CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6308 |
1.6229 |
-0.0079 |
-0.5% |
1.6281 |
| High |
1.6323 |
1.6264 |
-0.0059 |
-0.4% |
1.6404 |
| Low |
1.6227 |
1.6203 |
-0.0024 |
-0.1% |
1.6227 |
| Close |
1.6241 |
1.6240 |
-0.0001 |
0.0% |
1.6241 |
| Range |
0.0096 |
0.0061 |
-0.0035 |
-36.5% |
0.0177 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
87,488 |
80,931 |
-6,557 |
-7.5% |
505,624 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6419 |
1.6390 |
1.6274 |
|
| R3 |
1.6358 |
1.6329 |
1.6257 |
|
| R2 |
1.6297 |
1.6297 |
1.6251 |
|
| R1 |
1.6268 |
1.6268 |
1.6246 |
1.6283 |
| PP |
1.6236 |
1.6236 |
1.6236 |
1.6243 |
| S1 |
1.6207 |
1.6207 |
1.6234 |
1.6222 |
| S2 |
1.6175 |
1.6175 |
1.6229 |
|
| S3 |
1.6114 |
1.6146 |
1.6223 |
|
| S4 |
1.6053 |
1.6085 |
1.6206 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6822 |
1.6708 |
1.6338 |
|
| R3 |
1.6645 |
1.6531 |
1.6290 |
|
| R2 |
1.6468 |
1.6468 |
1.6273 |
|
| R1 |
1.6354 |
1.6354 |
1.6257 |
1.6323 |
| PP |
1.6291 |
1.6291 |
1.6291 |
1.6275 |
| S1 |
1.6177 |
1.6177 |
1.6225 |
1.6146 |
| S2 |
1.6114 |
1.6114 |
1.6209 |
|
| S3 |
1.5937 |
1.6000 |
1.6192 |
|
| S4 |
1.5760 |
1.5823 |
1.6144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6404 |
1.6203 |
0.0201 |
1.2% |
0.0084 |
0.5% |
18% |
False |
True |
100,109 |
| 10 |
1.6515 |
1.6150 |
0.0365 |
2.2% |
0.0117 |
0.7% |
25% |
False |
False |
123,492 |
| 20 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0110 |
0.7% |
34% |
False |
False |
85,650 |
| 40 |
1.6866 |
1.6039 |
0.0827 |
5.1% |
0.0083 |
0.5% |
24% |
False |
False |
43,139 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0072 |
0.4% |
18% |
False |
False |
28,823 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0066 |
0.4% |
18% |
False |
False |
21,648 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0055 |
0.3% |
18% |
False |
False |
17,320 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0047 |
0.3% |
18% |
False |
False |
14,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6523 |
|
2.618 |
1.6424 |
|
1.618 |
1.6363 |
|
1.000 |
1.6325 |
|
0.618 |
1.6302 |
|
HIGH |
1.6264 |
|
0.618 |
1.6241 |
|
0.500 |
1.6234 |
|
0.382 |
1.6226 |
|
LOW |
1.6203 |
|
0.618 |
1.6165 |
|
1.000 |
1.6142 |
|
1.618 |
1.6104 |
|
2.618 |
1.6043 |
|
4.250 |
1.5944 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6238 |
1.6267 |
| PP |
1.6236 |
1.6258 |
| S1 |
1.6234 |
1.6249 |
|