CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6105 |
1.6204 |
0.0099 |
0.6% |
1.6586 |
| High |
1.6230 |
1.6271 |
0.0041 |
0.3% |
1.6643 |
| Low |
1.6051 |
1.6186 |
0.0135 |
0.8% |
1.6275 |
| Close |
1.6199 |
1.6219 |
0.0020 |
0.1% |
1.6329 |
| Range |
0.0179 |
0.0085 |
-0.0094 |
-52.5% |
0.0368 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
248,745 |
139,986 |
-108,759 |
-43.7% |
535,346 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6480 |
1.6435 |
1.6266 |
|
| R3 |
1.6395 |
1.6350 |
1.6242 |
|
| R2 |
1.6310 |
1.6310 |
1.6235 |
|
| R1 |
1.6265 |
1.6265 |
1.6227 |
1.6288 |
| PP |
1.6225 |
1.6225 |
1.6225 |
1.6237 |
| S1 |
1.6180 |
1.6180 |
1.6211 |
1.6203 |
| S2 |
1.6140 |
1.6140 |
1.6203 |
|
| S3 |
1.6055 |
1.6095 |
1.6196 |
|
| S4 |
1.5970 |
1.6010 |
1.6172 |
|
|
| 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 |
1.6339 |
1.6051 |
0.0288 |
1.8% |
0.0112 |
0.7% |
58% |
False |
False |
179,803 |
| 10 |
1.6643 |
1.6051 |
0.0592 |
3.7% |
0.0103 |
0.6% |
28% |
False |
False |
147,356 |
| 20 |
1.6734 |
1.6051 |
0.0683 |
4.2% |
0.0079 |
0.5% |
25% |
False |
False |
112,552 |
| 40 |
1.7135 |
1.6051 |
0.1084 |
6.7% |
0.0071 |
0.4% |
15% |
False |
False |
98,646 |
| 60 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0070 |
0.4% |
15% |
False |
False |
93,595 |
| 80 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0071 |
0.4% |
15% |
False |
False |
78,954 |
| 100 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0069 |
0.4% |
15% |
False |
False |
63,229 |
| 120 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0067 |
0.4% |
15% |
False |
False |
52,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6632 |
|
2.618 |
1.6494 |
|
1.618 |
1.6409 |
|
1.000 |
1.6356 |
|
0.618 |
1.6324 |
|
HIGH |
1.6271 |
|
0.618 |
1.6239 |
|
0.500 |
1.6229 |
|
0.382 |
1.6218 |
|
LOW |
1.6186 |
|
0.618 |
1.6133 |
|
1.000 |
1.6101 |
|
1.618 |
1.6048 |
|
2.618 |
1.5963 |
|
4.250 |
1.5825 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6229 |
1.6200 |
| PP |
1.6225 |
1.6180 |
| S1 |
1.6222 |
1.6161 |
|