CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6060 |
1.6107 |
0.0047 |
0.3% |
1.6441 |
| High |
1.6060 |
1.6171 |
0.0111 |
0.7% |
1.6453 |
| Low |
1.6060 |
1.6107 |
0.0047 |
0.3% |
1.6300 |
| Close |
1.6060 |
1.6171 |
0.0111 |
0.7% |
1.6300 |
| Range |
0.0000 |
0.0064 |
0.0064 |
|
0.0153 |
| ATR |
0.0047 |
0.0051 |
0.0005 |
9.8% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
93 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6342 |
1.6320 |
1.6206 |
|
| R3 |
1.6278 |
1.6256 |
1.6189 |
|
| R2 |
1.6214 |
1.6214 |
1.6183 |
|
| R1 |
1.6192 |
1.6192 |
1.6177 |
1.6203 |
| PP |
1.6150 |
1.6150 |
1.6150 |
1.6155 |
| S1 |
1.6128 |
1.6128 |
1.6165 |
1.6139 |
| S2 |
1.6086 |
1.6086 |
1.6159 |
|
| S3 |
1.6022 |
1.6064 |
1.6153 |
|
| S4 |
1.5958 |
1.6000 |
1.6136 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6810 |
1.6708 |
1.6384 |
|
| R3 |
1.6657 |
1.6555 |
1.6342 |
|
| R2 |
1.6504 |
1.6504 |
1.6328 |
|
| R1 |
1.6402 |
1.6402 |
1.6314 |
1.6377 |
| PP |
1.6351 |
1.6351 |
1.6351 |
1.6338 |
| S1 |
1.6249 |
1.6249 |
1.6286 |
1.6224 |
| S2 |
1.6198 |
1.6198 |
1.6272 |
|
| S3 |
1.6045 |
1.6096 |
1.6258 |
|
| S4 |
1.5892 |
1.5943 |
1.6216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6366 |
1.6060 |
0.0306 |
1.9% |
0.0026 |
0.2% |
36% |
False |
False |
4 |
| 10 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0016 |
0.1% |
23% |
False |
False |
23 |
| 20 |
1.6690 |
1.6060 |
0.0630 |
3.9% |
0.0010 |
0.1% |
18% |
False |
False |
22 |
| 40 |
1.7085 |
1.6060 |
0.1025 |
6.3% |
0.0007 |
0.0% |
11% |
False |
False |
12 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0005 |
0.0% |
11% |
False |
False |
12 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0004 |
0.0% |
11% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6443 |
|
2.618 |
1.6339 |
|
1.618 |
1.6275 |
|
1.000 |
1.6235 |
|
0.618 |
1.6211 |
|
HIGH |
1.6171 |
|
0.618 |
1.6147 |
|
0.500 |
1.6139 |
|
0.382 |
1.6131 |
|
LOW |
1.6107 |
|
0.618 |
1.6067 |
|
1.000 |
1.6043 |
|
1.618 |
1.6003 |
|
2.618 |
1.5939 |
|
4.250 |
1.5835 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6160 |
1.6153 |
| PP |
1.6150 |
1.6134 |
| S1 |
1.6139 |
1.6116 |
|