CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.5955 |
1.6073 |
0.0118 |
0.7% |
1.6229 |
High |
1.6089 |
1.6119 |
0.0030 |
0.2% |
1.6277 |
Low |
1.5944 |
1.6017 |
0.0073 |
0.5% |
1.5941 |
Close |
1.6051 |
1.6087 |
0.0036 |
0.2% |
1.5953 |
Range |
0.0145 |
0.0102 |
-0.0043 |
-29.7% |
0.0336 |
ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
88,783 |
99,286 |
10,503 |
11.8% |
549,624 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6380 |
1.6336 |
1.6143 |
|
R3 |
1.6278 |
1.6234 |
1.6115 |
|
R2 |
1.6176 |
1.6176 |
1.6106 |
|
R1 |
1.6132 |
1.6132 |
1.6096 |
1.6154 |
PP |
1.6074 |
1.6074 |
1.6074 |
1.6086 |
S1 |
1.6030 |
1.6030 |
1.6078 |
1.6052 |
S2 |
1.5972 |
1.5972 |
1.6068 |
|
S3 |
1.5870 |
1.5928 |
1.6059 |
|
S4 |
1.5768 |
1.5826 |
1.6031 |
|
|
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 |
1.6242 |
1.5941 |
0.0301 |
1.9% |
0.0137 |
0.9% |
49% |
False |
False |
105,680 |
10 |
1.6402 |
1.5941 |
0.0461 |
2.9% |
0.0112 |
0.7% |
32% |
False |
False |
104,559 |
20 |
1.6515 |
1.5941 |
0.0574 |
3.6% |
0.0118 |
0.7% |
25% |
False |
False |
111,949 |
40 |
1.6824 |
1.5941 |
0.0883 |
5.5% |
0.0097 |
0.6% |
17% |
False |
False |
59,498 |
60 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0081 |
0.5% |
12% |
False |
False |
39,754 |
80 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0073 |
0.5% |
12% |
False |
False |
29,855 |
100 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0062 |
0.4% |
12% |
False |
False |
23,888 |
120 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0053 |
0.3% |
12% |
False |
False |
19,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6553 |
2.618 |
1.6386 |
1.618 |
1.6284 |
1.000 |
1.6221 |
0.618 |
1.6182 |
HIGH |
1.6119 |
0.618 |
1.6080 |
0.500 |
1.6068 |
0.382 |
1.6056 |
LOW |
1.6017 |
0.618 |
1.5954 |
1.000 |
1.5915 |
1.618 |
1.5852 |
2.618 |
1.5750 |
4.250 |
1.5584 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6081 |
1.6073 |
PP |
1.6074 |
1.6059 |
S1 |
1.6068 |
1.6045 |
|