CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6028 |
1.6024 |
-0.0004 |
0.0% |
1.6083 |
| High |
1.6029 |
1.6070 |
0.0041 |
0.3% |
1.6162 |
| Low |
1.5981 |
1.6016 |
0.0035 |
0.2% |
1.5981 |
| Close |
1.6009 |
1.6057 |
0.0048 |
0.3% |
1.6057 |
| Range |
0.0048 |
0.0054 |
0.0006 |
12.5% |
0.0181 |
| ATR |
0.0095 |
0.0092 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
77 |
19 |
-58 |
-75.3% |
728 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6210 |
1.6187 |
1.6087 |
|
| R3 |
1.6156 |
1.6133 |
1.6072 |
|
| R2 |
1.6102 |
1.6102 |
1.6067 |
|
| R1 |
1.6079 |
1.6079 |
1.6062 |
1.6091 |
| PP |
1.6048 |
1.6048 |
1.6048 |
1.6053 |
| S1 |
1.6025 |
1.6025 |
1.6052 |
1.6037 |
| S2 |
1.5994 |
1.5994 |
1.6047 |
|
| S3 |
1.5940 |
1.5971 |
1.6042 |
|
| S4 |
1.5886 |
1.5917 |
1.6027 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6610 |
1.6514 |
1.6157 |
|
| R3 |
1.6429 |
1.6333 |
1.6107 |
|
| R2 |
1.6248 |
1.6248 |
1.6090 |
|
| R1 |
1.6152 |
1.6152 |
1.6074 |
1.6110 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6045 |
| S1 |
1.5971 |
1.5971 |
1.6040 |
1.5929 |
| S2 |
1.5886 |
1.5886 |
1.6024 |
|
| S3 |
1.5705 |
1.5790 |
1.6007 |
|
| S4 |
1.5524 |
1.5609 |
1.5957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6162 |
1.5981 |
0.0181 |
1.1% |
0.0067 |
0.4% |
42% |
False |
False |
145 |
| 10 |
1.6162 |
1.5859 |
0.0303 |
1.9% |
0.0093 |
0.6% |
65% |
False |
False |
124 |
| 20 |
1.6251 |
1.5859 |
0.0392 |
2.4% |
0.0097 |
0.6% |
51% |
False |
False |
91 |
| 40 |
1.6529 |
1.5859 |
0.0670 |
4.2% |
0.0074 |
0.5% |
30% |
False |
False |
63 |
| 60 |
1.6831 |
1.5859 |
0.0972 |
6.1% |
0.0050 |
0.3% |
20% |
False |
False |
47 |
| 80 |
1.7108 |
1.5859 |
0.1249 |
7.8% |
0.0038 |
0.2% |
16% |
False |
False |
37 |
| 100 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0031 |
0.2% |
16% |
False |
False |
31 |
| 120 |
1.7109 |
1.5859 |
0.1250 |
7.8% |
0.0026 |
0.2% |
16% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6300 |
|
2.618 |
1.6211 |
|
1.618 |
1.6157 |
|
1.000 |
1.6124 |
|
0.618 |
1.6103 |
|
HIGH |
1.6070 |
|
0.618 |
1.6049 |
|
0.500 |
1.6043 |
|
0.382 |
1.6037 |
|
LOW |
1.6016 |
|
0.618 |
1.5983 |
|
1.000 |
1.5962 |
|
1.618 |
1.5929 |
|
2.618 |
1.5875 |
|
4.250 |
1.5787 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6052 |
1.6052 |
| PP |
1.6048 |
1.6046 |
| S1 |
1.6043 |
1.6041 |
|