CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6300 |
1.6280 |
-0.0020 |
-0.1% |
1.6309 |
| High |
1.6312 |
1.6283 |
-0.0029 |
-0.2% |
1.6377 |
| Low |
1.6251 |
1.6211 |
-0.0040 |
-0.2% |
1.6211 |
| Close |
1.6283 |
1.6224 |
-0.0059 |
-0.4% |
1.6224 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0166 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
100 |
172 |
72 |
72.0% |
344 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6455 |
1.6412 |
1.6264 |
|
| R3 |
1.6383 |
1.6340 |
1.6244 |
|
| R2 |
1.6311 |
1.6311 |
1.6237 |
|
| R1 |
1.6268 |
1.6268 |
1.6231 |
1.6254 |
| PP |
1.6239 |
1.6239 |
1.6239 |
1.6232 |
| S1 |
1.6196 |
1.6196 |
1.6217 |
1.6182 |
| S2 |
1.6167 |
1.6167 |
1.6211 |
|
| S3 |
1.6095 |
1.6124 |
1.6204 |
|
| S4 |
1.6023 |
1.6052 |
1.6184 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6769 |
1.6662 |
1.6315 |
|
| R3 |
1.6603 |
1.6496 |
1.6270 |
|
| R2 |
1.6437 |
1.6437 |
1.6254 |
|
| R1 |
1.6330 |
1.6330 |
1.6239 |
1.6301 |
| PP |
1.6271 |
1.6271 |
1.6271 |
1.6256 |
| S1 |
1.6164 |
1.6164 |
1.6209 |
1.6135 |
| S2 |
1.6105 |
1.6105 |
1.6194 |
|
| S3 |
1.5939 |
1.5998 |
1.6178 |
|
| S4 |
1.5773 |
1.5832 |
1.6133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6377 |
1.6211 |
0.0166 |
1.0% |
0.0067 |
0.4% |
8% |
False |
True |
68 |
| 10 |
1.6494 |
1.6149 |
0.0345 |
2.1% |
0.0083 |
0.5% |
22% |
False |
False |
56 |
| 20 |
1.6529 |
1.6060 |
0.0469 |
2.9% |
0.0051 |
0.3% |
35% |
False |
False |
35 |
| 40 |
1.6831 |
1.6060 |
0.0771 |
4.8% |
0.0027 |
0.2% |
21% |
False |
False |
25 |
| 60 |
1.7108 |
1.6060 |
0.1048 |
6.5% |
0.0019 |
0.1% |
16% |
False |
False |
19 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0014 |
0.1% |
16% |
False |
False |
16 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0011 |
0.1% |
16% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6589 |
|
2.618 |
1.6471 |
|
1.618 |
1.6399 |
|
1.000 |
1.6355 |
|
0.618 |
1.6327 |
|
HIGH |
1.6283 |
|
0.618 |
1.6255 |
|
0.500 |
1.6247 |
|
0.382 |
1.6239 |
|
LOW |
1.6211 |
|
0.618 |
1.6167 |
|
1.000 |
1.6139 |
|
1.618 |
1.6095 |
|
2.618 |
1.6023 |
|
4.250 |
1.5905 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6247 |
1.6294 |
| PP |
1.6239 |
1.6271 |
| S1 |
1.6232 |
1.6247 |
|