CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6350 |
1.6376 |
0.0026 |
0.2% |
1.6256 |
| High |
1.6404 |
1.6402 |
-0.0002 |
0.0% |
1.6515 |
| Low |
1.6291 |
1.6316 |
0.0025 |
0.2% |
1.6150 |
| Close |
1.6393 |
1.6327 |
-0.0066 |
-0.4% |
1.6300 |
| Range |
0.0113 |
0.0086 |
-0.0027 |
-23.9% |
0.0365 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
111,709 |
87,340 |
-24,369 |
-21.8% |
710,344 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6606 |
1.6553 |
1.6374 |
|
| R3 |
1.6520 |
1.6467 |
1.6351 |
|
| R2 |
1.6434 |
1.6434 |
1.6343 |
|
| R1 |
1.6381 |
1.6381 |
1.6335 |
1.6365 |
| PP |
1.6348 |
1.6348 |
1.6348 |
1.6340 |
| S1 |
1.6295 |
1.6295 |
1.6319 |
1.6279 |
| S2 |
1.6262 |
1.6262 |
1.6311 |
|
| S3 |
1.6176 |
1.6209 |
1.6303 |
|
| S4 |
1.6090 |
1.6123 |
1.6280 |
|
|
| 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 |
1.6233 |
0.0282 |
1.7% |
0.0138 |
0.8% |
33% |
False |
False |
135,877 |
| 10 |
1.6515 |
1.6150 |
0.0365 |
2.2% |
0.0116 |
0.7% |
48% |
False |
False |
119,509 |
| 20 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0107 |
0.7% |
49% |
False |
False |
70,754 |
| 40 |
1.6921 |
1.6039 |
0.0882 |
5.4% |
0.0082 |
0.5% |
33% |
False |
False |
35,628 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0071 |
0.4% |
26% |
False |
False |
23,813 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0064 |
0.4% |
26% |
False |
False |
17,881 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0053 |
0.3% |
26% |
False |
False |
14,305 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0046 |
0.3% |
26% |
False |
False |
11,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6768 |
|
2.618 |
1.6627 |
|
1.618 |
1.6541 |
|
1.000 |
1.6488 |
|
0.618 |
1.6455 |
|
HIGH |
1.6402 |
|
0.618 |
1.6369 |
|
0.500 |
1.6359 |
|
0.382 |
1.6349 |
|
LOW |
1.6316 |
|
0.618 |
1.6263 |
|
1.000 |
1.6230 |
|
1.618 |
1.6177 |
|
2.618 |
1.6091 |
|
4.250 |
1.5951 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6359 |
1.6341 |
| PP |
1.6348 |
1.6336 |
| S1 |
1.6338 |
1.6332 |
|