CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6204 |
1.6172 |
-0.0032 |
-0.2% |
1.6281 |
| High |
1.6242 |
1.6240 |
-0.0002 |
0.0% |
1.6404 |
| Low |
1.6151 |
1.6102 |
-0.0049 |
-0.3% |
1.6227 |
| Close |
1.6165 |
1.6136 |
-0.0029 |
-0.2% |
1.6241 |
| Range |
0.0091 |
0.0138 |
0.0047 |
51.6% |
0.0177 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.8% |
0.0000 |
| Volume |
95,734 |
122,894 |
27,160 |
28.4% |
505,624 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6573 |
1.6493 |
1.6212 |
|
| R3 |
1.6435 |
1.6355 |
1.6174 |
|
| R2 |
1.6297 |
1.6297 |
1.6161 |
|
| R1 |
1.6217 |
1.6217 |
1.6149 |
1.6188 |
| PP |
1.6159 |
1.6159 |
1.6159 |
1.6145 |
| S1 |
1.6079 |
1.6079 |
1.6123 |
1.6050 |
| S2 |
1.6021 |
1.6021 |
1.6111 |
|
| S3 |
1.5883 |
1.5941 |
1.6098 |
|
| S4 |
1.5745 |
1.5803 |
1.6060 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6822 |
1.6708 |
1.6338 |
|
| R3 |
1.6645 |
1.6531 |
1.6290 |
|
| R2 |
1.6468 |
1.6468 |
1.6273 |
|
| R1 |
1.6354 |
1.6354 |
1.6257 |
1.6323 |
| PP |
1.6291 |
1.6291 |
1.6291 |
1.6275 |
| S1 |
1.6177 |
1.6177 |
1.6225 |
1.6146 |
| S2 |
1.6114 |
1.6114 |
1.6209 |
|
| S3 |
1.5937 |
1.6000 |
1.6192 |
|
| S4 |
1.5760 |
1.5823 |
1.6144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6323 |
1.6102 |
0.0221 |
1.4% |
0.0102 |
0.6% |
15% |
False |
True |
103,081 |
| 10 |
1.6515 |
1.6102 |
0.0413 |
2.6% |
0.0110 |
0.7% |
8% |
False |
True |
119,440 |
| 20 |
1.6515 |
1.6039 |
0.0476 |
2.9% |
0.0110 |
0.7% |
20% |
False |
False |
102,091 |
| 40 |
1.6837 |
1.6039 |
0.0798 |
4.9% |
0.0088 |
0.5% |
12% |
False |
False |
51,778 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0076 |
0.5% |
9% |
False |
False |
34,599 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0070 |
0.4% |
9% |
False |
False |
25,985 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0059 |
0.4% |
9% |
False |
False |
20,790 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0049 |
0.3% |
9% |
False |
False |
17,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6827 |
|
2.618 |
1.6601 |
|
1.618 |
1.6463 |
|
1.000 |
1.6378 |
|
0.618 |
1.6325 |
|
HIGH |
1.6240 |
|
0.618 |
1.6187 |
|
0.500 |
1.6171 |
|
0.382 |
1.6155 |
|
LOW |
1.6102 |
|
0.618 |
1.6017 |
|
1.000 |
1.5964 |
|
1.618 |
1.5879 |
|
2.618 |
1.5741 |
|
4.250 |
1.5516 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6171 |
1.6190 |
| PP |
1.6159 |
1.6172 |
| S1 |
1.6148 |
1.6154 |
|