CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6136 |
1.6094 |
-0.0042 |
-0.3% |
1.6054 |
| High |
1.6162 |
1.6100 |
-0.0062 |
-0.4% |
1.6103 |
| Low |
1.6099 |
1.5995 |
-0.0104 |
-0.6% |
1.5859 |
| Close |
1.6099 |
1.6030 |
-0.0069 |
-0.4% |
1.6088 |
| Range |
0.0063 |
0.0105 |
0.0042 |
66.7% |
0.0244 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.6% |
0.0000 |
| Volume |
520 |
33 |
-487 |
-93.7% |
513 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6357 |
1.6298 |
1.6088 |
|
| R3 |
1.6252 |
1.6193 |
1.6059 |
|
| R2 |
1.6147 |
1.6147 |
1.6049 |
|
| R1 |
1.6088 |
1.6088 |
1.6040 |
1.6065 |
| PP |
1.6042 |
1.6042 |
1.6042 |
1.6030 |
| S1 |
1.5983 |
1.5983 |
1.6020 |
1.5960 |
| S2 |
1.5937 |
1.5937 |
1.6011 |
|
| S3 |
1.5832 |
1.5878 |
1.6001 |
|
| S4 |
1.5727 |
1.5773 |
1.5972 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6749 |
1.6662 |
1.6222 |
|
| R3 |
1.6505 |
1.6418 |
1.6155 |
|
| R2 |
1.6261 |
1.6261 |
1.6133 |
|
| R1 |
1.6174 |
1.6174 |
1.6110 |
1.6218 |
| PP |
1.6017 |
1.6017 |
1.6017 |
1.6038 |
| S1 |
1.5930 |
1.5930 |
1.6066 |
1.5974 |
| S2 |
1.5773 |
1.5773 |
1.6043 |
|
| S3 |
1.5529 |
1.5686 |
1.6021 |
|
| S4 |
1.5285 |
1.5442 |
1.5954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6162 |
1.5941 |
0.0221 |
1.4% |
0.0090 |
0.6% |
40% |
False |
False |
198 |
| 10 |
1.6202 |
1.5859 |
0.0343 |
2.1% |
0.0101 |
0.6% |
50% |
False |
False |
127 |
| 20 |
1.6312 |
1.5859 |
0.0453 |
2.8% |
0.0098 |
0.6% |
38% |
False |
False |
100 |
| 40 |
1.6552 |
1.5859 |
0.0693 |
4.3% |
0.0071 |
0.4% |
25% |
False |
False |
63 |
| 60 |
1.6871 |
1.5859 |
0.1012 |
6.3% |
0.0048 |
0.3% |
17% |
False |
False |
46 |
| 80 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0037 |
0.2% |
14% |
False |
False |
36 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0030 |
0.2% |
14% |
False |
False |
30 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0025 |
0.2% |
14% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6546 |
|
2.618 |
1.6375 |
|
1.618 |
1.6270 |
|
1.000 |
1.6205 |
|
0.618 |
1.6165 |
|
HIGH |
1.6100 |
|
0.618 |
1.6060 |
|
0.500 |
1.6048 |
|
0.382 |
1.6035 |
|
LOW |
1.5995 |
|
0.618 |
1.5930 |
|
1.000 |
1.5890 |
|
1.618 |
1.5825 |
|
2.618 |
1.5720 |
|
4.250 |
1.5549 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6048 |
1.6079 |
| PP |
1.6042 |
1.6062 |
| S1 |
1.6036 |
1.6046 |
|