CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6083 |
1.6136 |
0.0053 |
0.3% |
1.6054 |
| High |
1.6149 |
1.6162 |
0.0013 |
0.1% |
1.6103 |
| Low |
1.6083 |
1.6099 |
0.0016 |
0.1% |
1.5859 |
| Close |
1.6147 |
1.6099 |
-0.0048 |
-0.3% |
1.6088 |
| Range |
0.0066 |
0.0063 |
-0.0003 |
-4.5% |
0.0244 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
79 |
520 |
441 |
558.2% |
513 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6309 |
1.6267 |
1.6134 |
|
| R3 |
1.6246 |
1.6204 |
1.6116 |
|
| R2 |
1.6183 |
1.6183 |
1.6111 |
|
| R1 |
1.6141 |
1.6141 |
1.6105 |
1.6131 |
| PP |
1.6120 |
1.6120 |
1.6120 |
1.6115 |
| S1 |
1.6078 |
1.6078 |
1.6093 |
1.6068 |
| S2 |
1.6057 |
1.6057 |
1.6087 |
|
| S3 |
1.5994 |
1.6015 |
1.6082 |
|
| S4 |
1.5931 |
1.5952 |
1.6064 |
|
|
| 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 |
1.6162 |
1.5859 |
0.0303 |
1.9% |
0.0104 |
0.6% |
79% |
True |
False |
208 |
| 10 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0105 |
0.6% |
70% |
False |
False |
129 |
| 20 |
1.6377 |
1.5859 |
0.0518 |
3.2% |
0.0097 |
0.6% |
46% |
False |
False |
99 |
| 40 |
1.6552 |
1.5859 |
0.0693 |
4.3% |
0.0069 |
0.4% |
35% |
False |
False |
63 |
| 60 |
1.6905 |
1.5859 |
0.1046 |
6.5% |
0.0046 |
0.3% |
23% |
False |
False |
45 |
| 80 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0036 |
0.2% |
19% |
False |
False |
36 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0029 |
0.2% |
19% |
False |
False |
30 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0024 |
0.1% |
19% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6430 |
|
2.618 |
1.6327 |
|
1.618 |
1.6264 |
|
1.000 |
1.6225 |
|
0.618 |
1.6201 |
|
HIGH |
1.6162 |
|
0.618 |
1.6138 |
|
0.500 |
1.6131 |
|
0.382 |
1.6123 |
|
LOW |
1.6099 |
|
0.618 |
1.6060 |
|
1.000 |
1.6036 |
|
1.618 |
1.5997 |
|
2.618 |
1.5934 |
|
4.250 |
1.5831 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6131 |
1.6096 |
| PP |
1.6120 |
1.6092 |
| S1 |
1.6110 |
1.6089 |
|