CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6072 |
1.6175 |
0.0103 |
0.6% |
1.6220 |
| High |
1.6150 |
1.6202 |
0.0052 |
0.3% |
1.6251 |
| Low |
1.6012 |
1.6077 |
0.0065 |
0.4% |
1.5930 |
| Close |
1.6136 |
1.6096 |
-0.0040 |
-0.2% |
1.5937 |
| Range |
0.0138 |
0.0125 |
-0.0013 |
-9.4% |
0.0321 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.0% |
0.0000 |
| Volume |
49 |
61 |
12 |
24.5% |
268 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6500 |
1.6423 |
1.6165 |
|
| R3 |
1.6375 |
1.6298 |
1.6130 |
|
| R2 |
1.6250 |
1.6250 |
1.6119 |
|
| R1 |
1.6173 |
1.6173 |
1.6107 |
1.6149 |
| PP |
1.6125 |
1.6125 |
1.6125 |
1.6113 |
| S1 |
1.6048 |
1.6048 |
1.6085 |
1.6024 |
| S2 |
1.6000 |
1.6000 |
1.6073 |
|
| S3 |
1.5875 |
1.5923 |
1.6062 |
|
| S4 |
1.5750 |
1.5798 |
1.6027 |
|
|
| 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 |
1.6202 |
1.5930 |
0.0272 |
1.7% |
0.0129 |
0.8% |
61% |
True |
False |
54 |
| 10 |
1.6283 |
1.5930 |
0.0353 |
2.2% |
0.0101 |
0.6% |
47% |
False |
False |
68 |
| 20 |
1.6494 |
1.5930 |
0.0564 |
3.5% |
0.0089 |
0.6% |
29% |
False |
False |
53 |
| 40 |
1.6690 |
1.5930 |
0.0760 |
4.7% |
0.0050 |
0.3% |
22% |
False |
False |
38 |
| 60 |
1.7064 |
1.5930 |
0.1134 |
7.0% |
0.0035 |
0.2% |
15% |
False |
False |
26 |
| 80 |
1.7109 |
1.5930 |
0.1179 |
7.3% |
0.0026 |
0.2% |
14% |
False |
False |
22 |
| 100 |
1.7109 |
1.5930 |
0.1179 |
7.3% |
0.0021 |
0.1% |
14% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6733 |
|
2.618 |
1.6529 |
|
1.618 |
1.6404 |
|
1.000 |
1.6327 |
|
0.618 |
1.6279 |
|
HIGH |
1.6202 |
|
0.618 |
1.6154 |
|
0.500 |
1.6140 |
|
0.382 |
1.6125 |
|
LOW |
1.6077 |
|
0.618 |
1.6000 |
|
1.000 |
1.5952 |
|
1.618 |
1.5875 |
|
2.618 |
1.5750 |
|
4.250 |
1.5546 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6140 |
1.6104 |
| PP |
1.6125 |
1.6101 |
| S1 |
1.6111 |
1.6099 |
|