CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6207 |
1.6207 |
0.0000 |
0.0% |
1.6087 |
| High |
1.6207 |
1.6228 |
0.0021 |
0.1% |
1.6228 |
| Low |
1.6191 |
1.6207 |
0.0016 |
0.1% |
1.6060 |
| Close |
1.6191 |
1.6228 |
0.0037 |
0.2% |
1.6228 |
| Range |
0.0016 |
0.0021 |
0.0005 |
31.3% |
0.0168 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
21 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6277 |
1.6240 |
|
| R3 |
1.6263 |
1.6256 |
1.6234 |
|
| R2 |
1.6242 |
1.6242 |
1.6232 |
|
| R1 |
1.6235 |
1.6235 |
1.6230 |
1.6239 |
| PP |
1.6221 |
1.6221 |
1.6221 |
1.6223 |
| S1 |
1.6214 |
1.6214 |
1.6226 |
1.6218 |
| S2 |
1.6200 |
1.6200 |
1.6224 |
|
| S3 |
1.6179 |
1.6193 |
1.6222 |
|
| S4 |
1.6158 |
1.6172 |
1.6216 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6676 |
1.6620 |
1.6320 |
|
| R3 |
1.6508 |
1.6452 |
1.6274 |
|
| R2 |
1.6340 |
1.6340 |
1.6259 |
|
| R1 |
1.6284 |
1.6284 |
1.6243 |
1.6312 |
| PP |
1.6172 |
1.6172 |
1.6172 |
1.6186 |
| S1 |
1.6116 |
1.6116 |
1.6213 |
1.6144 |
| S2 |
1.6004 |
1.6004 |
1.6197 |
|
| S3 |
1.5836 |
1.5948 |
1.6182 |
|
| S4 |
1.5668 |
1.5780 |
1.6136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6228 |
1.6060 |
0.0168 |
1.0% |
0.0020 |
0.1% |
100% |
True |
False |
4 |
| 10 |
1.6529 |
1.6060 |
0.0469 |
2.9% |
0.0020 |
0.1% |
36% |
False |
False |
15 |
| 20 |
1.6690 |
1.6060 |
0.0630 |
3.9% |
0.0012 |
0.1% |
27% |
False |
False |
22 |
| 40 |
1.7046 |
1.6060 |
0.0986 |
6.1% |
0.0008 |
0.0% |
17% |
False |
False |
12 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0005 |
0.0% |
16% |
False |
False |
11 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0004 |
0.0% |
16% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6317 |
|
2.618 |
1.6283 |
|
1.618 |
1.6262 |
|
1.000 |
1.6249 |
|
0.618 |
1.6241 |
|
HIGH |
1.6228 |
|
0.618 |
1.6220 |
|
0.500 |
1.6218 |
|
0.382 |
1.6215 |
|
LOW |
1.6207 |
|
0.618 |
1.6194 |
|
1.000 |
1.6186 |
|
1.618 |
1.6173 |
|
2.618 |
1.6152 |
|
4.250 |
1.6118 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6225 |
1.6208 |
| PP |
1.6221 |
1.6188 |
| S1 |
1.6218 |
1.6168 |
|