CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6073 |
1.6089 |
0.0016 |
0.1% |
1.6229 |
| High |
1.6119 |
1.6173 |
0.0054 |
0.3% |
1.6277 |
| Low |
1.6017 |
1.6023 |
0.0006 |
0.0% |
1.5941 |
| Close |
1.6087 |
1.6151 |
0.0064 |
0.4% |
1.5953 |
| Range |
0.0102 |
0.0150 |
0.0048 |
47.1% |
0.0336 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
2.5% |
0.0000 |
| Volume |
99,286 |
120,625 |
21,339 |
21.5% |
549,624 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6566 |
1.6508 |
1.6234 |
|
| R3 |
1.6416 |
1.6358 |
1.6192 |
|
| R2 |
1.6266 |
1.6266 |
1.6179 |
|
| R1 |
1.6208 |
1.6208 |
1.6165 |
1.6237 |
| PP |
1.6116 |
1.6116 |
1.6116 |
1.6130 |
| S1 |
1.6058 |
1.6058 |
1.6137 |
1.6087 |
| S2 |
1.5966 |
1.5966 |
1.6124 |
|
| S3 |
1.5816 |
1.5908 |
1.6110 |
|
| S4 |
1.5666 |
1.5758 |
1.6069 |
|
|
| 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 |
1.6240 |
1.5941 |
0.0299 |
1.9% |
0.0149 |
0.9% |
70% |
False |
False |
110,658 |
| 10 |
1.6331 |
1.5941 |
0.0390 |
2.4% |
0.0118 |
0.7% |
54% |
False |
False |
107,888 |
| 20 |
1.6515 |
1.5941 |
0.0574 |
3.6% |
0.0117 |
0.7% |
37% |
False |
False |
113,698 |
| 40 |
1.6824 |
1.5941 |
0.0883 |
5.5% |
0.0099 |
0.6% |
24% |
False |
False |
62,509 |
| 60 |
1.7122 |
1.5941 |
0.1181 |
7.3% |
0.0081 |
0.5% |
18% |
False |
False |
41,762 |
| 80 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0075 |
0.5% |
17% |
False |
False |
31,360 |
| 100 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0063 |
0.4% |
17% |
False |
False |
25,094 |
| 120 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0054 |
0.3% |
17% |
False |
False |
20,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6811 |
|
2.618 |
1.6566 |
|
1.618 |
1.6416 |
|
1.000 |
1.6323 |
|
0.618 |
1.6266 |
|
HIGH |
1.6173 |
|
0.618 |
1.6116 |
|
0.500 |
1.6098 |
|
0.382 |
1.6080 |
|
LOW |
1.6023 |
|
0.618 |
1.5930 |
|
1.000 |
1.5873 |
|
1.618 |
1.5780 |
|
2.618 |
1.5630 |
|
4.250 |
1.5386 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6133 |
1.6120 |
| PP |
1.6116 |
1.6089 |
| S1 |
1.6098 |
1.6059 |
|