CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6318 |
1.6183 |
-0.0135 |
-0.8% |
1.6586 |
| High |
1.6339 |
1.6232 |
-0.0107 |
-0.7% |
1.6643 |
| Low |
1.6275 |
1.6098 |
-0.0177 |
-1.1% |
1.6275 |
| Close |
1.6329 |
1.6114 |
-0.0215 |
-1.3% |
1.6329 |
| Range |
0.0064 |
0.0134 |
0.0070 |
109.4% |
0.0368 |
| ATR |
0.0072 |
0.0083 |
0.0011 |
15.9% |
0.0000 |
| Volume |
124,912 |
182,933 |
58,021 |
46.4% |
535,346 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6550 |
1.6466 |
1.6188 |
|
| R3 |
1.6416 |
1.6332 |
1.6151 |
|
| R2 |
1.6282 |
1.6282 |
1.6139 |
|
| R1 |
1.6198 |
1.6198 |
1.6126 |
1.6173 |
| PP |
1.6148 |
1.6148 |
1.6148 |
1.6136 |
| S1 |
1.6064 |
1.6064 |
1.6102 |
1.6039 |
| S2 |
1.6014 |
1.6014 |
1.6089 |
|
| S3 |
1.5880 |
1.5930 |
1.6077 |
|
| S4 |
1.5746 |
1.5796 |
1.6040 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7520 |
1.7292 |
1.6531 |
|
| R3 |
1.7152 |
1.6924 |
1.6430 |
|
| R2 |
1.6784 |
1.6784 |
1.6396 |
|
| R1 |
1.6556 |
1.6556 |
1.6363 |
1.6486 |
| PP |
1.6416 |
1.6416 |
1.6416 |
1.6381 |
| S1 |
1.6188 |
1.6188 |
1.6295 |
1.6118 |
| S2 |
1.6048 |
1.6048 |
1.6262 |
|
| S3 |
1.5680 |
1.5820 |
1.6228 |
|
| S4 |
1.5312 |
1.5452 |
1.6127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6643 |
1.6098 |
0.0545 |
3.4% |
0.0113 |
0.7% |
3% |
False |
True |
143,655 |
| 10 |
1.6643 |
1.6098 |
0.0545 |
3.4% |
0.0084 |
0.5% |
3% |
False |
True |
108,315 |
| 20 |
1.6842 |
1.6098 |
0.0744 |
4.6% |
0.0074 |
0.5% |
2% |
False |
True |
97,152 |
| 40 |
1.7184 |
1.6098 |
0.1086 |
6.7% |
0.0068 |
0.4% |
1% |
False |
True |
90,915 |
| 60 |
1.7184 |
1.6098 |
0.1086 |
6.7% |
0.0068 |
0.4% |
1% |
False |
True |
88,903 |
| 80 |
1.7184 |
1.6098 |
0.1086 |
6.7% |
0.0069 |
0.4% |
1% |
False |
True |
71,592 |
| 100 |
1.7184 |
1.6098 |
0.1086 |
6.7% |
0.0067 |
0.4% |
1% |
False |
True |
57,320 |
| 120 |
1.7184 |
1.6098 |
0.1086 |
6.7% |
0.0066 |
0.4% |
1% |
False |
True |
47,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6802 |
|
2.618 |
1.6583 |
|
1.618 |
1.6449 |
|
1.000 |
1.6366 |
|
0.618 |
1.6315 |
|
HIGH |
1.6232 |
|
0.618 |
1.6181 |
|
0.500 |
1.6165 |
|
0.382 |
1.6149 |
|
LOW |
1.6098 |
|
0.618 |
1.6015 |
|
1.000 |
1.5964 |
|
1.618 |
1.5881 |
|
2.618 |
1.5747 |
|
4.250 |
1.5529 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6165 |
1.6281 |
| PP |
1.6148 |
1.6225 |
| S1 |
1.6131 |
1.6170 |
|