CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6251 |
1.6176 |
-0.0075 |
-0.5% |
1.6309 |
| High |
1.6251 |
1.6224 |
-0.0027 |
-0.2% |
1.6377 |
| Low |
1.6153 |
1.6148 |
-0.0005 |
0.0% |
1.6211 |
| Close |
1.6174 |
1.6148 |
-0.0026 |
-0.2% |
1.6224 |
| Range |
0.0098 |
0.0076 |
-0.0022 |
-22.4% |
0.0166 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.6% |
0.0000 |
| Volume |
23 |
39 |
16 |
69.6% |
344 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6401 |
1.6351 |
1.6190 |
|
| R3 |
1.6325 |
1.6275 |
1.6169 |
|
| R2 |
1.6249 |
1.6249 |
1.6162 |
|
| R1 |
1.6199 |
1.6199 |
1.6155 |
1.6186 |
| PP |
1.6173 |
1.6173 |
1.6173 |
1.6167 |
| S1 |
1.6123 |
1.6123 |
1.6141 |
1.6110 |
| S2 |
1.6097 |
1.6097 |
1.6134 |
|
| S3 |
1.6021 |
1.6047 |
1.6127 |
|
| S4 |
1.5945 |
1.5971 |
1.6106 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6769 |
1.6662 |
1.6315 |
|
| R3 |
1.6603 |
1.6496 |
1.6270 |
|
| R2 |
1.6437 |
1.6437 |
1.6254 |
|
| R1 |
1.6330 |
1.6330 |
1.6239 |
1.6301 |
| PP |
1.6271 |
1.6271 |
1.6271 |
1.6256 |
| S1 |
1.6164 |
1.6164 |
1.6209 |
1.6135 |
| S2 |
1.6105 |
1.6105 |
1.6194 |
|
| S3 |
1.5939 |
1.5998 |
1.6178 |
|
| S4 |
1.5773 |
1.5832 |
1.6133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6312 |
1.6148 |
0.0164 |
1.0% |
0.0069 |
0.4% |
0% |
False |
True |
72 |
| 10 |
1.6494 |
1.6148 |
0.0346 |
2.1% |
0.0081 |
0.5% |
0% |
False |
True |
61 |
| 20 |
1.6494 |
1.6060 |
0.0434 |
2.7% |
0.0060 |
0.4% |
20% |
False |
False |
34 |
| 40 |
1.6803 |
1.6060 |
0.0743 |
4.6% |
0.0032 |
0.2% |
12% |
False |
False |
28 |
| 60 |
1.7108 |
1.6060 |
0.1048 |
6.5% |
0.0022 |
0.1% |
8% |
False |
False |
20 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0017 |
0.1% |
8% |
False |
False |
17 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0014 |
0.1% |
8% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6547 |
|
2.618 |
1.6423 |
|
1.618 |
1.6347 |
|
1.000 |
1.6300 |
|
0.618 |
1.6271 |
|
HIGH |
1.6224 |
|
0.618 |
1.6195 |
|
0.500 |
1.6186 |
|
0.382 |
1.6177 |
|
LOW |
1.6148 |
|
0.618 |
1.6101 |
|
1.000 |
1.6072 |
|
1.618 |
1.6025 |
|
2.618 |
1.5949 |
|
4.250 |
1.5825 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6186 |
1.6200 |
| PP |
1.6173 |
1.6182 |
| S1 |
1.6161 |
1.6165 |
|