CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6248 |
1.6436 |
0.0188 |
1.2% |
1.6256 |
| High |
1.6397 |
1.6515 |
0.0118 |
0.7% |
1.6515 |
| Low |
1.6233 |
1.6266 |
0.0033 |
0.2% |
1.6150 |
| Close |
1.6362 |
1.6300 |
-0.0062 |
-0.4% |
1.6300 |
| Range |
0.0164 |
0.0249 |
0.0085 |
51.8% |
0.0365 |
| ATR |
0.0095 |
0.0106 |
0.0011 |
11.5% |
0.0000 |
| Volume |
133,473 |
260,856 |
127,383 |
95.4% |
710,344 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7107 |
1.6953 |
1.6437 |
|
| R3 |
1.6858 |
1.6704 |
1.6368 |
|
| R2 |
1.6609 |
1.6609 |
1.6346 |
|
| R1 |
1.6455 |
1.6455 |
1.6323 |
1.6408 |
| PP |
1.6360 |
1.6360 |
1.6360 |
1.6337 |
| S1 |
1.6206 |
1.6206 |
1.6277 |
1.6159 |
| S2 |
1.6111 |
1.6111 |
1.6254 |
|
| S3 |
1.5862 |
1.5957 |
1.6232 |
|
| S4 |
1.5613 |
1.5708 |
1.6163 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7417 |
1.7223 |
1.6501 |
|
| R3 |
1.7052 |
1.6858 |
1.6400 |
|
| R2 |
1.6687 |
1.6687 |
1.6367 |
|
| R1 |
1.6493 |
1.6493 |
1.6333 |
1.6590 |
| PP |
1.6322 |
1.6322 |
1.6322 |
1.6370 |
| S1 |
1.6128 |
1.6128 |
1.6267 |
1.6225 |
| S2 |
1.5957 |
1.5957 |
1.6233 |
|
| S3 |
1.5592 |
1.5763 |
1.6200 |
|
| S4 |
1.5227 |
1.5398 |
1.6099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6515 |
1.6150 |
0.0365 |
2.2% |
0.0145 |
0.9% |
41% |
True |
False |
142,068 |
| 10 |
1.6515 |
1.6039 |
0.0476 |
2.9% |
0.0129 |
0.8% |
55% |
True |
False |
109,714 |
| 20 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0102 |
0.6% |
44% |
False |
False |
56,627 |
| 40 |
1.6976 |
1.6039 |
0.0937 |
5.7% |
0.0077 |
0.5% |
28% |
False |
False |
28,521 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0070 |
0.4% |
23% |
False |
False |
19,072 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0061 |
0.4% |
23% |
False |
False |
14,318 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0050 |
0.3% |
23% |
False |
False |
11,455 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0044 |
0.3% |
23% |
False |
False |
9,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7573 |
|
2.618 |
1.7167 |
|
1.618 |
1.6918 |
|
1.000 |
1.6764 |
|
0.618 |
1.6669 |
|
HIGH |
1.6515 |
|
0.618 |
1.6420 |
|
0.500 |
1.6391 |
|
0.382 |
1.6361 |
|
LOW |
1.6266 |
|
0.618 |
1.6112 |
|
1.000 |
1.6017 |
|
1.618 |
1.5863 |
|
2.618 |
1.5614 |
|
4.250 |
1.5208 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6391 |
1.6374 |
| PP |
1.6360 |
1.6349 |
| S1 |
1.6330 |
1.6325 |
|