CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.6172 |
1.6142 |
-0.0030 |
-0.2% |
1.6229 |
High |
1.6240 |
1.6149 |
-0.0091 |
-0.6% |
1.6277 |
Low |
1.6102 |
1.5941 |
-0.0161 |
-1.0% |
1.5941 |
Close |
1.6136 |
1.5953 |
-0.0183 |
-1.1% |
1.5953 |
Range |
0.0138 |
0.0208 |
0.0070 |
50.7% |
0.0336 |
ATR |
0.0102 |
0.0109 |
0.0008 |
7.5% |
0.0000 |
Volume |
122,894 |
121,704 |
-1,190 |
-1.0% |
549,624 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6638 |
1.6504 |
1.6067 |
|
R3 |
1.6430 |
1.6296 |
1.6010 |
|
R2 |
1.6222 |
1.6222 |
1.5991 |
|
R1 |
1.6088 |
1.6088 |
1.5972 |
1.6051 |
PP |
1.6014 |
1.6014 |
1.6014 |
1.5996 |
S1 |
1.5880 |
1.5880 |
1.5934 |
1.5843 |
S2 |
1.5806 |
1.5806 |
1.5915 |
|
S3 |
1.5598 |
1.5672 |
1.5896 |
|
S4 |
1.5390 |
1.5464 |
1.5839 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7065 |
1.6845 |
1.6138 |
|
R3 |
1.6729 |
1.6509 |
1.6045 |
|
R2 |
1.6393 |
1.6393 |
1.6015 |
|
R1 |
1.6173 |
1.6173 |
1.5984 |
1.6115 |
PP |
1.6057 |
1.6057 |
1.6057 |
1.6028 |
S1 |
1.5837 |
1.5837 |
1.5922 |
1.5779 |
S2 |
1.5721 |
1.5721 |
1.5891 |
|
S3 |
1.5385 |
1.5501 |
1.5861 |
|
S4 |
1.5049 |
1.5165 |
1.5768 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6277 |
1.5941 |
0.0336 |
2.1% |
0.0124 |
0.8% |
4% |
False |
True |
109,924 |
10 |
1.6404 |
1.5941 |
0.0463 |
2.9% |
0.0106 |
0.7% |
3% |
False |
True |
105,524 |
20 |
1.6515 |
1.5941 |
0.0574 |
3.6% |
0.0117 |
0.7% |
2% |
False |
True |
107,619 |
40 |
1.6824 |
1.5941 |
0.0883 |
5.5% |
0.0093 |
0.6% |
1% |
False |
True |
54,816 |
60 |
1.7165 |
1.5941 |
0.1224 |
7.7% |
0.0078 |
0.5% |
1% |
False |
True |
36,624 |
80 |
1.7165 |
1.5941 |
0.1224 |
7.7% |
0.0071 |
0.4% |
1% |
False |
True |
27,506 |
100 |
1.7165 |
1.5941 |
0.1224 |
7.7% |
0.0060 |
0.4% |
1% |
False |
True |
22,007 |
120 |
1.7165 |
1.5941 |
0.1224 |
7.7% |
0.0051 |
0.3% |
1% |
False |
True |
18,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7033 |
2.618 |
1.6694 |
1.618 |
1.6486 |
1.000 |
1.6357 |
0.618 |
1.6278 |
HIGH |
1.6149 |
0.618 |
1.6070 |
0.500 |
1.6045 |
0.382 |
1.6020 |
LOW |
1.5941 |
0.618 |
1.5812 |
1.000 |
1.5733 |
1.618 |
1.5604 |
2.618 |
1.5396 |
4.250 |
1.5057 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6045 |
1.6092 |
PP |
1.6014 |
1.6045 |
S1 |
1.5984 |
1.5999 |
|