CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6078 |
1.6112 |
0.0034 |
0.2% |
1.6086 |
| High |
1.6141 |
1.6177 |
0.0036 |
0.2% |
1.6178 |
| Low |
1.6077 |
1.6082 |
0.0005 |
0.0% |
1.5988 |
| Close |
1.6122 |
1.6123 |
0.0001 |
0.0% |
1.6070 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.4% |
0.0190 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
51,404 |
71,929 |
20,525 |
39.9% |
359,355 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6412 |
1.6363 |
1.6175 |
|
| R3 |
1.6317 |
1.6268 |
1.6149 |
|
| R2 |
1.6222 |
1.6222 |
1.6140 |
|
| R1 |
1.6173 |
1.6173 |
1.6132 |
1.6198 |
| PP |
1.6127 |
1.6127 |
1.6127 |
1.6140 |
| S1 |
1.6078 |
1.6078 |
1.6114 |
1.6103 |
| S2 |
1.6032 |
1.6032 |
1.6106 |
|
| S3 |
1.5937 |
1.5983 |
1.6097 |
|
| S4 |
1.5842 |
1.5888 |
1.6071 |
|
|
| 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 |
1.6177 |
1.5988 |
0.0189 |
1.2% |
0.0086 |
0.5% |
71% |
True |
False |
70,741 |
| 10 |
1.6178 |
1.5866 |
0.0312 |
1.9% |
0.0106 |
0.7% |
82% |
False |
False |
95,773 |
| 20 |
1.6242 |
1.5866 |
0.0376 |
2.3% |
0.0120 |
0.7% |
68% |
False |
False |
100,254 |
| 40 |
1.6515 |
1.5866 |
0.0649 |
4.0% |
0.0114 |
0.7% |
40% |
False |
False |
96,067 |
| 60 |
1.6866 |
1.5866 |
0.1000 |
6.2% |
0.0097 |
0.6% |
26% |
False |
False |
64,305 |
| 80 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0085 |
0.5% |
20% |
False |
False |
48,283 |
| 100 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0078 |
0.5% |
20% |
False |
False |
38,653 |
| 120 |
1.7165 |
1.5866 |
0.1299 |
8.1% |
0.0067 |
0.4% |
20% |
False |
False |
32,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6581 |
|
2.618 |
1.6426 |
|
1.618 |
1.6331 |
|
1.000 |
1.6272 |
|
0.618 |
1.6236 |
|
HIGH |
1.6177 |
|
0.618 |
1.6141 |
|
0.500 |
1.6130 |
|
0.382 |
1.6118 |
|
LOW |
1.6082 |
|
0.618 |
1.6023 |
|
1.000 |
1.5987 |
|
1.618 |
1.5928 |
|
2.618 |
1.5833 |
|
4.250 |
1.5678 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6130 |
1.6112 |
| PP |
1.6127 |
1.6101 |
| S1 |
1.6125 |
1.6091 |
|