CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6403 |
1.6309 |
-0.0094 |
-0.6% |
1.6210 |
| High |
1.6494 |
1.6327 |
-0.0167 |
-1.0% |
1.6494 |
| Low |
1.6280 |
1.6295 |
0.0015 |
0.1% |
1.6149 |
| Close |
1.6282 |
1.6327 |
0.0045 |
0.3% |
1.6282 |
| Range |
0.0214 |
0.0032 |
-0.0182 |
-85.0% |
0.0345 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
115 |
48 |
-67 |
-58.3% |
219 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6412 |
1.6402 |
1.6345 |
|
| R3 |
1.6380 |
1.6370 |
1.6336 |
|
| R2 |
1.6348 |
1.6348 |
1.6333 |
|
| R1 |
1.6338 |
1.6338 |
1.6330 |
1.6343 |
| PP |
1.6316 |
1.6316 |
1.6316 |
1.6319 |
| S1 |
1.6306 |
1.6306 |
1.6324 |
1.6311 |
| S2 |
1.6284 |
1.6284 |
1.6321 |
|
| S3 |
1.6252 |
1.6274 |
1.6318 |
|
| S4 |
1.6220 |
1.6242 |
1.6309 |
|
|
| 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% |
0.0102 |
0.6% |
52% |
False |
False |
52 |
| 10 |
1.6494 |
1.6060 |
0.0434 |
2.7% |
0.0062 |
0.4% |
62% |
False |
False |
28 |
| 20 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0036 |
0.2% |
54% |
False |
False |
29 |
| 40 |
1.6945 |
1.6060 |
0.0885 |
5.4% |
0.0019 |
0.1% |
30% |
False |
False |
18 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0014 |
0.1% |
25% |
False |
False |
15 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0011 |
0.1% |
25% |
False |
False |
12 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0009 |
0.1% |
25% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6463 |
|
2.618 |
1.6411 |
|
1.618 |
1.6379 |
|
1.000 |
1.6359 |
|
0.618 |
1.6347 |
|
HIGH |
1.6327 |
|
0.618 |
1.6315 |
|
0.500 |
1.6311 |
|
0.382 |
1.6307 |
|
LOW |
1.6295 |
|
0.618 |
1.6275 |
|
1.000 |
1.6263 |
|
1.618 |
1.6243 |
|
2.618 |
1.6211 |
|
4.250 |
1.6159 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6322 |
1.6387 |
| PP |
1.6316 |
1.6367 |
| S1 |
1.6311 |
1.6347 |
|