CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.5887 |
1.5979 |
0.0092 |
0.6% |
1.5959 |
| High |
1.6037 |
1.6068 |
0.0031 |
0.2% |
1.6202 |
| Low |
1.5859 |
1.5941 |
0.0082 |
0.5% |
1.5950 |
| Close |
1.5909 |
1.6039 |
0.0130 |
0.8% |
1.6030 |
| Range |
0.0178 |
0.0127 |
-0.0051 |
-28.7% |
0.0252 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
4.3% |
0.0000 |
| Volume |
82 |
166 |
84 |
102.4% |
317 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6397 |
1.6345 |
1.6109 |
|
| R3 |
1.6270 |
1.6218 |
1.6074 |
|
| R2 |
1.6143 |
1.6143 |
1.6062 |
|
| R1 |
1.6091 |
1.6091 |
1.6051 |
1.6117 |
| PP |
1.6016 |
1.6016 |
1.6016 |
1.6029 |
| S1 |
1.5964 |
1.5964 |
1.6027 |
1.5990 |
| S2 |
1.5889 |
1.5889 |
1.6016 |
|
| S3 |
1.5762 |
1.5837 |
1.6004 |
|
| S4 |
1.5635 |
1.5710 |
1.5969 |
|
|
| 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 |
1.6076 |
1.5859 |
0.0217 |
1.4% |
0.0113 |
0.7% |
83% |
False |
False |
78 |
| 10 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0121 |
0.8% |
52% |
False |
False |
66 |
| 20 |
1.6494 |
1.5859 |
0.0635 |
4.0% |
0.0103 |
0.6% |
28% |
False |
False |
68 |
| 40 |
1.6552 |
1.5859 |
0.0693 |
4.3% |
0.0063 |
0.4% |
26% |
False |
False |
46 |
| 60 |
1.6945 |
1.5859 |
0.1086 |
6.8% |
0.0043 |
0.3% |
17% |
False |
False |
32 |
| 80 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0033 |
0.2% |
14% |
False |
False |
26 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0027 |
0.2% |
14% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6608 |
|
2.618 |
1.6400 |
|
1.618 |
1.6273 |
|
1.000 |
1.6195 |
|
0.618 |
1.6146 |
|
HIGH |
1.6068 |
|
0.618 |
1.6019 |
|
0.500 |
1.6005 |
|
0.382 |
1.5990 |
|
LOW |
1.5941 |
|
0.618 |
1.5863 |
|
1.000 |
1.5814 |
|
1.618 |
1.5736 |
|
2.618 |
1.5609 |
|
4.250 |
1.5401 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6028 |
1.6014 |
| PP |
1.6016 |
1.5989 |
| S1 |
1.6005 |
1.5964 |
|