CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6207 |
1.6210 |
0.0003 |
0.0% |
1.6087 |
| High |
1.6228 |
1.6210 |
-0.0018 |
-0.1% |
1.6228 |
| Low |
1.6207 |
1.6195 |
-0.0012 |
-0.1% |
1.6060 |
| Close |
1.6228 |
1.6197 |
-0.0031 |
-0.2% |
1.6228 |
| Range |
0.0021 |
0.0015 |
-0.0006 |
-28.6% |
0.0168 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
21 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6246 |
1.6236 |
1.6205 |
|
| R3 |
1.6231 |
1.6221 |
1.6201 |
|
| R2 |
1.6216 |
1.6216 |
1.6200 |
|
| R1 |
1.6206 |
1.6206 |
1.6198 |
1.6204 |
| PP |
1.6201 |
1.6201 |
1.6201 |
1.6199 |
| S1 |
1.6191 |
1.6191 |
1.6196 |
1.6189 |
| S2 |
1.6186 |
1.6186 |
1.6194 |
|
| S3 |
1.6171 |
1.6176 |
1.6193 |
|
| S4 |
1.6156 |
1.6161 |
1.6189 |
|
|
| 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% |
0.0023 |
0.1% |
82% |
False |
False |
4 |
| 10 |
1.6453 |
1.6060 |
0.0393 |
2.4% |
0.0021 |
0.1% |
35% |
False |
False |
11 |
| 20 |
1.6690 |
1.6060 |
0.0630 |
3.9% |
0.0012 |
0.1% |
22% |
False |
False |
22 |
| 40 |
1.7037 |
1.6060 |
0.0977 |
6.0% |
0.0007 |
0.0% |
14% |
False |
False |
12 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0005 |
0.0% |
13% |
False |
False |
11 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0004 |
0.0% |
13% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6274 |
|
2.618 |
1.6249 |
|
1.618 |
1.6234 |
|
1.000 |
1.6225 |
|
0.618 |
1.6219 |
|
HIGH |
1.6210 |
|
0.618 |
1.6204 |
|
0.500 |
1.6203 |
|
0.382 |
1.6201 |
|
LOW |
1.6195 |
|
0.618 |
1.6186 |
|
1.000 |
1.6180 |
|
1.618 |
1.6171 |
|
2.618 |
1.6156 |
|
4.250 |
1.6131 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6203 |
1.6210 |
| PP |
1.6201 |
1.6205 |
| S1 |
1.6199 |
1.6201 |
|