CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6091 |
1.6190 |
0.0099 |
0.6% |
1.6577 |
| High |
1.6217 |
1.6258 |
0.0041 |
0.3% |
1.6629 |
| Low |
1.6039 |
1.6174 |
0.0135 |
0.8% |
1.6273 |
| Close |
1.6187 |
1.6207 |
0.0020 |
0.1% |
1.6316 |
| Range |
0.0178 |
0.0084 |
-0.0094 |
-52.8% |
0.0356 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
85,631 |
84,232 |
-1,399 |
-1.6% |
29,305 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6465 |
1.6420 |
1.6253 |
|
| R3 |
1.6381 |
1.6336 |
1.6230 |
|
| R2 |
1.6297 |
1.6297 |
1.6222 |
|
| R1 |
1.6252 |
1.6252 |
1.6215 |
1.6275 |
| PP |
1.6213 |
1.6213 |
1.6213 |
1.6224 |
| S1 |
1.6168 |
1.6168 |
1.6199 |
1.6191 |
| S2 |
1.6129 |
1.6129 |
1.6192 |
|
| S3 |
1.6045 |
1.6084 |
1.6184 |
|
| S4 |
1.5961 |
1.6000 |
1.6161 |
|
|
| 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 |
1.6325 |
1.6039 |
0.0286 |
1.8% |
0.0109 |
0.7% |
59% |
False |
False |
56,498 |
| 10 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0101 |
0.6% |
28% |
False |
False |
30,370 |
| 20 |
1.6719 |
1.6039 |
0.0680 |
4.2% |
0.0078 |
0.5% |
25% |
False |
False |
15,521 |
| 40 |
1.7093 |
1.6039 |
0.1054 |
6.5% |
0.0065 |
0.4% |
16% |
False |
False |
7,894 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0062 |
0.4% |
15% |
False |
False |
5,317 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0051 |
0.3% |
15% |
False |
False |
3,996 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0043 |
0.3% |
15% |
False |
False |
3,197 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0037 |
0.2% |
15% |
False |
False |
2,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6615 |
|
2.618 |
1.6478 |
|
1.618 |
1.6394 |
|
1.000 |
1.6342 |
|
0.618 |
1.6310 |
|
HIGH |
1.6258 |
|
0.618 |
1.6226 |
|
0.500 |
1.6216 |
|
0.382 |
1.6206 |
|
LOW |
1.6174 |
|
0.618 |
1.6122 |
|
1.000 |
1.6090 |
|
1.618 |
1.6038 |
|
2.618 |
1.5954 |
|
4.250 |
1.5817 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6216 |
1.6188 |
| PP |
1.6213 |
1.6168 |
| S1 |
1.6210 |
1.6149 |
|