CME British Pound Future December 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 |
1.6304 |
1.6175 |
-0.0129 |
-0.8% |
1.6577 |
| High |
1.6325 |
1.6219 |
-0.0106 |
-0.6% |
1.6629 |
| Low |
1.6273 |
1.6085 |
-0.0188 |
-1.2% |
1.6273 |
| Close |
1.6316 |
1.6102 |
-0.0214 |
-1.3% |
1.6316 |
| Range |
0.0052 |
0.0134 |
0.0082 |
157.7% |
0.0356 |
| ATR |
0.0068 |
0.0080 |
0.0012 |
17.1% |
0.0000 |
| Volume |
11,150 |
28,709 |
17,559 |
157.5% |
29,305 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6537 |
1.6454 |
1.6176 |
|
| R3 |
1.6403 |
1.6320 |
1.6139 |
|
| R2 |
1.6269 |
1.6269 |
1.6127 |
|
| R1 |
1.6186 |
1.6186 |
1.6114 |
1.6161 |
| PP |
1.6135 |
1.6135 |
1.6135 |
1.6123 |
| S1 |
1.6052 |
1.6052 |
1.6090 |
1.6027 |
| S2 |
1.6001 |
1.6001 |
1.6077 |
|
| S3 |
1.5867 |
1.5918 |
1.6065 |
|
| S4 |
1.5733 |
1.5784 |
1.6028 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7474 |
1.7251 |
1.6512 |
|
| R3 |
1.7118 |
1.6895 |
1.6414 |
|
| R2 |
1.6762 |
1.6762 |
1.6381 |
|
| R1 |
1.6539 |
1.6539 |
1.6349 |
1.6473 |
| PP |
1.6406 |
1.6406 |
1.6406 |
1.6373 |
| S1 |
1.6183 |
1.6183 |
1.6283 |
1.6117 |
| S2 |
1.6050 |
1.6050 |
1.6251 |
|
| S3 |
1.5694 |
1.5827 |
1.6218 |
|
| S4 |
1.5338 |
1.5471 |
1.6120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6629 |
1.6085 |
0.0544 |
3.4% |
0.0110 |
0.7% |
3% |
False |
True |
11,602 |
| 10 |
1.6629 |
1.6085 |
0.0544 |
3.4% |
0.0085 |
0.5% |
3% |
False |
True |
6,322 |
| 20 |
1.6824 |
1.6085 |
0.0739 |
4.6% |
0.0071 |
0.4% |
2% |
False |
True |
3,438 |
| 40 |
1.7165 |
1.6085 |
0.1080 |
6.7% |
0.0061 |
0.4% |
2% |
False |
True |
1,841 |
| 60 |
1.7165 |
1.6085 |
0.1080 |
6.7% |
0.0057 |
0.4% |
2% |
False |
True |
1,278 |
| 80 |
1.7165 |
1.6085 |
0.1080 |
6.7% |
0.0047 |
0.3% |
2% |
False |
True |
963 |
| 100 |
1.7165 |
1.6085 |
0.1080 |
6.7% |
0.0039 |
0.2% |
2% |
False |
True |
771 |
| 120 |
1.7165 |
1.6085 |
0.1080 |
6.7% |
0.0035 |
0.2% |
2% |
False |
True |
645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6789 |
|
2.618 |
1.6570 |
|
1.618 |
1.6436 |
|
1.000 |
1.6353 |
|
0.618 |
1.6302 |
|
HIGH |
1.6219 |
|
0.618 |
1.6168 |
|
0.500 |
1.6152 |
|
0.382 |
1.6136 |
|
LOW |
1.6085 |
|
0.618 |
1.6002 |
|
1.000 |
1.5951 |
|
1.618 |
1.5868 |
|
2.618 |
1.5734 |
|
4.250 |
1.5516 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6152 |
1.6268 |
| PP |
1.6135 |
1.6212 |
| S1 |
1.6119 |
1.6157 |
|