CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5959 |
1.6005 |
0.0046 |
0.3% |
1.6220 |
| High |
1.6069 |
1.6091 |
0.0022 |
0.1% |
1.6251 |
| Low |
1.5950 |
1.6005 |
0.0055 |
0.3% |
1.5930 |
| Close |
1.6035 |
1.6071 |
0.0036 |
0.2% |
1.5937 |
| Range |
0.0119 |
0.0086 |
-0.0033 |
-27.7% |
0.0321 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.2% |
0.0000 |
| Volume |
76 |
58 |
-18 |
-23.7% |
268 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6314 |
1.6278 |
1.6118 |
|
| R3 |
1.6228 |
1.6192 |
1.6095 |
|
| R2 |
1.6142 |
1.6142 |
1.6087 |
|
| R1 |
1.6106 |
1.6106 |
1.6079 |
1.6124 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6065 |
| S1 |
1.6020 |
1.6020 |
1.6063 |
1.6038 |
| S2 |
1.5970 |
1.5970 |
1.6055 |
|
| S3 |
1.5884 |
1.5934 |
1.6047 |
|
| S4 |
1.5798 |
1.5848 |
1.6024 |
|
|
| 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 |
1.6224 |
1.5930 |
0.0294 |
1.8% |
0.0109 |
0.7% |
48% |
False |
False |
70 |
| 10 |
1.6377 |
1.5930 |
0.0447 |
2.8% |
0.0089 |
0.6% |
32% |
False |
False |
69 |
| 20 |
1.6494 |
1.5930 |
0.0564 |
3.5% |
0.0080 |
0.5% |
25% |
False |
False |
48 |
| 40 |
1.6771 |
1.5930 |
0.0841 |
5.2% |
0.0043 |
0.3% |
17% |
False |
False |
35 |
| 60 |
1.7096 |
1.5930 |
0.1166 |
7.3% |
0.0030 |
0.2% |
12% |
False |
False |
24 |
| 80 |
1.7109 |
1.5930 |
0.1179 |
7.3% |
0.0023 |
0.1% |
12% |
False |
False |
21 |
| 100 |
1.7109 |
1.5930 |
0.1179 |
7.3% |
0.0018 |
0.1% |
12% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6457 |
|
2.618 |
1.6316 |
|
1.618 |
1.6230 |
|
1.000 |
1.6177 |
|
0.618 |
1.6144 |
|
HIGH |
1.6091 |
|
0.618 |
1.6058 |
|
0.500 |
1.6048 |
|
0.382 |
1.6038 |
|
LOW |
1.6005 |
|
0.618 |
1.5952 |
|
1.000 |
1.5919 |
|
1.618 |
1.5866 |
|
2.618 |
1.5780 |
|
4.250 |
1.5640 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6063 |
1.6053 |
| PP |
1.6056 |
1.6036 |
| S1 |
1.6048 |
1.6018 |
|