CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.6086 |
1.6153 |
0.0067 |
0.4% |
1.6061 |
High |
1.6172 |
1.6178 |
0.0006 |
0.0% |
1.6119 |
Low |
1.6071 |
1.6101 |
0.0030 |
0.2% |
1.5866 |
Close |
1.6161 |
1.6113 |
-0.0048 |
-0.3% |
1.6102 |
Range |
0.0101 |
0.0077 |
-0.0024 |
-23.8% |
0.0253 |
ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
62,879 |
66,102 |
3,223 |
5.1% |
667,128 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6362 |
1.6314 |
1.6155 |
|
R3 |
1.6285 |
1.6237 |
1.6134 |
|
R2 |
1.6208 |
1.6208 |
1.6127 |
|
R1 |
1.6160 |
1.6160 |
1.6120 |
1.6146 |
PP |
1.6131 |
1.6131 |
1.6131 |
1.6123 |
S1 |
1.6083 |
1.6083 |
1.6106 |
1.6069 |
S2 |
1.6054 |
1.6054 |
1.6099 |
|
S3 |
1.5977 |
1.6006 |
1.6092 |
|
S4 |
1.5900 |
1.5929 |
1.6071 |
|
|
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 |
1.6178 |
1.5866 |
0.0312 |
1.9% |
0.0126 |
0.8% |
79% |
True |
False |
120,805 |
10 |
1.6218 |
1.5866 |
0.0352 |
2.2% |
0.0129 |
0.8% |
70% |
False |
False |
112,298 |
20 |
1.6402 |
1.5866 |
0.0536 |
3.3% |
0.0120 |
0.7% |
46% |
False |
False |
108,429 |
40 |
1.6629 |
1.5866 |
0.0763 |
4.7% |
0.0114 |
0.7% |
32% |
False |
False |
87,430 |
60 |
1.6966 |
1.5866 |
0.1100 |
6.8% |
0.0094 |
0.6% |
22% |
False |
False |
58,442 |
80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0084 |
0.5% |
19% |
False |
False |
43,875 |
100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0074 |
0.5% |
19% |
False |
False |
35,117 |
120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0064 |
0.4% |
19% |
False |
False |
29,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6505 |
2.618 |
1.6380 |
1.618 |
1.6303 |
1.000 |
1.6255 |
0.618 |
1.6226 |
HIGH |
1.6178 |
0.618 |
1.6149 |
0.500 |
1.6140 |
0.382 |
1.6130 |
LOW |
1.6101 |
0.618 |
1.6053 |
1.000 |
1.6024 |
1.618 |
1.5976 |
2.618 |
1.5899 |
4.250 |
1.5774 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6140 |
1.6109 |
PP |
1.6131 |
1.6104 |
S1 |
1.6122 |
1.6100 |
|