CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6106 |
-0.0069 |
-0.4% |
1.6220 |
| High |
1.6178 |
1.6106 |
-0.0072 |
-0.4% |
1.6251 |
| Low |
1.6092 |
1.5930 |
-0.0162 |
-1.0% |
1.5930 |
| Close |
1.6120 |
1.5937 |
-0.0183 |
-1.1% |
1.5937 |
| Range |
0.0086 |
0.0176 |
0.0090 |
104.7% |
0.0321 |
| ATR |
0.0072 |
0.0080 |
0.0008 |
11.8% |
0.0000 |
| Volume |
148 |
29 |
-119 |
-80.4% |
268 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6519 |
1.6404 |
1.6034 |
|
| R3 |
1.6343 |
1.6228 |
1.5985 |
|
| R2 |
1.6167 |
1.6167 |
1.5969 |
|
| R1 |
1.6052 |
1.6052 |
1.5953 |
1.6022 |
| PP |
1.5991 |
1.5991 |
1.5991 |
1.5976 |
| S1 |
1.5876 |
1.5876 |
1.5921 |
1.5846 |
| S2 |
1.5815 |
1.5815 |
1.5905 |
|
| S3 |
1.5639 |
1.5700 |
1.5889 |
|
| S4 |
1.5463 |
1.5524 |
1.5840 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7002 |
1.6791 |
1.6114 |
|
| R3 |
1.6681 |
1.6470 |
1.6025 |
|
| R2 |
1.6360 |
1.6360 |
1.5996 |
|
| R1 |
1.6149 |
1.6149 |
1.5966 |
1.6094 |
| PP |
1.6039 |
1.6039 |
1.6039 |
1.6012 |
| S1 |
1.5828 |
1.5828 |
1.5908 |
1.5773 |
| S2 |
1.5718 |
1.5718 |
1.5878 |
|
| S3 |
1.5397 |
1.5507 |
1.5849 |
|
| S4 |
1.5076 |
1.5186 |
1.5760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6251 |
1.5930 |
0.0321 |
2.0% |
0.0095 |
0.6% |
2% |
False |
True |
53 |
| 10 |
1.6377 |
1.5930 |
0.0447 |
2.8% |
0.0081 |
0.5% |
2% |
False |
True |
61 |
| 20 |
1.6494 |
1.5930 |
0.0564 |
3.5% |
0.0070 |
0.4% |
1% |
False |
True |
42 |
| 40 |
1.6771 |
1.5930 |
0.0841 |
5.3% |
0.0038 |
0.2% |
1% |
False |
True |
32 |
| 60 |
1.7096 |
1.5930 |
0.1166 |
7.3% |
0.0027 |
0.2% |
1% |
False |
True |
22 |
| 80 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0020 |
0.1% |
1% |
False |
True |
19 |
| 100 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0016 |
0.1% |
1% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6854 |
|
2.618 |
1.6567 |
|
1.618 |
1.6391 |
|
1.000 |
1.6282 |
|
0.618 |
1.6215 |
|
HIGH |
1.6106 |
|
0.618 |
1.6039 |
|
0.500 |
1.6018 |
|
0.382 |
1.5997 |
|
LOW |
1.5930 |
|
0.618 |
1.5821 |
|
1.000 |
1.5754 |
|
1.618 |
1.5645 |
|
2.618 |
1.5469 |
|
4.250 |
1.5182 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6018 |
1.6077 |
| PP |
1.5991 |
1.6030 |
| S1 |
1.5964 |
1.5984 |
|