CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6204 |
1.6272 |
0.0068 |
0.4% |
1.6183 |
| High |
1.6271 |
1.6272 |
0.0001 |
0.0% |
1.6272 |
| Low |
1.6186 |
1.6204 |
0.0018 |
0.1% |
1.6051 |
| Close |
1.6219 |
1.6256 |
0.0037 |
0.2% |
1.6256 |
| Range |
0.0085 |
0.0068 |
-0.0017 |
-20.0% |
0.0221 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
139,986 |
27,686 |
-112,300 |
-80.2% |
801,791 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6448 |
1.6420 |
1.6293 |
|
| R3 |
1.6380 |
1.6352 |
1.6275 |
|
| R2 |
1.6312 |
1.6312 |
1.6268 |
|
| R1 |
1.6284 |
1.6284 |
1.6262 |
1.6264 |
| PP |
1.6244 |
1.6244 |
1.6244 |
1.6234 |
| S1 |
1.6216 |
1.6216 |
1.6250 |
1.6196 |
| S2 |
1.6176 |
1.6176 |
1.6244 |
|
| S3 |
1.6108 |
1.6148 |
1.6237 |
|
| S4 |
1.6040 |
1.6080 |
1.6219 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6856 |
1.6777 |
1.6378 |
|
| R3 |
1.6635 |
1.6556 |
1.6317 |
|
| R2 |
1.6414 |
1.6414 |
1.6297 |
|
| R1 |
1.6335 |
1.6335 |
1.6276 |
1.6375 |
| PP |
1.6193 |
1.6193 |
1.6193 |
1.6213 |
| S1 |
1.6114 |
1.6114 |
1.6236 |
1.6154 |
| S2 |
1.5972 |
1.5972 |
1.6215 |
|
| S3 |
1.5751 |
1.5893 |
1.6195 |
|
| S4 |
1.5530 |
1.5672 |
1.6134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6272 |
1.6051 |
0.0221 |
1.4% |
0.0112 |
0.7% |
93% |
True |
False |
160,358 |
| 10 |
1.6643 |
1.6051 |
0.0592 |
3.6% |
0.0105 |
0.6% |
35% |
False |
False |
142,450 |
| 20 |
1.6734 |
1.6051 |
0.0683 |
4.2% |
0.0081 |
0.5% |
30% |
False |
False |
109,887 |
| 40 |
1.7110 |
1.6051 |
0.1059 |
6.5% |
0.0071 |
0.4% |
19% |
False |
False |
97,812 |
| 60 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0070 |
0.4% |
18% |
False |
False |
92,165 |
| 80 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0071 |
0.4% |
18% |
False |
False |
79,295 |
| 100 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0069 |
0.4% |
18% |
False |
False |
63,505 |
| 120 |
1.7184 |
1.6051 |
0.1133 |
7.0% |
0.0067 |
0.4% |
18% |
False |
False |
52,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6561 |
|
2.618 |
1.6450 |
|
1.618 |
1.6382 |
|
1.000 |
1.6340 |
|
0.618 |
1.6314 |
|
HIGH |
1.6272 |
|
0.618 |
1.6246 |
|
0.500 |
1.6238 |
|
0.382 |
1.6230 |
|
LOW |
1.6204 |
|
0.618 |
1.6162 |
|
1.000 |
1.6136 |
|
1.618 |
1.6094 |
|
2.618 |
1.6026 |
|
4.250 |
1.5915 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6250 |
1.6225 |
| PP |
1.6244 |
1.6193 |
| S1 |
1.6238 |
1.6162 |
|