CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6061 |
1.6067 |
0.0006 |
0.0% |
1.5955 |
| High |
1.6118 |
1.6072 |
-0.0046 |
-0.3% |
1.6218 |
| Low |
1.6041 |
1.5889 |
-0.0152 |
-0.9% |
1.5944 |
| Close |
1.6050 |
1.5900 |
-0.0150 |
-0.9% |
1.6045 |
| Range |
0.0077 |
0.0183 |
0.0106 |
137.7% |
0.0274 |
| ATR |
0.0113 |
0.0118 |
0.0005 |
4.4% |
0.0000 |
| Volume |
69,972 |
122,111 |
52,139 |
74.5% |
514,945 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6503 |
1.6384 |
1.6001 |
|
| R3 |
1.6320 |
1.6201 |
1.5950 |
|
| R2 |
1.6137 |
1.6137 |
1.5934 |
|
| R1 |
1.6018 |
1.6018 |
1.5917 |
1.5986 |
| PP |
1.5954 |
1.5954 |
1.5954 |
1.5938 |
| S1 |
1.5835 |
1.5835 |
1.5883 |
1.5803 |
| S2 |
1.5771 |
1.5771 |
1.5866 |
|
| S3 |
1.5588 |
1.5652 |
1.5850 |
|
| S4 |
1.5405 |
1.5469 |
1.5799 |
|
|
| 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 |
1.5889 |
0.0329 |
2.1% |
0.0132 |
0.8% |
3% |
False |
True |
103,791 |
| 10 |
1.6242 |
1.5889 |
0.0353 |
2.2% |
0.0135 |
0.8% |
3% |
False |
True |
104,736 |
| 20 |
1.6515 |
1.5889 |
0.0626 |
3.9% |
0.0125 |
0.8% |
2% |
False |
True |
114,172 |
| 40 |
1.6706 |
1.5889 |
0.0817 |
5.1% |
0.0106 |
0.7% |
1% |
False |
True |
72,431 |
| 60 |
1.7066 |
1.5889 |
0.1177 |
7.4% |
0.0087 |
0.5% |
1% |
False |
True |
48,390 |
| 80 |
1.7165 |
1.5889 |
0.1276 |
8.0% |
0.0079 |
0.5% |
1% |
False |
True |
36,335 |
| 100 |
1.7165 |
1.5889 |
0.1276 |
8.0% |
0.0069 |
0.4% |
1% |
False |
True |
29,077 |
| 120 |
1.7165 |
1.5889 |
0.1276 |
8.0% |
0.0058 |
0.4% |
1% |
False |
True |
24,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6850 |
|
2.618 |
1.6551 |
|
1.618 |
1.6368 |
|
1.000 |
1.6255 |
|
0.618 |
1.6185 |
|
HIGH |
1.6072 |
|
0.618 |
1.6002 |
|
0.500 |
1.5981 |
|
0.382 |
1.5959 |
|
LOW |
1.5889 |
|
0.618 |
1.5776 |
|
1.000 |
1.5706 |
|
1.618 |
1.5593 |
|
2.618 |
1.5410 |
|
4.250 |
1.5111 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5981 |
1.6008 |
| PP |
1.5954 |
1.5972 |
| S1 |
1.5927 |
1.5936 |
|