CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6183 |
1.6093 |
-0.0090 |
-0.6% |
1.6586 |
| High |
1.6232 |
1.6155 |
-0.0077 |
-0.5% |
1.6643 |
| Low |
1.6098 |
1.6059 |
-0.0039 |
-0.2% |
1.6275 |
| Close |
1.6114 |
1.6089 |
-0.0025 |
-0.2% |
1.6329 |
| Range |
0.0134 |
0.0096 |
-0.0038 |
-28.4% |
0.0368 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.1% |
0.0000 |
| Volume |
182,933 |
202,441 |
19,508 |
10.7% |
535,346 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6389 |
1.6335 |
1.6142 |
|
| R3 |
1.6293 |
1.6239 |
1.6115 |
|
| R2 |
1.6197 |
1.6197 |
1.6107 |
|
| R1 |
1.6143 |
1.6143 |
1.6098 |
1.6122 |
| PP |
1.6101 |
1.6101 |
1.6101 |
1.6091 |
| S1 |
1.6047 |
1.6047 |
1.6080 |
1.6026 |
| S2 |
1.6005 |
1.6005 |
1.6071 |
|
| S3 |
1.5909 |
1.5951 |
1.6063 |
|
| S4 |
1.5813 |
1.5855 |
1.6036 |
|
|
| 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 |
1.6496 |
1.6059 |
0.0437 |
2.7% |
0.0097 |
0.6% |
7% |
False |
True |
153,753 |
| 10 |
1.6643 |
1.6059 |
0.0584 |
3.6% |
0.0089 |
0.6% |
5% |
False |
True |
124,324 |
| 20 |
1.6842 |
1.6059 |
0.0783 |
4.9% |
0.0077 |
0.5% |
4% |
False |
True |
104,468 |
| 40 |
1.7184 |
1.6059 |
0.1125 |
7.0% |
0.0068 |
0.4% |
3% |
False |
True |
94,066 |
| 60 |
1.7184 |
1.6059 |
0.1125 |
7.0% |
0.0067 |
0.4% |
3% |
False |
True |
89,742 |
| 80 |
1.7184 |
1.6059 |
0.1125 |
7.0% |
0.0069 |
0.4% |
3% |
False |
True |
74,115 |
| 100 |
1.7184 |
1.6059 |
0.1125 |
7.0% |
0.0067 |
0.4% |
3% |
False |
True |
59,343 |
| 120 |
1.7184 |
1.6059 |
0.1125 |
7.0% |
0.0066 |
0.4% |
3% |
False |
True |
49,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6563 |
|
2.618 |
1.6406 |
|
1.618 |
1.6310 |
|
1.000 |
1.6251 |
|
0.618 |
1.6214 |
|
HIGH |
1.6155 |
|
0.618 |
1.6118 |
|
0.500 |
1.6107 |
|
0.382 |
1.6096 |
|
LOW |
1.6059 |
|
0.618 |
1.6000 |
|
1.000 |
1.5963 |
|
1.618 |
1.5904 |
|
2.618 |
1.5808 |
|
4.250 |
1.5651 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6107 |
1.6199 |
| PP |
1.6101 |
1.6162 |
| S1 |
1.6095 |
1.6126 |
|