CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6054 |
1.6044 |
-0.0010 |
-0.1% |
1.5959 |
| High |
1.6076 |
1.6044 |
-0.0032 |
-0.2% |
1.6202 |
| Low |
1.6030 |
1.5885 |
-0.0145 |
-0.9% |
1.5950 |
| Close |
1.6035 |
1.5886 |
-0.0149 |
-0.9% |
1.6030 |
| Range |
0.0046 |
0.0159 |
0.0113 |
245.7% |
0.0252 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.7% |
0.0000 |
| Volume |
34 |
36 |
2 |
5.9% |
317 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6415 |
1.6310 |
1.5973 |
|
| R3 |
1.6256 |
1.6151 |
1.5930 |
|
| R2 |
1.6097 |
1.6097 |
1.5915 |
|
| R1 |
1.5992 |
1.5992 |
1.5901 |
1.5965 |
| PP |
1.5938 |
1.5938 |
1.5938 |
1.5925 |
| S1 |
1.5833 |
1.5833 |
1.5871 |
1.5806 |
| S2 |
1.5779 |
1.5779 |
1.5857 |
|
| S3 |
1.5620 |
1.5674 |
1.5842 |
|
| S4 |
1.5461 |
1.5515 |
1.5799 |
|
|
| 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 |
1.5885 |
0.0317 |
2.0% |
0.0105 |
0.7% |
0% |
False |
True |
50 |
| 10 |
1.6224 |
1.5885 |
0.0339 |
2.1% |
0.0107 |
0.7% |
0% |
False |
True |
60 |
| 20 |
1.6494 |
1.5885 |
0.0609 |
3.8% |
0.0095 |
0.6% |
0% |
False |
True |
60 |
| 40 |
1.6620 |
1.5885 |
0.0735 |
4.6% |
0.0057 |
0.4% |
0% |
False |
True |
41 |
| 60 |
1.7012 |
1.5885 |
0.1127 |
7.1% |
0.0038 |
0.2% |
0% |
False |
True |
28 |
| 80 |
1.7109 |
1.5885 |
0.1224 |
7.7% |
0.0029 |
0.2% |
0% |
False |
True |
23 |
| 100 |
1.7109 |
1.5885 |
0.1224 |
7.7% |
0.0024 |
0.1% |
0% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6720 |
|
2.618 |
1.6460 |
|
1.618 |
1.6301 |
|
1.000 |
1.6203 |
|
0.618 |
1.6142 |
|
HIGH |
1.6044 |
|
0.618 |
1.5983 |
|
0.500 |
1.5965 |
|
0.382 |
1.5946 |
|
LOW |
1.5885 |
|
0.618 |
1.5787 |
|
1.000 |
1.5726 |
|
1.618 |
1.5628 |
|
2.618 |
1.5469 |
|
4.250 |
1.5209 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5965 |
1.5981 |
| PP |
1.5938 |
1.5949 |
| S1 |
1.5912 |
1.5918 |
|