CME British Pound Future December 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 |
1.6085 |
1.6091 |
0.0006 |
0.0% |
1.6577 |
| High |
1.6144 |
1.6217 |
0.0073 |
0.5% |
1.6629 |
| Low |
1.6047 |
1.6039 |
-0.0008 |
0.0% |
1.6273 |
| Close |
1.6076 |
1.6187 |
0.0111 |
0.7% |
1.6316 |
| Range |
0.0097 |
0.0178 |
0.0081 |
83.5% |
0.0356 |
| ATR |
0.0081 |
0.0088 |
0.0007 |
8.6% |
0.0000 |
| Volume |
72,772 |
85,631 |
12,859 |
17.7% |
29,305 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6682 |
1.6612 |
1.6285 |
|
| R3 |
1.6504 |
1.6434 |
1.6236 |
|
| R2 |
1.6326 |
1.6326 |
1.6220 |
|
| R1 |
1.6256 |
1.6256 |
1.6203 |
1.6291 |
| PP |
1.6148 |
1.6148 |
1.6148 |
1.6165 |
| S1 |
1.6078 |
1.6078 |
1.6171 |
1.6113 |
| S2 |
1.5970 |
1.5970 |
1.6154 |
|
| S3 |
1.5792 |
1.5900 |
1.6138 |
|
| S4 |
1.5614 |
1.5722 |
1.6089 |
|
|
| 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 |
1.6450 |
1.6039 |
0.0411 |
2.5% |
0.0119 |
0.7% |
36% |
False |
True |
41,104 |
| 10 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0098 |
0.6% |
25% |
False |
True |
22,000 |
| 20 |
1.6824 |
1.6039 |
0.0785 |
4.8% |
0.0082 |
0.5% |
19% |
False |
True |
11,321 |
| 40 |
1.7122 |
1.6039 |
0.1083 |
6.7% |
0.0063 |
0.4% |
14% |
False |
True |
5,794 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0061 |
0.4% |
13% |
False |
True |
3,913 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0050 |
0.3% |
13% |
False |
True |
2,943 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0042 |
0.3% |
13% |
False |
True |
2,355 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0037 |
0.2% |
13% |
False |
True |
1,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6974 |
|
2.618 |
1.6683 |
|
1.618 |
1.6505 |
|
1.000 |
1.6395 |
|
0.618 |
1.6327 |
|
HIGH |
1.6217 |
|
0.618 |
1.6149 |
|
0.500 |
1.6128 |
|
0.382 |
1.6107 |
|
LOW |
1.6039 |
|
0.618 |
1.5929 |
|
1.000 |
1.5861 |
|
1.618 |
1.5751 |
|
2.618 |
1.5573 |
|
4.250 |
1.5283 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6167 |
1.6168 |
| PP |
1.6148 |
1.6148 |
| S1 |
1.6128 |
1.6129 |
|