CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6216 |
1.6260 |
0.0044 |
0.3% |
1.6175 |
| High |
1.6299 |
1.6346 |
0.0047 |
0.3% |
1.6263 |
| Low |
1.6150 |
1.6236 |
0.0086 |
0.5% |
1.6039 |
| Close |
1.6266 |
1.6279 |
0.0013 |
0.1% |
1.6244 |
| Range |
0.0149 |
0.0110 |
-0.0039 |
-26.2% |
0.0224 |
| ATR |
0.0089 |
0.0090 |
0.0002 |
1.7% |
0.0000 |
| Volume |
127,204 |
126,837 |
-367 |
-0.3% |
386,800 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6617 |
1.6558 |
1.6340 |
|
| R3 |
1.6507 |
1.6448 |
1.6309 |
|
| R2 |
1.6397 |
1.6397 |
1.6299 |
|
| R1 |
1.6338 |
1.6338 |
1.6289 |
1.6368 |
| PP |
1.6287 |
1.6287 |
1.6287 |
1.6302 |
| S1 |
1.6228 |
1.6228 |
1.6269 |
1.6258 |
| S2 |
1.6177 |
1.6177 |
1.6259 |
|
| S3 |
1.6067 |
1.6118 |
1.6249 |
|
| S4 |
1.5957 |
1.6008 |
1.6219 |
|
|
| 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 |
1.6346 |
1.6150 |
0.0196 |
1.2% |
0.0093 |
0.6% |
66% |
True |
False |
103,140 |
| 10 |
1.6450 |
1.6039 |
0.0411 |
2.5% |
0.0106 |
0.7% |
58% |
False |
False |
72,122 |
| 20 |
1.6675 |
1.6039 |
0.0636 |
3.9% |
0.0088 |
0.5% |
38% |
False |
False |
37,018 |
| 40 |
1.7066 |
1.6039 |
0.1027 |
6.3% |
0.0070 |
0.4% |
23% |
False |
False |
18,669 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0065 |
0.4% |
21% |
False |
False |
12,503 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0056 |
0.3% |
21% |
False |
False |
9,389 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0046 |
0.3% |
21% |
False |
False |
7,512 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0040 |
0.2% |
21% |
False |
False |
6,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6814 |
|
2.618 |
1.6634 |
|
1.618 |
1.6524 |
|
1.000 |
1.6456 |
|
0.618 |
1.6414 |
|
HIGH |
1.6346 |
|
0.618 |
1.6304 |
|
0.500 |
1.6291 |
|
0.382 |
1.6278 |
|
LOW |
1.6236 |
|
0.618 |
1.6168 |
|
1.000 |
1.6126 |
|
1.618 |
1.6058 |
|
2.618 |
1.5948 |
|
4.250 |
1.5769 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6291 |
1.6269 |
| PP |
1.6287 |
1.6258 |
| S1 |
1.6283 |
1.6248 |
|