CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6069 |
1.6086 |
0.0017 |
0.1% |
1.6061 |
| High |
1.6119 |
1.6172 |
0.0053 |
0.3% |
1.6119 |
| Low |
1.6021 |
1.6071 |
0.0050 |
0.3% |
1.5866 |
| Close |
1.6102 |
1.6161 |
0.0059 |
0.4% |
1.6102 |
| Range |
0.0098 |
0.0101 |
0.0003 |
3.1% |
0.0253 |
| ATR |
0.0124 |
0.0123 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
94,821 |
62,879 |
-31,942 |
-33.7% |
667,128 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6438 |
1.6400 |
1.6217 |
|
| R3 |
1.6337 |
1.6299 |
1.6189 |
|
| R2 |
1.6236 |
1.6236 |
1.6180 |
|
| R1 |
1.6198 |
1.6198 |
1.6170 |
1.6217 |
| PP |
1.6135 |
1.6135 |
1.6135 |
1.6144 |
| S1 |
1.6097 |
1.6097 |
1.6152 |
1.6116 |
| S2 |
1.6034 |
1.6034 |
1.6142 |
|
| S3 |
1.5933 |
1.5996 |
1.6133 |
|
| S4 |
1.5832 |
1.5895 |
1.6105 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6788 |
1.6698 |
1.6241 |
|
| R3 |
1.6535 |
1.6445 |
1.6172 |
|
| R2 |
1.6282 |
1.6282 |
1.6148 |
|
| R1 |
1.6192 |
1.6192 |
1.6125 |
1.6237 |
| PP |
1.6029 |
1.6029 |
1.6029 |
1.6052 |
| S1 |
1.5939 |
1.5939 |
1.6079 |
1.5984 |
| S2 |
1.5776 |
1.5776 |
1.6056 |
|
| S3 |
1.5523 |
1.5686 |
1.6032 |
|
| S4 |
1.5270 |
1.5433 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6172 |
1.5866 |
0.0306 |
1.9% |
0.0147 |
0.9% |
96% |
True |
False |
132,007 |
| 10 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0132 |
0.8% |
84% |
False |
False |
115,616 |
| 20 |
1.6404 |
1.5866 |
0.0538 |
3.3% |
0.0122 |
0.8% |
55% |
False |
False |
110,709 |
| 40 |
1.6629 |
1.5866 |
0.0763 |
4.7% |
0.0113 |
0.7% |
39% |
False |
False |
85,796 |
| 60 |
1.6976 |
1.5866 |
0.1110 |
6.9% |
0.0093 |
0.6% |
27% |
False |
False |
57,341 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.0% |
0.0083 |
0.5% |
23% |
False |
False |
43,052 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.0% |
0.0074 |
0.5% |
23% |
False |
False |
34,456 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.0% |
0.0063 |
0.4% |
23% |
False |
False |
28,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6601 |
|
2.618 |
1.6436 |
|
1.618 |
1.6335 |
|
1.000 |
1.6273 |
|
0.618 |
1.6234 |
|
HIGH |
1.6172 |
|
0.618 |
1.6133 |
|
0.500 |
1.6122 |
|
0.382 |
1.6110 |
|
LOW |
1.6071 |
|
0.618 |
1.6009 |
|
1.000 |
1.5970 |
|
1.618 |
1.5908 |
|
2.618 |
1.5807 |
|
4.250 |
1.5642 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6148 |
1.6125 |
| PP |
1.6135 |
1.6089 |
| S1 |
1.6122 |
1.6053 |
|