CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6111 |
1.6061 |
-0.0050 |
-0.3% |
1.5955 |
| High |
1.6126 |
1.6118 |
-0.0008 |
0.0% |
1.6218 |
| Low |
1.6000 |
1.6041 |
0.0041 |
0.3% |
1.5944 |
| Close |
1.6045 |
1.6050 |
0.0005 |
0.0% |
1.6045 |
| Range |
0.0126 |
0.0077 |
-0.0049 |
-38.9% |
0.0274 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
89,808 |
69,972 |
-19,836 |
-22.1% |
514,945 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6301 |
1.6252 |
1.6092 |
|
| R3 |
1.6224 |
1.6175 |
1.6071 |
|
| R2 |
1.6147 |
1.6147 |
1.6064 |
|
| R1 |
1.6098 |
1.6098 |
1.6057 |
1.6084 |
| PP |
1.6070 |
1.6070 |
1.6070 |
1.6063 |
| S1 |
1.6021 |
1.6021 |
1.6043 |
1.6007 |
| S2 |
1.5993 |
1.5993 |
1.6036 |
|
| S3 |
1.5916 |
1.5944 |
1.6029 |
|
| S4 |
1.5839 |
1.5867 |
1.6008 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6891 |
1.6742 |
1.6196 |
|
| R3 |
1.6617 |
1.6468 |
1.6120 |
|
| R2 |
1.6343 |
1.6343 |
1.6095 |
|
| R1 |
1.6194 |
1.6194 |
1.6070 |
1.6269 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6106 |
| S1 |
1.5920 |
1.5920 |
1.6020 |
1.5995 |
| S2 |
1.5795 |
1.5795 |
1.5995 |
|
| S3 |
1.5521 |
1.5646 |
1.5970 |
|
| S4 |
1.5247 |
1.5372 |
1.5894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6218 |
1.6000 |
0.0218 |
1.4% |
0.0116 |
0.7% |
23% |
False |
False |
99,226 |
| 10 |
1.6277 |
1.5941 |
0.0336 |
2.1% |
0.0129 |
0.8% |
32% |
False |
False |
105,361 |
| 20 |
1.6515 |
1.5941 |
0.0574 |
3.6% |
0.0123 |
0.8% |
19% |
False |
False |
114,426 |
| 40 |
1.6719 |
1.5941 |
0.0778 |
4.8% |
0.0102 |
0.6% |
14% |
False |
False |
69,383 |
| 60 |
1.7070 |
1.5941 |
0.1129 |
7.0% |
0.0085 |
0.5% |
10% |
False |
False |
46,361 |
| 80 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0077 |
0.5% |
9% |
False |
False |
34,810 |
| 100 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0067 |
0.4% |
9% |
False |
False |
27,856 |
| 120 |
1.7165 |
1.5941 |
0.1224 |
7.6% |
0.0057 |
0.4% |
9% |
False |
False |
23,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6445 |
|
2.618 |
1.6320 |
|
1.618 |
1.6243 |
|
1.000 |
1.6195 |
|
0.618 |
1.6166 |
|
HIGH |
1.6118 |
|
0.618 |
1.6089 |
|
0.500 |
1.6080 |
|
0.382 |
1.6070 |
|
LOW |
1.6041 |
|
0.618 |
1.5993 |
|
1.000 |
1.5964 |
|
1.618 |
1.5916 |
|
2.618 |
1.5839 |
|
4.250 |
1.5714 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6080 |
1.6109 |
| PP |
1.6070 |
1.6089 |
| S1 |
1.6060 |
1.6070 |
|