CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6093 |
1.6105 |
0.0012 |
0.1% |
1.6586 |
| High |
1.6155 |
1.6230 |
0.0075 |
0.5% |
1.6643 |
| Low |
1.6059 |
1.6051 |
-0.0008 |
0.0% |
1.6275 |
| Close |
1.6089 |
1.6199 |
0.0110 |
0.7% |
1.6329 |
| Range |
0.0096 |
0.0179 |
0.0083 |
86.5% |
0.0368 |
| ATR |
0.0084 |
0.0091 |
0.0007 |
8.1% |
0.0000 |
| Volume |
202,441 |
248,745 |
46,304 |
22.9% |
535,346 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6697 |
1.6627 |
1.6297 |
|
| R3 |
1.6518 |
1.6448 |
1.6248 |
|
| R2 |
1.6339 |
1.6339 |
1.6232 |
|
| R1 |
1.6269 |
1.6269 |
1.6215 |
1.6304 |
| PP |
1.6160 |
1.6160 |
1.6160 |
1.6178 |
| S1 |
1.6090 |
1.6090 |
1.6183 |
1.6125 |
| S2 |
1.5981 |
1.5981 |
1.6166 |
|
| S3 |
1.5802 |
1.5911 |
1.6150 |
|
| S4 |
1.5623 |
1.5732 |
1.6101 |
|
|
| 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 |
1.6464 |
1.6051 |
0.0413 |
2.5% |
0.0122 |
0.8% |
36% |
False |
True |
179,645 |
| 10 |
1.6643 |
1.6051 |
0.0592 |
3.7% |
0.0101 |
0.6% |
25% |
False |
True |
141,865 |
| 20 |
1.6842 |
1.6051 |
0.0791 |
4.9% |
0.0083 |
0.5% |
19% |
False |
True |
113,652 |
| 40 |
1.7143 |
1.6051 |
0.1092 |
6.7% |
0.0070 |
0.4% |
14% |
False |
True |
97,107 |
| 60 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0069 |
0.4% |
13% |
False |
True |
92,580 |
| 80 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0070 |
0.4% |
13% |
False |
True |
77,210 |
| 100 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0069 |
0.4% |
13% |
False |
True |
61,829 |
| 120 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0067 |
0.4% |
13% |
False |
True |
51,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6991 |
|
2.618 |
1.6699 |
|
1.618 |
1.6520 |
|
1.000 |
1.6409 |
|
0.618 |
1.6341 |
|
HIGH |
1.6230 |
|
0.618 |
1.6162 |
|
0.500 |
1.6141 |
|
0.382 |
1.6119 |
|
LOW |
1.6051 |
|
0.618 |
1.5940 |
|
1.000 |
1.5872 |
|
1.618 |
1.5761 |
|
2.618 |
1.5582 |
|
4.250 |
1.5290 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6180 |
1.6180 |
| PP |
1.6160 |
1.6161 |
| S1 |
1.6141 |
1.6142 |
|