CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6210 |
1.6149 |
-0.0061 |
-0.4% |
1.6087 |
| High |
1.6210 |
1.6254 |
0.0044 |
0.3% |
1.6228 |
| Low |
1.6195 |
1.6149 |
-0.0046 |
-0.3% |
1.6060 |
| Close |
1.6197 |
1.6250 |
0.0053 |
0.3% |
1.6228 |
| Range |
0.0015 |
0.0105 |
0.0090 |
600.0% |
0.0168 |
| ATR |
0.0048 |
0.0052 |
0.0004 |
8.4% |
0.0000 |
| Volume |
4 |
13 |
9 |
225.0% |
21 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6533 |
1.6496 |
1.6308 |
|
| R3 |
1.6428 |
1.6391 |
1.6279 |
|
| R2 |
1.6323 |
1.6323 |
1.6269 |
|
| R1 |
1.6286 |
1.6286 |
1.6260 |
1.6305 |
| PP |
1.6218 |
1.6218 |
1.6218 |
1.6227 |
| S1 |
1.6181 |
1.6181 |
1.6240 |
1.6200 |
| S2 |
1.6113 |
1.6113 |
1.6231 |
|
| S3 |
1.6008 |
1.6076 |
1.6221 |
|
| S4 |
1.5903 |
1.5971 |
1.6192 |
|
|
| 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 |
1.6254 |
1.6107 |
0.0147 |
0.9% |
0.0044 |
0.3% |
97% |
True |
False |
5 |
| 10 |
1.6453 |
1.6060 |
0.0393 |
2.4% |
0.0032 |
0.2% |
48% |
False |
False |
8 |
| 20 |
1.6620 |
1.6060 |
0.0560 |
3.4% |
0.0018 |
0.1% |
34% |
False |
False |
23 |
| 40 |
1.7012 |
1.6060 |
0.0952 |
5.9% |
0.0010 |
0.1% |
20% |
False |
False |
12 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0007 |
0.0% |
18% |
False |
False |
11 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0006 |
0.0% |
18% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6700 |
|
2.618 |
1.6529 |
|
1.618 |
1.6424 |
|
1.000 |
1.6359 |
|
0.618 |
1.6319 |
|
HIGH |
1.6254 |
|
0.618 |
1.6214 |
|
0.500 |
1.6202 |
|
0.382 |
1.6189 |
|
LOW |
1.6149 |
|
0.618 |
1.6084 |
|
1.000 |
1.6044 |
|
1.618 |
1.5979 |
|
2.618 |
1.5874 |
|
4.250 |
1.5703 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6234 |
1.6234 |
| PP |
1.6218 |
1.6218 |
| S1 |
1.6202 |
1.6202 |
|