CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6034 |
1.6054 |
0.0020 |
0.1% |
1.5959 |
| High |
1.6043 |
1.6076 |
0.0033 |
0.2% |
1.6202 |
| Low |
1.5987 |
1.6030 |
0.0043 |
0.3% |
1.5950 |
| Close |
1.6030 |
1.6035 |
0.0005 |
0.0% |
1.6030 |
| Range |
0.0056 |
0.0046 |
-0.0010 |
-17.9% |
0.0252 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
73 |
34 |
-39 |
-53.4% |
317 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6185 |
1.6156 |
1.6060 |
|
| R3 |
1.6139 |
1.6110 |
1.6048 |
|
| R2 |
1.6093 |
1.6093 |
1.6043 |
|
| R1 |
1.6064 |
1.6064 |
1.6039 |
1.6056 |
| PP |
1.6047 |
1.6047 |
1.6047 |
1.6043 |
| S1 |
1.6018 |
1.6018 |
1.6031 |
1.6010 |
| S2 |
1.6001 |
1.6001 |
1.6027 |
|
| S3 |
1.5955 |
1.5972 |
1.6022 |
|
| S4 |
1.5909 |
1.5926 |
1.6010 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6817 |
1.6675 |
1.6169 |
|
| R3 |
1.6565 |
1.6423 |
1.6099 |
|
| R2 |
1.6313 |
1.6313 |
1.6076 |
|
| R1 |
1.6171 |
1.6171 |
1.6053 |
1.6242 |
| PP |
1.6061 |
1.6061 |
1.6061 |
1.6096 |
| S1 |
1.5919 |
1.5919 |
1.6007 |
1.5990 |
| S2 |
1.5809 |
1.5809 |
1.5984 |
|
| S3 |
1.5557 |
1.5667 |
1.5961 |
|
| S4 |
1.5305 |
1.5415 |
1.5891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6202 |
1.5987 |
0.0215 |
1.3% |
0.0090 |
0.6% |
22% |
False |
False |
55 |
| 10 |
1.6251 |
1.5930 |
0.0321 |
2.0% |
0.0101 |
0.6% |
33% |
False |
False |
59 |
| 20 |
1.6494 |
1.5930 |
0.0564 |
3.5% |
0.0093 |
0.6% |
19% |
False |
False |
58 |
| 40 |
1.6690 |
1.5930 |
0.0760 |
4.7% |
0.0053 |
0.3% |
14% |
False |
False |
40 |
| 60 |
1.7037 |
1.5930 |
0.1107 |
6.9% |
0.0036 |
0.2% |
9% |
False |
False |
27 |
| 80 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0027 |
0.2% |
9% |
False |
False |
23 |
| 100 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0022 |
0.1% |
9% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6272 |
|
2.618 |
1.6196 |
|
1.618 |
1.6150 |
|
1.000 |
1.6122 |
|
0.618 |
1.6104 |
|
HIGH |
1.6076 |
|
0.618 |
1.6058 |
|
0.500 |
1.6053 |
|
0.382 |
1.6048 |
|
LOW |
1.6030 |
|
0.618 |
1.6002 |
|
1.000 |
1.5984 |
|
1.618 |
1.5956 |
|
2.618 |
1.5910 |
|
4.250 |
1.5835 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6053 |
1.6095 |
| PP |
1.6047 |
1.6075 |
| S1 |
1.6041 |
1.6055 |
|