CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6034 |
-0.0141 |
-0.9% |
1.5959 |
| High |
1.6202 |
1.6043 |
-0.0159 |
-1.0% |
1.6202 |
| Low |
1.6077 |
1.5987 |
-0.0090 |
-0.6% |
1.5950 |
| Close |
1.6096 |
1.6030 |
-0.0066 |
-0.4% |
1.6030 |
| Range |
0.0125 |
0.0056 |
-0.0069 |
-55.2% |
0.0252 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.5% |
0.0000 |
| Volume |
61 |
73 |
12 |
19.7% |
317 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6188 |
1.6165 |
1.6061 |
|
| R3 |
1.6132 |
1.6109 |
1.6045 |
|
| R2 |
1.6076 |
1.6076 |
1.6040 |
|
| R1 |
1.6053 |
1.6053 |
1.6035 |
1.6037 |
| PP |
1.6020 |
1.6020 |
1.6020 |
1.6012 |
| S1 |
1.5997 |
1.5997 |
1.6025 |
1.5981 |
| S2 |
1.5964 |
1.5964 |
1.6020 |
|
| S3 |
1.5908 |
1.5941 |
1.6015 |
|
| S4 |
1.5852 |
1.5885 |
1.5999 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6817 |
1.6675 |
1.6169 |
|
| R3 |
1.6565 |
1.6423 |
1.6099 |
|
| R2 |
1.6313 |
1.6313 |
1.6076 |
|
| R1 |
1.6171 |
1.6171 |
1.6053 |
1.6242 |
| PP |
1.6061 |
1.6061 |
1.6061 |
1.6096 |
| S1 |
1.5919 |
1.5919 |
1.6007 |
1.5990 |
| S2 |
1.5809 |
1.5809 |
1.5984 |
|
| S3 |
1.5557 |
1.5667 |
1.5961 |
|
| S4 |
1.5305 |
1.5415 |
1.5891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6202 |
1.5950 |
0.0252 |
1.6% |
0.0105 |
0.7% |
32% |
False |
False |
63 |
| 10 |
1.6251 |
1.5930 |
0.0321 |
2.0% |
0.0100 |
0.6% |
31% |
False |
False |
58 |
| 20 |
1.6494 |
1.5930 |
0.0564 |
3.5% |
0.0091 |
0.6% |
18% |
False |
False |
57 |
| 40 |
1.6690 |
1.5930 |
0.0760 |
4.7% |
0.0051 |
0.3% |
13% |
False |
False |
40 |
| 60 |
1.7046 |
1.5930 |
0.1116 |
7.0% |
0.0036 |
0.2% |
9% |
False |
False |
27 |
| 80 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0027 |
0.2% |
8% |
False |
False |
23 |
| 100 |
1.7109 |
1.5930 |
0.1179 |
7.4% |
0.0021 |
0.1% |
8% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.6190 |
|
1.618 |
1.6134 |
|
1.000 |
1.6099 |
|
0.618 |
1.6078 |
|
HIGH |
1.6043 |
|
0.618 |
1.6022 |
|
0.500 |
1.6015 |
|
0.382 |
1.6008 |
|
LOW |
1.5987 |
|
0.618 |
1.5952 |
|
1.000 |
1.5931 |
|
1.618 |
1.5896 |
|
2.618 |
1.5840 |
|
4.250 |
1.5749 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6025 |
1.6095 |
| PP |
1.6020 |
1.6073 |
| S1 |
1.6015 |
1.6052 |
|