CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6260 |
1.6248 |
-0.0012 |
-0.1% |
1.6175 |
| High |
1.6346 |
1.6397 |
0.0051 |
0.3% |
1.6263 |
| Low |
1.6236 |
1.6233 |
-0.0003 |
0.0% |
1.6039 |
| Close |
1.6279 |
1.6362 |
0.0083 |
0.5% |
1.6244 |
| Range |
0.0110 |
0.0164 |
0.0054 |
49.1% |
0.0224 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.8% |
0.0000 |
| Volume |
126,837 |
133,473 |
6,636 |
5.2% |
386,800 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6823 |
1.6756 |
1.6452 |
|
| R3 |
1.6659 |
1.6592 |
1.6407 |
|
| R2 |
1.6495 |
1.6495 |
1.6392 |
|
| R1 |
1.6428 |
1.6428 |
1.6377 |
1.6462 |
| PP |
1.6331 |
1.6331 |
1.6331 |
1.6347 |
| S1 |
1.6264 |
1.6264 |
1.6347 |
1.6298 |
| S2 |
1.6167 |
1.6167 |
1.6332 |
|
| S3 |
1.6003 |
1.6100 |
1.6317 |
|
| S4 |
1.5839 |
1.5936 |
1.6272 |
|
|
| 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 |
1.6397 |
1.6150 |
0.0247 |
1.5% |
0.0109 |
0.7% |
86% |
True |
False |
112,988 |
| 10 |
1.6397 |
1.6039 |
0.0358 |
2.2% |
0.0109 |
0.7% |
90% |
True |
False |
84,743 |
| 20 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0091 |
0.6% |
55% |
False |
False |
43,619 |
| 40 |
1.7017 |
1.6039 |
0.0978 |
6.0% |
0.0073 |
0.4% |
33% |
False |
False |
22,003 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0066 |
0.4% |
29% |
False |
False |
14,727 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0058 |
0.4% |
29% |
False |
False |
11,057 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0048 |
0.3% |
29% |
False |
False |
8,846 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0042 |
0.3% |
29% |
False |
False |
7,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7094 |
|
2.618 |
1.6826 |
|
1.618 |
1.6662 |
|
1.000 |
1.6561 |
|
0.618 |
1.6498 |
|
HIGH |
1.6397 |
|
0.618 |
1.6334 |
|
0.500 |
1.6315 |
|
0.382 |
1.6296 |
|
LOW |
1.6233 |
|
0.618 |
1.6132 |
|
1.000 |
1.6069 |
|
1.618 |
1.5968 |
|
2.618 |
1.5804 |
|
4.250 |
1.5536 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6346 |
1.6333 |
| PP |
1.6331 |
1.6303 |
| S1 |
1.6315 |
1.6274 |
|