1.5930 |
0.1179 |
7.3% |
0.0024 |
0.2% |
17% |
False |
False |
21 |
| 100 |
1.7109 |
1.5930 |
0.1179 |
7.3% |
0.0020 |
0.1% |
17% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6737 |
|
2.618 |
1.6511 |
|
1.618 |
1.6373 |
|
1.000 |
1.6288 |
|
0.618 |
1.6235 |
|
HIGH |
1.6150 |
|
0.618 |
1.6097 |
|
0.500 |
1.6081 |
|
0.382 |
1.6065 |
|
LOW |
1.6012 |
|
0.618 |
1.5927 |
|
1.000 |
1.5874 |
|
1.618 |
1.5789 |
|
2.618 |
1.5651 |
|
4.250 |
1.5426 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6118 |
1.6107 |
| PP |
1.6099 |
1.6079 |
| S1 |
1.6081 |
1.6050 |
|