CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6436 |
1.6281 |
-0.0155 |
-0.9% |
1.6256 |
| High |
1.6515 |
1.6356 |
-0.0159 |
-1.0% |
1.6515 |
| Low |
1.6266 |
1.6278 |
0.0012 |
0.1% |
1.6150 |
| Close |
1.6300 |
1.6345 |
0.0045 |
0.3% |
1.6300 |
| Range |
0.0249 |
0.0078 |
-0.0171 |
-68.7% |
0.0365 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
260,856 |
86,010 |
-174,846 |
-67.0% |
710,344 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6560 |
1.6531 |
1.6388 |
|
| R3 |
1.6482 |
1.6453 |
1.6366 |
|
| R2 |
1.6404 |
1.6404 |
1.6359 |
|
| R1 |
1.6375 |
1.6375 |
1.6352 |
1.6390 |
| PP |
1.6326 |
1.6326 |
1.6326 |
1.6334 |
| S1 |
1.6297 |
1.6297 |
1.6338 |
1.6312 |
| S2 |
1.6248 |
1.6248 |
1.6331 |
|
| S3 |
1.6170 |
1.6219 |
1.6324 |
|
| S4 |
1.6092 |
1.6141 |
1.6302 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7417 |
1.7223 |
1.6501 |
|
| R3 |
1.7052 |
1.6858 |
1.6400 |
|
| R2 |
1.6687 |
1.6687 |
1.6367 |
|
| R1 |
1.6493 |
1.6493 |
1.6333 |
1.6590 |
| PP |
1.6322 |
1.6322 |
1.6322 |
1.6370 |
| S1 |
1.6128 |
1.6128 |
1.6267 |
1.6225 |
| S2 |
1.5957 |
1.5957 |
1.6233 |
|
| S3 |
1.5592 |
1.5763 |
1.6200 |
|
| S4 |
1.5227 |
1.5398 |
1.6099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6515 |
1.6150 |
0.0365 |
2.2% |
0.0150 |
0.9% |
53% |
False |
False |
146,876 |
| 10 |
1.6515 |
1.6039 |
0.0476 |
2.9% |
0.0123 |
0.8% |
64% |
False |
False |
115,444 |
| 20 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0104 |
0.6% |
52% |
False |
False |
60,883 |
| 40 |
1.6976 |
1.6039 |
0.0937 |
5.7% |
0.0079 |
0.5% |
33% |
False |
False |
30,657 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0070 |
0.4% |
27% |
False |
False |
20,500 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0062 |
0.4% |
27% |
False |
False |
15,393 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0051 |
0.3% |
27% |
False |
False |
12,315 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0045 |
0.3% |
27% |
False |
False |
10,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6688 |
|
2.618 |
1.6560 |
|
1.618 |
1.6482 |
|
1.000 |
1.6434 |
|
0.618 |
1.6404 |
|
HIGH |
1.6356 |
|
0.618 |
1.6326 |
|
0.500 |
1.6317 |
|
0.382 |
1.6308 |
|
LOW |
1.6278 |
|
0.618 |
1.6230 |
|
1.000 |
1.6200 |
|
1.618 |
1.6152 |
|
2.618 |
1.6074 |
|
4.250 |
1.5947 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6336 |
1.6374 |
| PP |
1.6326 |
1.6364 |
| S1 |
1.6317 |
1.6355 |
|