CME British Pound Future December 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 |
1.6260 |
1.6256 |
-0.0004 |
0.0% |
1.6175 |
| High |
1.6263 |
1.6261 |
-0.0002 |
0.0% |
1.6263 |
| Low |
1.6192 |
1.6208 |
0.0016 |
0.1% |
1.6039 |
| Close |
1.6244 |
1.6213 |
-0.0031 |
-0.2% |
1.6244 |
| Range |
0.0071 |
0.0053 |
-0.0018 |
-25.4% |
0.0224 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
115,456 |
61,974 |
-53,482 |
-46.3% |
386,800 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6386 |
1.6353 |
1.6242 |
|
| R3 |
1.6333 |
1.6300 |
1.6228 |
|
| R2 |
1.6280 |
1.6280 |
1.6223 |
|
| R1 |
1.6247 |
1.6247 |
1.6218 |
1.6237 |
| PP |
1.6227 |
1.6227 |
1.6227 |
1.6223 |
| S1 |
1.6194 |
1.6194 |
1.6208 |
1.6184 |
| S2 |
1.6174 |
1.6174 |
1.6203 |
|
| S3 |
1.6121 |
1.6141 |
1.6198 |
|
| S4 |
1.6068 |
1.6088 |
1.6184 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6854 |
1.6773 |
1.6367 |
|
| R3 |
1.6630 |
1.6549 |
1.6306 |
|
| R2 |
1.6406 |
1.6406 |
1.6285 |
|
| R1 |
1.6325 |
1.6325 |
1.6265 |
1.6366 |
| PP |
1.6182 |
1.6182 |
1.6182 |
1.6202 |
| S1 |
1.6101 |
1.6101 |
1.6223 |
1.6142 |
| S2 |
1.5958 |
1.5958 |
1.6203 |
|
| S3 |
1.5734 |
1.5877 |
1.6182 |
|
| S4 |
1.5510 |
1.5653 |
1.6121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6263 |
1.6039 |
0.0224 |
1.4% |
0.0097 |
0.6% |
78% |
False |
False |
84,013 |
| 10 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0103 |
0.6% |
29% |
False |
False |
47,807 |
| 20 |
1.6719 |
1.6039 |
0.0680 |
4.2% |
0.0082 |
0.5% |
26% |
False |
False |
24,339 |
| 40 |
1.7070 |
1.6039 |
0.1031 |
6.4% |
0.0066 |
0.4% |
17% |
False |
False |
12,328 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0062 |
0.4% |
15% |
False |
False |
8,271 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0053 |
0.3% |
15% |
False |
False |
6,214 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0044 |
0.3% |
15% |
False |
False |
4,971 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0038 |
0.2% |
15% |
False |
False |
4,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6486 |
|
2.618 |
1.6400 |
|
1.618 |
1.6347 |
|
1.000 |
1.6314 |
|
0.618 |
1.6294 |
|
HIGH |
1.6261 |
|
0.618 |
1.6241 |
|
0.500 |
1.6235 |
|
0.382 |
1.6228 |
|
LOW |
1.6208 |
|
0.618 |
1.6175 |
|
1.000 |
1.6155 |
|
1.618 |
1.6122 |
|
2.618 |
1.6069 |
|
4.250 |
1.5983 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6235 |
1.6219 |
| PP |
1.6227 |
1.6217 |
| S1 |
1.6220 |
1.6215 |
|