CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6085 |
-0.0090 |
-0.6% |
1.6577 |
| High |
1.6219 |
1.6144 |
-0.0075 |
-0.5% |
1.6629 |
| Low |
1.6085 |
1.6047 |
-0.0038 |
-0.2% |
1.6273 |
| Close |
1.6102 |
1.6076 |
-0.0026 |
-0.2% |
1.6316 |
| Range |
0.0134 |
0.0097 |
-0.0037 |
-27.6% |
0.0356 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.5% |
0.0000 |
| Volume |
28,709 |
72,772 |
44,063 |
153.5% |
29,305 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6380 |
1.6325 |
1.6129 |
|
| R3 |
1.6283 |
1.6228 |
1.6103 |
|
| R2 |
1.6186 |
1.6186 |
1.6094 |
|
| R1 |
1.6131 |
1.6131 |
1.6085 |
1.6110 |
| PP |
1.6089 |
1.6089 |
1.6089 |
1.6079 |
| S1 |
1.6034 |
1.6034 |
1.6067 |
1.6013 |
| S2 |
1.5992 |
1.5992 |
1.6058 |
|
| S3 |
1.5895 |
1.5937 |
1.6049 |
|
| S4 |
1.5798 |
1.5840 |
1.6023 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7474 |
1.7251 |
1.6512 |
|
| R3 |
1.7118 |
1.6895 |
1.6414 |
|
| R2 |
1.6762 |
1.6762 |
1.6381 |
|
| R1 |
1.6539 |
1.6539 |
1.6349 |
1.6473 |
| PP |
1.6406 |
1.6406 |
1.6406 |
1.6373 |
| S1 |
1.6183 |
1.6183 |
1.6283 |
1.6117 |
| S2 |
1.6050 |
1.6050 |
1.6251 |
|
| S3 |
1.5694 |
1.5827 |
1.6218 |
|
| S4 |
1.5338 |
1.5471 |
1.6120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6482 |
1.6047 |
0.0435 |
2.7% |
0.0094 |
0.6% |
7% |
False |
True |
25,403 |
| 10 |
1.6629 |
1.6047 |
0.0582 |
3.6% |
0.0090 |
0.6% |
5% |
False |
True |
13,527 |
| 20 |
1.6824 |
1.6047 |
0.0777 |
4.8% |
0.0076 |
0.5% |
4% |
False |
True |
7,047 |
| 40 |
1.7165 |
1.6047 |
0.1118 |
7.0% |
0.0062 |
0.4% |
3% |
False |
True |
3,656 |
| 60 |
1.7165 |
1.6047 |
0.1118 |
7.0% |
0.0058 |
0.4% |
3% |
False |
True |
2,490 |
| 80 |
1.7165 |
1.6047 |
0.1118 |
7.0% |
0.0048 |
0.3% |
3% |
False |
True |
1,873 |
| 100 |
1.7165 |
1.6047 |
0.1118 |
7.0% |
0.0040 |
0.2% |
3% |
False |
True |
1,499 |
| 120 |
1.7165 |
1.6047 |
0.1118 |
7.0% |
0.0035 |
0.2% |
3% |
False |
True |
1,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6556 |
|
2.618 |
1.6398 |
|
1.618 |
1.6301 |
|
1.000 |
1.6241 |
|
0.618 |
1.6204 |
|
HIGH |
1.6144 |
|
0.618 |
1.6107 |
|
0.500 |
1.6096 |
|
0.382 |
1.6084 |
|
LOW |
1.6047 |
|
0.618 |
1.5987 |
|
1.000 |
1.5950 |
|
1.618 |
1.5890 |
|
2.618 |
1.5793 |
|
4.250 |
1.5635 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6096 |
1.6186 |
| PP |
1.6089 |
1.6149 |
| S1 |
1.6083 |
1.6113 |
|