CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6318 |
1.6403 |
0.0085 |
0.5% |
1.6210 |
| High |
1.6370 |
1.6494 |
0.0124 |
0.8% |
1.6494 |
| Low |
1.6318 |
1.6280 |
-0.0038 |
-0.2% |
1.6149 |
| Close |
1.6346 |
1.6282 |
-0.0064 |
-0.4% |
1.6282 |
| Range |
0.0052 |
0.0214 |
0.0162 |
311.5% |
0.0345 |
| ATR |
0.0060 |
0.0071 |
0.0011 |
18.4% |
0.0000 |
| Volume |
65 |
115 |
50 |
76.9% |
219 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6994 |
1.6852 |
1.6400 |
|
| R3 |
1.6780 |
1.6638 |
1.6341 |
|
| R2 |
1.6566 |
1.6566 |
1.6321 |
|
| R1 |
1.6424 |
1.6424 |
1.6302 |
1.6388 |
| PP |
1.6352 |
1.6352 |
1.6352 |
1.6334 |
| S1 |
1.6210 |
1.6210 |
1.6262 |
1.6174 |
| S2 |
1.6138 |
1.6138 |
1.6243 |
|
| S3 |
1.5924 |
1.5996 |
1.6223 |
|
| S4 |
1.5710 |
1.5782 |
1.6164 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7343 |
1.7158 |
1.6472 |
|
| R3 |
1.6998 |
1.6813 |
1.6377 |
|
| R2 |
1.6653 |
1.6653 |
1.6345 |
|
| R1 |
1.6468 |
1.6468 |
1.6314 |
1.6561 |
| PP |
1.6308 |
1.6308 |
1.6308 |
1.6355 |
| S1 |
1.6123 |
1.6123 |
1.6250 |
1.6216 |
| S2 |
1.5963 |
1.5963 |
1.6219 |
|
| S3 |
1.5618 |
1.5778 |
1.6187 |
|
| S4 |
1.5273 |
1.5433 |
1.6092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6494 |
1.6149 |
0.0345 |
2.1% |
0.0098 |
0.6% |
39% |
True |
False |
43 |
| 10 |
1.6494 |
1.6060 |
0.0434 |
2.7% |
0.0059 |
0.4% |
51% |
True |
False |
24 |
| 20 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0034 |
0.2% |
45% |
False |
False |
29 |
| 40 |
1.6945 |
1.6060 |
0.0885 |
5.4% |
0.0019 |
0.1% |
25% |
False |
False |
17 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0013 |
0.1% |
21% |
False |
False |
14 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0010 |
0.1% |
21% |
False |
False |
12 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0008 |
0.1% |
21% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7404 |
|
2.618 |
1.7054 |
|
1.618 |
1.6840 |
|
1.000 |
1.6708 |
|
0.618 |
1.6626 |
|
HIGH |
1.6494 |
|
0.618 |
1.6412 |
|
0.500 |
1.6387 |
|
0.382 |
1.6362 |
|
LOW |
1.6280 |
|
0.618 |
1.6148 |
|
1.000 |
1.6066 |
|
1.618 |
1.5934 |
|
2.618 |
1.5720 |
|
4.250 |
1.5371 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6387 |
1.6359 |
| PP |
1.6352 |
1.6333 |
| S1 |
1.6317 |
1.6308 |
|