CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6220 |
1.6251 |
0.0031 |
0.2% |
1.6309 |
| High |
1.6237 |
1.6251 |
0.0014 |
0.1% |
1.6377 |
| Low |
1.6200 |
1.6153 |
-0.0047 |
-0.3% |
1.6211 |
| Close |
1.6224 |
1.6174 |
-0.0050 |
-0.3% |
1.6224 |
| Range |
0.0037 |
0.0098 |
0.0061 |
164.9% |
0.0166 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
29 |
23 |
-6 |
-20.7% |
344 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6487 |
1.6428 |
1.6228 |
|
| R3 |
1.6389 |
1.6330 |
1.6201 |
|
| R2 |
1.6291 |
1.6291 |
1.6192 |
|
| R1 |
1.6232 |
1.6232 |
1.6183 |
1.6213 |
| PP |
1.6193 |
1.6193 |
1.6193 |
1.6183 |
| S1 |
1.6134 |
1.6134 |
1.6165 |
1.6115 |
| S2 |
1.6095 |
1.6095 |
1.6156 |
|
| S3 |
1.5997 |
1.6036 |
1.6147 |
|
| S4 |
1.5899 |
1.5938 |
1.6120 |
|
|
| 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 |
1.6153 |
0.0224 |
1.4% |
0.0069 |
0.4% |
9% |
False |
True |
69 |
| 10 |
1.6494 |
1.6153 |
0.0341 |
2.1% |
0.0084 |
0.5% |
6% |
False |
True |
59 |
| 20 |
1.6494 |
1.6060 |
0.0434 |
2.7% |
0.0058 |
0.4% |
26% |
False |
False |
34 |
| 40 |
1.6831 |
1.6060 |
0.0771 |
4.8% |
0.0030 |
0.2% |
15% |
False |
False |
27 |
| 60 |
1.7108 |
1.6060 |
0.1048 |
6.5% |
0.0021 |
0.1% |
11% |
False |
False |
19 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0016 |
0.1% |
11% |
False |
False |
17 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0013 |
0.1% |
11% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6668 |
|
2.618 |
1.6508 |
|
1.618 |
1.6410 |
|
1.000 |
1.6349 |
|
0.618 |
1.6312 |
|
HIGH |
1.6251 |
|
0.618 |
1.6214 |
|
0.500 |
1.6202 |
|
0.382 |
1.6190 |
|
LOW |
1.6153 |
|
0.618 |
1.6092 |
|
1.000 |
1.6055 |
|
1.618 |
1.5994 |
|
2.618 |
1.5896 |
|
4.250 |
1.5737 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6202 |
1.6218 |
| PP |
1.6193 |
1.6203 |
| S1 |
1.6183 |
1.6189 |
|