CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6044 |
1.5887 |
-0.0157 |
-1.0% |
1.5959 |
| High |
1.6044 |
1.6037 |
-0.0007 |
0.0% |
1.6202 |
| Low |
1.5885 |
1.5859 |
-0.0026 |
-0.2% |
1.5950 |
| Close |
1.5886 |
1.5909 |
0.0023 |
0.1% |
1.6030 |
| Range |
0.0159 |
0.0178 |
0.0019 |
11.9% |
0.0252 |
| ATR |
0.0094 |
0.0100 |
0.0006 |
6.4% |
0.0000 |
| Volume |
36 |
82 |
46 |
127.8% |
317 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6469 |
1.6367 |
1.6007 |
|
| R3 |
1.6291 |
1.6189 |
1.5958 |
|
| R2 |
1.6113 |
1.6113 |
1.5942 |
|
| R1 |
1.6011 |
1.6011 |
1.5925 |
1.6062 |
| PP |
1.5935 |
1.5935 |
1.5935 |
1.5961 |
| S1 |
1.5833 |
1.5833 |
1.5893 |
1.5884 |
| S2 |
1.5757 |
1.5757 |
1.5876 |
|
| S3 |
1.5579 |
1.5655 |
1.5860 |
|
| S4 |
1.5401 |
1.5477 |
1.5811 |
|
|
| 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 |
1.5859 |
0.0343 |
2.2% |
0.0113 |
0.7% |
15% |
False |
True |
57 |
| 10 |
1.6202 |
1.5859 |
0.0343 |
2.2% |
0.0117 |
0.7% |
15% |
False |
True |
64 |
| 20 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0099 |
0.6% |
8% |
False |
True |
63 |
| 40 |
1.6562 |
1.5859 |
0.0703 |
4.4% |
0.0060 |
0.4% |
7% |
False |
True |
43 |
| 60 |
1.6998 |
1.5859 |
0.1139 |
7.2% |
0.0041 |
0.3% |
4% |
False |
True |
29 |
| 80 |
1.7109 |
1.5859 |
0.1250 |
7.9% |
0.0031 |
0.2% |
4% |
False |
True |
24 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.9% |
0.0025 |
0.2% |
4% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6794 |
|
2.618 |
1.6503 |
|
1.618 |
1.6325 |
|
1.000 |
1.6215 |
|
0.618 |
1.6147 |
|
HIGH |
1.6037 |
|
0.618 |
1.5969 |
|
0.500 |
1.5948 |
|
0.382 |
1.5927 |
|
LOW |
1.5859 |
|
0.618 |
1.5749 |
|
1.000 |
1.5681 |
|
1.618 |
1.5571 |
|
2.618 |
1.5393 |
|
4.250 |
1.5103 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.5948 |
1.5968 |
| PP |
1.5935 |
1.5948 |
| S1 |
1.5922 |
1.5929 |
|