CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6059 |
1.6083 |
0.0024 |
0.1% |
1.6054 |
| High |
1.6103 |
1.6149 |
0.0046 |
0.3% |
1.6103 |
| Low |
1.6015 |
1.6083 |
0.0068 |
0.4% |
1.5859 |
| Close |
1.6088 |
1.6147 |
0.0059 |
0.4% |
1.6088 |
| Range |
0.0088 |
0.0066 |
-0.0022 |
-25.0% |
0.0244 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
195 |
79 |
-116 |
-59.5% |
513 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6324 |
1.6302 |
1.6183 |
|
| R3 |
1.6258 |
1.6236 |
1.6165 |
|
| R2 |
1.6192 |
1.6192 |
1.6159 |
|
| R1 |
1.6170 |
1.6170 |
1.6153 |
1.6181 |
| PP |
1.6126 |
1.6126 |
1.6126 |
1.6132 |
| S1 |
1.6104 |
1.6104 |
1.6141 |
1.6115 |
| S2 |
1.6060 |
1.6060 |
1.6135 |
|
| S3 |
1.5994 |
1.6038 |
1.6129 |
|
| S4 |
1.5928 |
1.5972 |
1.6111 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6749 |
1.6662 |
1.6222 |
|
| R3 |
1.6505 |
1.6418 |
1.6155 |
|
| R2 |
1.6261 |
1.6261 |
1.6133 |
|
| R1 |
1.6174 |
1.6174 |
1.6110 |
1.6218 |
| PP |
1.6017 |
1.6017 |
1.6017 |
1.6038 |
| S1 |
1.5930 |
1.5930 |
1.6066 |
1.5974 |
| S2 |
1.5773 |
1.5773 |
1.6043 |
|
| S3 |
1.5529 |
1.5686 |
1.6021 |
|
| S4 |
1.5285 |
1.5442 |
1.5954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6149 |
1.5859 |
0.0290 |
1.8% |
0.0124 |
0.8% |
99% |
True |
False |
111 |
| 10 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0107 |
0.7% |
84% |
False |
False |
83 |
| 20 |
1.6377 |
1.5859 |
0.0518 |
3.2% |
0.0098 |
0.6% |
56% |
False |
False |
73 |
| 40 |
1.6552 |
1.5859 |
0.0693 |
4.3% |
0.0067 |
0.4% |
42% |
False |
False |
51 |
| 60 |
1.6945 |
1.5859 |
0.1086 |
6.7% |
0.0046 |
0.3% |
27% |
False |
False |
36 |
| 80 |
1.7109 |
1.5859 |
0.1250 |
7.7% |
0.0035 |
0.2% |
23% |
False |
False |
29 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.7% |
0.0028 |
0.2% |
23% |
False |
False |
24 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.7% |
0.0024 |
0.1% |
23% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6430 |
|
2.618 |
1.6322 |
|
1.618 |
1.6256 |
|
1.000 |
1.6215 |
|
0.618 |
1.6190 |
|
HIGH |
1.6149 |
|
0.618 |
1.6124 |
|
0.500 |
1.6116 |
|
0.382 |
1.6108 |
|
LOW |
1.6083 |
|
0.618 |
1.6042 |
|
1.000 |
1.6017 |
|
1.618 |
1.5976 |
|
2.618 |
1.5910 |
|
4.250 |
1.5803 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6137 |
1.6113 |
| PP |
1.6126 |
1.6079 |
| S1 |
1.6116 |
1.6045 |
|