CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6022 |
1.6078 |
0.0056 |
0.3% |
1.6086 |
| High |
1.6092 |
1.6141 |
0.0049 |
0.3% |
1.6178 |
| Low |
1.6004 |
1.6077 |
0.0073 |
0.5% |
1.5988 |
| Close |
1.6070 |
1.6122 |
0.0052 |
0.3% |
1.6070 |
| Range |
0.0088 |
0.0064 |
-0.0024 |
-27.3% |
0.0190 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
68,776 |
51,404 |
-17,372 |
-25.3% |
359,355 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6305 |
1.6278 |
1.6157 |
|
| R3 |
1.6241 |
1.6214 |
1.6140 |
|
| R2 |
1.6177 |
1.6177 |
1.6134 |
|
| R1 |
1.6150 |
1.6150 |
1.6128 |
1.6164 |
| PP |
1.6113 |
1.6113 |
1.6113 |
1.6120 |
| S1 |
1.6086 |
1.6086 |
1.6116 |
1.6100 |
| S2 |
1.6049 |
1.6049 |
1.6110 |
|
| S3 |
1.5985 |
1.6022 |
1.6104 |
|
| S4 |
1.5921 |
1.5958 |
1.6087 |
|
|
| 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% |
0.0083 |
0.5% |
71% |
False |
False |
69,576 |
| 10 |
1.6178 |
1.5866 |
0.0312 |
1.9% |
0.0115 |
0.7% |
82% |
False |
False |
100,791 |
| 20 |
1.6277 |
1.5866 |
0.0411 |
2.5% |
0.0122 |
0.8% |
62% |
False |
False |
103,076 |
| 40 |
1.6629 |
1.5866 |
0.0763 |
4.7% |
0.0116 |
0.7% |
34% |
False |
False |
94,363 |
| 60 |
1.6866 |
1.5866 |
0.1000 |
6.2% |
0.0096 |
0.6% |
26% |
False |
False |
63,118 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0085 |
0.5% |
20% |
False |
False |
47,386 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0077 |
0.5% |
20% |
False |
False |
37,933 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0066 |
0.4% |
20% |
False |
False |
31,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6413 |
|
2.618 |
1.6309 |
|
1.618 |
1.6245 |
|
1.000 |
1.6205 |
|
0.618 |
1.6181 |
|
HIGH |
1.6141 |
|
0.618 |
1.6117 |
|
0.500 |
1.6109 |
|
0.382 |
1.6101 |
|
LOW |
1.6077 |
|
0.618 |
1.6037 |
|
1.000 |
1.6013 |
|
1.618 |
1.5973 |
|
2.618 |
1.5909 |
|
4.250 |
1.5805 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6118 |
1.6103 |
| PP |
1.6113 |
1.6084 |
| S1 |
1.6109 |
1.6065 |
|