CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6229 |
1.6231 |
0.0002 |
0.0% |
1.6281 |
| High |
1.6264 |
1.6277 |
0.0013 |
0.1% |
1.6404 |
| Low |
1.6203 |
1.6155 |
-0.0048 |
-0.3% |
1.6227 |
| Close |
1.6240 |
1.6191 |
-0.0049 |
-0.3% |
1.6241 |
| Range |
0.0061 |
0.0122 |
0.0061 |
100.0% |
0.0177 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
1.8% |
0.0000 |
| Volume |
80,931 |
128,361 |
47,430 |
58.6% |
505,624 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6574 |
1.6504 |
1.6258 |
|
| R3 |
1.6452 |
1.6382 |
1.6225 |
|
| R2 |
1.6330 |
1.6330 |
1.6213 |
|
| R1 |
1.6260 |
1.6260 |
1.6202 |
1.6234 |
| PP |
1.6208 |
1.6208 |
1.6208 |
1.6195 |
| S1 |
1.6138 |
1.6138 |
1.6180 |
1.6112 |
| S2 |
1.6086 |
1.6086 |
1.6169 |
|
| S3 |
1.5964 |
1.6016 |
1.6157 |
|
| S4 |
1.5842 |
1.5894 |
1.6124 |
|
|
| 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 |
1.6402 |
1.6155 |
0.0247 |
1.5% |
0.0086 |
0.5% |
15% |
False |
True |
103,439 |
| 10 |
1.6515 |
1.6155 |
0.0360 |
2.2% |
0.0115 |
0.7% |
10% |
False |
True |
123,608 |
| 20 |
1.6515 |
1.6039 |
0.0476 |
2.9% |
0.0108 |
0.7% |
32% |
False |
False |
91,879 |
| 40 |
1.6866 |
1.6039 |
0.0827 |
5.1% |
0.0085 |
0.5% |
18% |
False |
False |
46,330 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0073 |
0.5% |
13% |
False |
False |
30,959 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0067 |
0.4% |
13% |
False |
False |
23,252 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0057 |
0.4% |
13% |
False |
False |
18,604 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
7.0% |
0.0047 |
0.3% |
13% |
False |
False |
15,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6796 |
|
2.618 |
1.6596 |
|
1.618 |
1.6474 |
|
1.000 |
1.6399 |
|
0.618 |
1.6352 |
|
HIGH |
1.6277 |
|
0.618 |
1.6230 |
|
0.500 |
1.6216 |
|
0.382 |
1.6202 |
|
LOW |
1.6155 |
|
0.618 |
1.6080 |
|
1.000 |
1.6033 |
|
1.618 |
1.5958 |
|
2.618 |
1.5836 |
|
4.250 |
1.5637 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6216 |
1.6239 |
| PP |
1.6208 |
1.6223 |
| S1 |
1.6199 |
1.6207 |
|