CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6305 |
1.6377 |
0.0072 |
0.4% |
1.6210 |
| High |
1.6376 |
1.6377 |
0.0001 |
0.0% |
1.6494 |
| Low |
1.6283 |
1.6300 |
0.0017 |
0.1% |
1.6149 |
| Close |
1.6376 |
1.6310 |
-0.0066 |
-0.4% |
1.6282 |
| Range |
0.0093 |
0.0077 |
-0.0016 |
-17.2% |
0.0345 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.6% |
0.0000 |
| Volume |
3 |
21 |
18 |
600.0% |
219 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6560 |
1.6512 |
1.6352 |
|
| R3 |
1.6483 |
1.6435 |
1.6331 |
|
| R2 |
1.6406 |
1.6406 |
1.6324 |
|
| R1 |
1.6358 |
1.6358 |
1.6317 |
1.6344 |
| PP |
1.6329 |
1.6329 |
1.6329 |
1.6322 |
| S1 |
1.6281 |
1.6281 |
1.6303 |
1.6267 |
| S2 |
1.6252 |
1.6252 |
1.6296 |
|
| S3 |
1.6175 |
1.6204 |
1.6289 |
|
| S4 |
1.6098 |
1.6127 |
1.6268 |
|
|
| 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 |
1.6280 |
0.0214 |
1.3% |
0.0094 |
0.6% |
14% |
False |
False |
50 |
| 10 |
1.6494 |
1.6149 |
0.0345 |
2.1% |
0.0073 |
0.4% |
47% |
False |
False |
29 |
| 20 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0045 |
0.3% |
51% |
False |
False |
26 |
| 40 |
1.6871 |
1.6060 |
0.0811 |
5.0% |
0.0023 |
0.1% |
31% |
False |
False |
19 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0017 |
0.1% |
24% |
False |
False |
15 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0013 |
0.1% |
24% |
False |
False |
13 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0010 |
0.1% |
24% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6704 |
|
2.618 |
1.6579 |
|
1.618 |
1.6502 |
|
1.000 |
1.6454 |
|
0.618 |
1.6425 |
|
HIGH |
1.6377 |
|
0.618 |
1.6348 |
|
0.500 |
1.6339 |
|
0.382 |
1.6329 |
|
LOW |
1.6300 |
|
0.618 |
1.6252 |
|
1.000 |
1.6223 |
|
1.618 |
1.6175 |
|
2.618 |
1.6098 |
|
4.250 |
1.5973 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6339 |
1.6330 |
| PP |
1.6329 |
1.6323 |
| S1 |
1.6320 |
1.6317 |
|