CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6142 |
1.5955 |
-0.0187 |
-1.2% |
1.6229 |
| High |
1.6149 |
1.6089 |
-0.0060 |
-0.4% |
1.6277 |
| Low |
1.5941 |
1.5944 |
0.0003 |
0.0% |
1.5941 |
| Close |
1.5953 |
1.6051 |
0.0098 |
0.6% |
1.5953 |
| Range |
0.0208 |
0.0145 |
-0.0063 |
-30.3% |
0.0336 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.3% |
0.0000 |
| Volume |
121,704 |
88,783 |
-32,921 |
-27.1% |
549,624 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6402 |
1.6131 |
|
| R3 |
1.6318 |
1.6257 |
1.6091 |
|
| R2 |
1.6173 |
1.6173 |
1.6078 |
|
| R1 |
1.6112 |
1.6112 |
1.6064 |
1.6143 |
| PP |
1.6028 |
1.6028 |
1.6028 |
1.6043 |
| S1 |
1.5967 |
1.5967 |
1.6038 |
1.5998 |
| S2 |
1.5883 |
1.5883 |
1.6024 |
|
| S3 |
1.5738 |
1.5822 |
1.6011 |
|
| S4 |
1.5593 |
1.5677 |
1.5971 |
|
|
| 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% |
0.0141 |
0.9% |
33% |
False |
False |
111,495 |
| 10 |
1.6404 |
1.5941 |
0.0463 |
2.9% |
0.0113 |
0.7% |
24% |
False |
False |
105,802 |
| 20 |
1.6515 |
1.5941 |
0.0574 |
3.6% |
0.0118 |
0.7% |
19% |
False |
False |
110,623 |
| 40 |
1.6824 |
1.5941 |
0.0883 |
5.5% |
0.0095 |
0.6% |
12% |
False |
False |
57,030 |
| 60 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0080 |
0.5% |
9% |
False |
False |
38,102 |
| 80 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0072 |
0.4% |
9% |
False |
False |
28,614 |
| 100 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0061 |
0.4% |
9% |
False |
False |
22,895 |
| 120 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0052 |
0.3% |
9% |
False |
False |
19,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6705 |
|
2.618 |
1.6469 |
|
1.618 |
1.6324 |
|
1.000 |
1.6234 |
|
0.618 |
1.6179 |
|
HIGH |
1.6089 |
|
0.618 |
1.6034 |
|
0.500 |
1.6017 |
|
0.382 |
1.5999 |
|
LOW |
1.5944 |
|
0.618 |
1.5854 |
|
1.000 |
1.5799 |
|
1.618 |
1.5709 |
|
2.618 |
1.5564 |
|
4.250 |
1.5328 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6040 |
1.6091 |
| PP |
1.6028 |
1.6077 |
| S1 |
1.6017 |
1.6064 |
|