CME British Pound Future December 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 |
1.6190 |
1.6260 |
0.0070 |
0.4% |
1.6175 |
| High |
1.6258 |
1.6263 |
0.0005 |
0.0% |
1.6263 |
| Low |
1.6174 |
1.6192 |
0.0018 |
0.1% |
1.6039 |
| Close |
1.6207 |
1.6244 |
0.0037 |
0.2% |
1.6244 |
| Range |
0.0084 |
0.0071 |
-0.0013 |
-15.5% |
0.0224 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
84,232 |
115,456 |
31,224 |
37.1% |
386,800 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6446 |
1.6416 |
1.6283 |
|
| R3 |
1.6375 |
1.6345 |
1.6264 |
|
| R2 |
1.6304 |
1.6304 |
1.6257 |
|
| R1 |
1.6274 |
1.6274 |
1.6251 |
1.6254 |
| PP |
1.6233 |
1.6233 |
1.6233 |
1.6223 |
| S1 |
1.6203 |
1.6203 |
1.6237 |
1.6183 |
| S2 |
1.6162 |
1.6162 |
1.6231 |
|
| S3 |
1.6091 |
1.6132 |
1.6224 |
|
| S4 |
1.6020 |
1.6061 |
1.6205 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6854 |
1.6773 |
1.6367 |
|
| R3 |
1.6630 |
1.6549 |
1.6306 |
|
| R2 |
1.6406 |
1.6406 |
1.6285 |
|
| R1 |
1.6325 |
1.6325 |
1.6265 |
1.6366 |
| PP |
1.6182 |
1.6182 |
1.6182 |
1.6202 |
| S1 |
1.6101 |
1.6101 |
1.6223 |
1.6142 |
| S2 |
1.5958 |
1.5958 |
1.6203 |
|
| S3 |
1.5734 |
1.5877 |
1.6182 |
|
| S4 |
1.5510 |
1.5653 |
1.6121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6263 |
1.6039 |
0.0224 |
1.4% |
0.0113 |
0.7% |
92% |
True |
False |
77,360 |
| 10 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0103 |
0.6% |
35% |
False |
False |
41,861 |
| 20 |
1.6719 |
1.6039 |
0.0680 |
4.2% |
0.0080 |
0.5% |
30% |
False |
False |
21,262 |
| 40 |
1.7070 |
1.6039 |
0.1031 |
6.3% |
0.0066 |
0.4% |
20% |
False |
False |
10,779 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0062 |
0.4% |
18% |
False |
False |
7,241 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0052 |
0.3% |
18% |
False |
False |
5,439 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0043 |
0.3% |
18% |
False |
False |
4,351 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0038 |
0.2% |
18% |
False |
False |
3,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6565 |
|
2.618 |
1.6449 |
|
1.618 |
1.6378 |
|
1.000 |
1.6334 |
|
0.618 |
1.6307 |
|
HIGH |
1.6263 |
|
0.618 |
1.6236 |
|
0.500 |
1.6228 |
|
0.382 |
1.6219 |
|
LOW |
1.6192 |
|
0.618 |
1.6148 |
|
1.000 |
1.6121 |
|
1.618 |
1.6077 |
|
2.618 |
1.6006 |
|
4.250 |
1.5890 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6239 |
1.6213 |
| PP |
1.6233 |
1.6182 |
| S1 |
1.6228 |
1.6151 |
|