CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6238 |
1.6318 |
0.0080 |
0.5% |
1.6087 |
| High |
1.6328 |
1.6370 |
0.0042 |
0.3% |
1.6228 |
| Low |
1.6223 |
1.6318 |
0.0095 |
0.6% |
1.6060 |
| Close |
1.6262 |
1.6346 |
0.0084 |
0.5% |
1.6228 |
| Range |
0.0105 |
0.0052 |
-0.0053 |
-50.5% |
0.0168 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
6.6% |
0.0000 |
| Volume |
22 |
65 |
43 |
195.5% |
21 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6501 |
1.6475 |
1.6375 |
|
| R3 |
1.6449 |
1.6423 |
1.6360 |
|
| R2 |
1.6397 |
1.6397 |
1.6356 |
|
| R1 |
1.6371 |
1.6371 |
1.6351 |
1.6384 |
| PP |
1.6345 |
1.6345 |
1.6345 |
1.6351 |
| S1 |
1.6319 |
1.6319 |
1.6341 |
1.6332 |
| S2 |
1.6293 |
1.6293 |
1.6336 |
|
| S3 |
1.6241 |
1.6267 |
1.6332 |
|
| S4 |
1.6189 |
1.6215 |
1.6317 |
|
|
| 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 |
1.6370 |
1.6149 |
0.0221 |
1.4% |
0.0060 |
0.4% |
89% |
True |
False |
21 |
| 10 |
1.6370 |
1.6060 |
0.0310 |
1.9% |
0.0038 |
0.2% |
92% |
True |
False |
13 |
| 20 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0024 |
0.1% |
58% |
False |
False |
25 |
| 40 |
1.6945 |
1.6060 |
0.0885 |
5.4% |
0.0013 |
0.1% |
32% |
False |
False |
14 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0010 |
0.1% |
27% |
False |
False |
12 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0007 |
0.0% |
27% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6591 |
|
2.618 |
1.6506 |
|
1.618 |
1.6454 |
|
1.000 |
1.6422 |
|
0.618 |
1.6402 |
|
HIGH |
1.6370 |
|
0.618 |
1.6350 |
|
0.500 |
1.6344 |
|
0.382 |
1.6338 |
|
LOW |
1.6318 |
|
0.618 |
1.6286 |
|
1.000 |
1.6266 |
|
1.618 |
1.6234 |
|
2.618 |
1.6182 |
|
4.250 |
1.6097 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6345 |
1.6317 |
| PP |
1.6345 |
1.6288 |
| S1 |
1.6344 |
1.6260 |
|