CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.6376 |
1.6327 |
-0.0049 |
-0.3% |
1.6256 |
High |
1.6402 |
1.6331 |
-0.0071 |
-0.4% |
1.6515 |
Low |
1.6316 |
1.6265 |
-0.0051 |
-0.3% |
1.6150 |
Close |
1.6327 |
1.6300 |
-0.0027 |
-0.2% |
1.6300 |
Range |
0.0086 |
0.0066 |
-0.0020 |
-23.3% |
0.0365 |
ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
87,340 |
133,077 |
45,737 |
52.4% |
710,344 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6497 |
1.6464 |
1.6336 |
|
R3 |
1.6431 |
1.6398 |
1.6318 |
|
R2 |
1.6365 |
1.6365 |
1.6312 |
|
R1 |
1.6332 |
1.6332 |
1.6306 |
1.6316 |
PP |
1.6299 |
1.6299 |
1.6299 |
1.6290 |
S1 |
1.6266 |
1.6266 |
1.6294 |
1.6250 |
S2 |
1.6233 |
1.6233 |
1.6288 |
|
S3 |
1.6167 |
1.6200 |
1.6282 |
|
S4 |
1.6101 |
1.6134 |
1.6264 |
|
|
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 |
1.6265 |
0.0250 |
1.5% |
0.0118 |
0.7% |
14% |
False |
True |
135,798 |
10 |
1.6515 |
1.6150 |
0.0365 |
2.2% |
0.0114 |
0.7% |
41% |
False |
False |
124,393 |
20 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0107 |
0.7% |
44% |
False |
False |
77,382 |
40 |
1.6897 |
1.6039 |
0.0858 |
5.3% |
0.0082 |
0.5% |
30% |
False |
False |
38,952 |
60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0072 |
0.4% |
23% |
False |
False |
26,029 |
80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0065 |
0.4% |
23% |
False |
False |
19,545 |
100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0054 |
0.3% |
23% |
False |
False |
15,636 |
120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0047 |
0.3% |
23% |
False |
False |
13,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6612 |
2.618 |
1.6504 |
1.618 |
1.6438 |
1.000 |
1.6397 |
0.618 |
1.6372 |
HIGH |
1.6331 |
0.618 |
1.6306 |
0.500 |
1.6298 |
0.382 |
1.6290 |
LOW |
1.6265 |
0.618 |
1.6224 |
1.000 |
1.6199 |
1.618 |
1.6158 |
2.618 |
1.6092 |
4.250 |
1.5985 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6299 |
1.6335 |
PP |
1.6299 |
1.6323 |
S1 |
1.6298 |
1.6312 |
|