CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6107 |
1.6207 |
0.0100 |
0.6% |
1.6441 |
| High |
1.6171 |
1.6207 |
0.0036 |
0.2% |
1.6453 |
| Low |
1.6107 |
1.6191 |
0.0084 |
0.5% |
1.6300 |
| Close |
1.6171 |
1.6191 |
0.0020 |
0.1% |
1.6300 |
| Range |
0.0064 |
0.0016 |
-0.0048 |
-75.0% |
0.0153 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
93 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6244 |
1.6234 |
1.6200 |
|
| R3 |
1.6228 |
1.6218 |
1.6195 |
|
| R2 |
1.6212 |
1.6212 |
1.6194 |
|
| R1 |
1.6202 |
1.6202 |
1.6192 |
1.6199 |
| PP |
1.6196 |
1.6196 |
1.6196 |
1.6195 |
| S1 |
1.6186 |
1.6186 |
1.6190 |
1.6183 |
| S2 |
1.6180 |
1.6180 |
1.6188 |
|
| S3 |
1.6164 |
1.6170 |
1.6187 |
|
| S4 |
1.6148 |
1.6154 |
1.6182 |
|
|
| 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 |
1.6300 |
1.6060 |
0.0240 |
1.5% |
0.0016 |
0.1% |
55% |
False |
False |
5 |
| 10 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0018 |
0.1% |
27% |
False |
False |
19 |
| 20 |
1.6690 |
1.6060 |
0.0630 |
3.9% |
0.0011 |
0.1% |
21% |
False |
False |
22 |
| 40 |
1.7064 |
1.6060 |
0.1004 |
6.2% |
0.0007 |
0.0% |
13% |
False |
False |
12 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0005 |
0.0% |
12% |
False |
False |
12 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0004 |
0.0% |
12% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6275 |
|
2.618 |
1.6249 |
|
1.618 |
1.6233 |
|
1.000 |
1.6223 |
|
0.618 |
1.6217 |
|
HIGH |
1.6207 |
|
0.618 |
1.6201 |
|
0.500 |
1.6199 |
|
0.382 |
1.6197 |
|
LOW |
1.6191 |
|
0.618 |
1.6181 |
|
1.000 |
1.6175 |
|
1.618 |
1.6165 |
|
2.618 |
1.6149 |
|
4.250 |
1.6123 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6199 |
1.6172 |
| PP |
1.6196 |
1.6153 |
| S1 |
1.6194 |
1.6134 |
|