CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6106 |
1.5959 |
-0.0147 |
-0.9% |
1.6220 |
| High |
1.6106 |
1.6069 |
-0.0037 |
-0.2% |
1.6251 |
| Low |
1.5930 |
1.5950 |
0.0020 |
0.1% |
1.5930 |
| Close |
1.5937 |
1.6035 |
0.0098 |
0.6% |
1.5937 |
| Range |
0.0176 |
0.0119 |
-0.0057 |
-32.4% |
0.0321 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
4.6% |
0.0000 |
| Volume |
29 |
76 |
47 |
162.1% |
268 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6375 |
1.6324 |
1.6100 |
|
| R3 |
1.6256 |
1.6205 |
1.6068 |
|
| R2 |
1.6137 |
1.6137 |
1.6057 |
|
| R1 |
1.6086 |
1.6086 |
1.6046 |
1.6112 |
| PP |
1.6018 |
1.6018 |
1.6018 |
1.6031 |
| S1 |
1.5967 |
1.5967 |
1.6024 |
1.5993 |
| S2 |
1.5899 |
1.5899 |
1.6013 |
|
| S3 |
1.5780 |
1.5848 |
1.6002 |
|
| S4 |
1.5661 |
1.5729 |
1.5970 |
|
|
| 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% |
0.0111 |
0.7% |
33% |
False |
False |
63 |
| 10 |
1.6377 |
1.5930 |
0.0447 |
2.8% |
0.0090 |
0.6% |
23% |
False |
False |
64 |
| 20 |
1.6494 |
1.5930 |
0.0564 |
3.5% |
0.0076 |
0.5% |
19% |
False |
False |
46 |
| 40 |
1.6771 |
1.5930 |
0.0841 |
5.2% |
0.0041 |
0.3% |
12% |
False |
False |
34 |
| 60 |
1.7096 |
1.5930 |
0.1166 |
7.3% |
0.0029 |
0.2% |
9% |
False |
False |
24 |
| 80 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0022 |
0.1% |
9% |
False |
False |
20 |
| 100 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0017 |
0.1% |
9% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6575 |
|
2.618 |
1.6381 |
|
1.618 |
1.6262 |
|
1.000 |
1.6188 |
|
0.618 |
1.6143 |
|
HIGH |
1.6069 |
|
0.618 |
1.6024 |
|
0.500 |
1.6010 |
|
0.382 |
1.5995 |
|
LOW |
1.5950 |
|
0.618 |
1.5876 |
|
1.000 |
1.5831 |
|
1.618 |
1.5757 |
|
2.618 |
1.5638 |
|
4.250 |
1.5444 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6027 |
1.6054 |
| PP |
1.6018 |
1.6048 |
| S1 |
1.6010 |
1.6041 |
|