CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6272 |
1.6268 |
-0.0004 |
0.0% |
1.6183 |
| High |
1.6272 |
1.6273 |
0.0001 |
0.0% |
1.6272 |
| Low |
1.6204 |
1.6232 |
0.0028 |
0.2% |
1.6051 |
| Close |
1.6256 |
1.6233 |
-0.0023 |
-0.1% |
1.6256 |
| Range |
0.0068 |
0.0041 |
-0.0027 |
-39.7% |
0.0221 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
27,686 |
2,007 |
-25,679 |
-92.8% |
801,791 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6369 |
1.6342 |
1.6256 |
|
| R3 |
1.6328 |
1.6301 |
1.6244 |
|
| R2 |
1.6287 |
1.6287 |
1.6241 |
|
| R1 |
1.6260 |
1.6260 |
1.6237 |
1.6253 |
| PP |
1.6246 |
1.6246 |
1.6246 |
1.6243 |
| S1 |
1.6219 |
1.6219 |
1.6229 |
1.6212 |
| S2 |
1.6205 |
1.6205 |
1.6225 |
|
| S3 |
1.6164 |
1.6178 |
1.6222 |
|
| S4 |
1.6123 |
1.6137 |
1.6210 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6856 |
1.6777 |
1.6378 |
|
| R3 |
1.6635 |
1.6556 |
1.6317 |
|
| R2 |
1.6414 |
1.6414 |
1.6297 |
|
| R1 |
1.6335 |
1.6335 |
1.6276 |
1.6375 |
| PP |
1.6193 |
1.6193 |
1.6193 |
1.6213 |
| S1 |
1.6114 |
1.6114 |
1.6236 |
1.6154 |
| S2 |
1.5972 |
1.5972 |
1.6215 |
|
| S3 |
1.5751 |
1.5893 |
1.6195 |
|
| S4 |
1.5530 |
1.5672 |
1.6134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6273 |
1.6051 |
0.0222 |
1.4% |
0.0094 |
0.6% |
82% |
True |
False |
124,173 |
| 10 |
1.6643 |
1.6051 |
0.0592 |
3.6% |
0.0104 |
0.6% |
31% |
False |
False |
133,914 |
| 20 |
1.6734 |
1.6051 |
0.0683 |
4.2% |
0.0082 |
0.5% |
27% |
False |
False |
106,244 |
| 40 |
1.7092 |
1.6051 |
0.1041 |
6.4% |
0.0070 |
0.4% |
17% |
False |
False |
95,500 |
| 60 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0069 |
0.4% |
16% |
False |
False |
90,497 |
| 80 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0071 |
0.4% |
16% |
False |
False |
79,316 |
| 100 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0069 |
0.4% |
16% |
False |
False |
63,525 |
| 120 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0067 |
0.4% |
16% |
False |
False |
52,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6447 |
|
2.618 |
1.6380 |
|
1.618 |
1.6339 |
|
1.000 |
1.6314 |
|
0.618 |
1.6298 |
|
HIGH |
1.6273 |
|
0.618 |
1.6257 |
|
0.500 |
1.6253 |
|
0.382 |
1.6248 |
|
LOW |
1.6232 |
|
0.618 |
1.6207 |
|
1.000 |
1.6191 |
|
1.618 |
1.6166 |
|
2.618 |
1.6125 |
|
4.250 |
1.6058 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6253 |
1.6232 |
| PP |
1.6246 |
1.6231 |
| S1 |
1.6240 |
1.6230 |
|