CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5898 |
1.5997 |
0.0099 |
0.6% |
1.5955 |
| High |
1.6062 |
1.6089 |
0.0027 |
0.2% |
1.6218 |
| Low |
1.5866 |
1.5933 |
0.0067 |
0.4% |
1.5944 |
| Close |
1.5922 |
1.6053 |
0.0131 |
0.8% |
1.6045 |
| Range |
0.0196 |
0.0156 |
-0.0040 |
-20.4% |
0.0274 |
| ATR |
0.0123 |
0.0127 |
0.0003 |
2.5% |
0.0000 |
| Volume |
232,387 |
147,837 |
-84,550 |
-36.4% |
514,945 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6493 |
1.6429 |
1.6139 |
|
| R3 |
1.6337 |
1.6273 |
1.6096 |
|
| R2 |
1.6181 |
1.6181 |
1.6082 |
|
| R1 |
1.6117 |
1.6117 |
1.6067 |
1.6149 |
| PP |
1.6025 |
1.6025 |
1.6025 |
1.6041 |
| S1 |
1.5961 |
1.5961 |
1.6039 |
1.5993 |
| S2 |
1.5869 |
1.5869 |
1.6024 |
|
| S3 |
1.5713 |
1.5805 |
1.6010 |
|
| S4 |
1.5557 |
1.5649 |
1.5967 |
|
|
| 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 |
1.6126 |
1.5866 |
0.0260 |
1.6% |
0.0148 |
0.9% |
72% |
False |
False |
132,423 |
| 10 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0147 |
0.9% |
53% |
False |
False |
120,895 |
| 20 |
1.6515 |
1.5866 |
0.0649 |
4.0% |
0.0128 |
0.8% |
29% |
False |
False |
120,167 |
| 40 |
1.6629 |
1.5866 |
0.0763 |
4.8% |
0.0110 |
0.7% |
25% |
False |
False |
81,893 |
| 60 |
1.7017 |
1.5866 |
0.1151 |
7.2% |
0.0091 |
0.6% |
16% |
False |
False |
54,724 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0082 |
0.5% |
14% |
False |
False |
41,087 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0072 |
0.4% |
14% |
False |
False |
32,879 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0061 |
0.4% |
14% |
False |
False |
27,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6752 |
|
2.618 |
1.6497 |
|
1.618 |
1.6341 |
|
1.000 |
1.6245 |
|
0.618 |
1.6185 |
|
HIGH |
1.6089 |
|
0.618 |
1.6029 |
|
0.500 |
1.6011 |
|
0.382 |
1.5993 |
|
LOW |
1.5933 |
|
0.618 |
1.5837 |
|
1.000 |
1.5777 |
|
1.618 |
1.5681 |
|
2.618 |
1.5525 |
|
4.250 |
1.5270 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6039 |
1.6028 |
| PP |
1.6025 |
1.6003 |
| S1 |
1.6011 |
1.5978 |
|