CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6458 |
1.6318 |
-0.0140 |
-0.9% |
1.6586 |
| High |
1.6464 |
1.6339 |
-0.0125 |
-0.8% |
1.6643 |
| Low |
1.6329 |
1.6275 |
-0.0054 |
-0.3% |
1.6275 |
| Close |
1.6331 |
1.6329 |
-0.0002 |
0.0% |
1.6329 |
| Range |
0.0135 |
0.0064 |
-0.0071 |
-52.6% |
0.0368 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
139,197 |
124,912 |
-14,285 |
-10.3% |
535,346 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6506 |
1.6482 |
1.6364 |
|
| R3 |
1.6442 |
1.6418 |
1.6347 |
|
| R2 |
1.6378 |
1.6378 |
1.6341 |
|
| R1 |
1.6354 |
1.6354 |
1.6335 |
1.6366 |
| PP |
1.6314 |
1.6314 |
1.6314 |
1.6321 |
| S1 |
1.6290 |
1.6290 |
1.6323 |
1.6302 |
| S2 |
1.6250 |
1.6250 |
1.6317 |
|
| S3 |
1.6186 |
1.6226 |
1.6311 |
|
| S4 |
1.6122 |
1.6162 |
1.6294 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7520 |
1.7292 |
1.6531 |
|
| R3 |
1.7152 |
1.6924 |
1.6430 |
|
| R2 |
1.6784 |
1.6784 |
1.6396 |
|
| R1 |
1.6556 |
1.6556 |
1.6363 |
1.6486 |
| PP |
1.6416 |
1.6416 |
1.6416 |
1.6381 |
| S1 |
1.6188 |
1.6188 |
1.6295 |
1.6118 |
| S2 |
1.6048 |
1.6048 |
1.6262 |
|
| S3 |
1.5680 |
1.5820 |
1.6228 |
|
| S4 |
1.5312 |
1.5452 |
1.6127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6643 |
1.6275 |
0.0368 |
2.3% |
0.0097 |
0.6% |
15% |
False |
True |
124,542 |
| 10 |
1.6643 |
1.6275 |
0.0368 |
2.3% |
0.0074 |
0.5% |
15% |
False |
True |
97,987 |
| 20 |
1.6842 |
1.6275 |
0.0567 |
3.5% |
0.0070 |
0.4% |
10% |
False |
True |
93,069 |
| 40 |
1.7184 |
1.6275 |
0.0909 |
5.6% |
0.0066 |
0.4% |
6% |
False |
True |
87,738 |
| 60 |
1.7184 |
1.6275 |
0.0909 |
5.6% |
0.0068 |
0.4% |
6% |
False |
True |
88,323 |
| 80 |
1.7184 |
1.6275 |
0.0909 |
5.6% |
0.0068 |
0.4% |
6% |
False |
True |
69,309 |
| 100 |
1.7184 |
1.6275 |
0.0909 |
5.6% |
0.0066 |
0.4% |
6% |
False |
True |
55,492 |
| 120 |
1.7184 |
1.6275 |
0.0909 |
5.6% |
0.0065 |
0.4% |
6% |
False |
True |
46,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6611 |
|
2.618 |
1.6507 |
|
1.618 |
1.6443 |
|
1.000 |
1.6403 |
|
0.618 |
1.6379 |
|
HIGH |
1.6339 |
|
0.618 |
1.6315 |
|
0.500 |
1.6307 |
|
0.382 |
1.6299 |
|
LOW |
1.6275 |
|
0.618 |
1.6235 |
|
1.000 |
1.6211 |
|
1.618 |
1.6171 |
|
2.618 |
1.6107 |
|
4.250 |
1.6003 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6322 |
1.6386 |
| PP |
1.6314 |
1.6367 |
| S1 |
1.6307 |
1.6348 |
|