CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6149 |
1.6238 |
0.0089 |
0.6% |
1.6087 |
| High |
1.6254 |
1.6328 |
0.0074 |
0.5% |
1.6228 |
| Low |
1.6149 |
1.6223 |
0.0074 |
0.5% |
1.6060 |
| Close |
1.6250 |
1.6262 |
0.0012 |
0.1% |
1.6228 |
| Range |
0.0105 |
0.0105 |
0.0000 |
0.0% |
0.0168 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
7.2% |
0.0000 |
| Volume |
13 |
22 |
9 |
69.2% |
21 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6586 |
1.6529 |
1.6320 |
|
| R3 |
1.6481 |
1.6424 |
1.6291 |
|
| R2 |
1.6376 |
1.6376 |
1.6281 |
|
| R1 |
1.6319 |
1.6319 |
1.6272 |
1.6348 |
| PP |
1.6271 |
1.6271 |
1.6271 |
1.6285 |
| S1 |
1.6214 |
1.6214 |
1.6252 |
1.6243 |
| S2 |
1.6166 |
1.6166 |
1.6243 |
|
| S3 |
1.6061 |
1.6109 |
1.6233 |
|
| S4 |
1.5956 |
1.6004 |
1.6204 |
|
|
| 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 |
1.6328 |
1.6149 |
0.0179 |
1.1% |
0.0052 |
0.3% |
63% |
True |
False |
9 |
| 10 |
1.6366 |
1.6060 |
0.0306 |
1.9% |
0.0039 |
0.2% |
66% |
False |
False |
6 |
| 20 |
1.6562 |
1.6060 |
0.0502 |
3.1% |
0.0021 |
0.1% |
40% |
False |
False |
24 |
| 40 |
1.6998 |
1.6060 |
0.0938 |
5.8% |
0.0012 |
0.1% |
22% |
False |
False |
12 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0009 |
0.1% |
19% |
False |
False |
11 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0007 |
0.0% |
19% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6774 |
|
2.618 |
1.6603 |
|
1.618 |
1.6498 |
|
1.000 |
1.6433 |
|
0.618 |
1.6393 |
|
HIGH |
1.6328 |
|
0.618 |
1.6288 |
|
0.500 |
1.6276 |
|
0.382 |
1.6263 |
|
LOW |
1.6223 |
|
0.618 |
1.6158 |
|
1.000 |
1.6118 |
|
1.618 |
1.6053 |
|
2.618 |
1.5948 |
|
4.250 |
1.5777 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6276 |
1.6254 |
| PP |
1.6271 |
1.6246 |
| S1 |
1.6267 |
1.6239 |
|