CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6037 |
1.6022 |
-0.0015 |
-0.1% |
1.6086 |
| High |
1.6054 |
1.6092 |
0.0038 |
0.2% |
1.6178 |
| Low |
1.5988 |
1.6004 |
0.0016 |
0.1% |
1.5988 |
| Close |
1.6022 |
1.6070 |
0.0048 |
0.3% |
1.6070 |
| Range |
0.0066 |
0.0088 |
0.0022 |
33.3% |
0.0190 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
77,500 |
68,776 |
-8,724 |
-11.3% |
359,355 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6283 |
1.6118 |
|
| R3 |
1.6231 |
1.6195 |
1.6094 |
|
| R2 |
1.6143 |
1.6143 |
1.6086 |
|
| R1 |
1.6107 |
1.6107 |
1.6078 |
1.6125 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6065 |
| S1 |
1.6019 |
1.6019 |
1.6062 |
1.6037 |
| S2 |
1.5967 |
1.5967 |
1.6054 |
|
| S3 |
1.5879 |
1.5931 |
1.6046 |
|
| S4 |
1.5791 |
1.5843 |
1.6022 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6649 |
1.6549 |
1.6175 |
|
| R3 |
1.6459 |
1.6359 |
1.6122 |
|
| R2 |
1.6269 |
1.6269 |
1.6105 |
|
| R1 |
1.6169 |
1.6169 |
1.6087 |
1.6124 |
| PP |
1.6079 |
1.6079 |
1.6079 |
1.6056 |
| S1 |
1.5979 |
1.5979 |
1.6053 |
1.5934 |
| S2 |
1.5889 |
1.5889 |
1.6035 |
|
| S3 |
1.5699 |
1.5789 |
1.6018 |
|
| S4 |
1.5509 |
1.5599 |
1.5966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6178 |
1.5988 |
0.0190 |
1.2% |
0.0090 |
0.6% |
43% |
False |
False |
71,871 |
| 10 |
1.6178 |
1.5866 |
0.0312 |
1.9% |
0.0116 |
0.7% |
65% |
False |
False |
102,648 |
| 20 |
1.6277 |
1.5866 |
0.0411 |
2.6% |
0.0122 |
0.8% |
50% |
False |
False |
104,552 |
| 40 |
1.6629 |
1.5866 |
0.0763 |
4.7% |
0.0116 |
0.7% |
27% |
False |
False |
93,140 |
| 60 |
1.6866 |
1.5866 |
0.1000 |
6.2% |
0.0096 |
0.6% |
20% |
False |
False |
62,266 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0085 |
0.5% |
16% |
False |
False |
46,750 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0077 |
0.5% |
16% |
False |
False |
37,421 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0066 |
0.4% |
16% |
False |
False |
31,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6466 |
|
2.618 |
1.6322 |
|
1.618 |
1.6234 |
|
1.000 |
1.6180 |
|
0.618 |
1.6146 |
|
HIGH |
1.6092 |
|
0.618 |
1.6058 |
|
0.500 |
1.6048 |
|
0.382 |
1.6038 |
|
LOW |
1.6004 |
|
0.618 |
1.5950 |
|
1.000 |
1.5916 |
|
1.618 |
1.5862 |
|
2.618 |
1.5774 |
|
4.250 |
1.5630 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6063 |
1.6065 |
| PP |
1.6055 |
1.6061 |
| S1 |
1.6048 |
1.6056 |
|