CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6281 |
1.6350 |
0.0069 |
0.4% |
1.6256 |
| High |
1.6356 |
1.6404 |
0.0048 |
0.3% |
1.6515 |
| Low |
1.6278 |
1.6291 |
0.0013 |
0.1% |
1.6150 |
| Close |
1.6345 |
1.6393 |
0.0048 |
0.3% |
1.6300 |
| Range |
0.0078 |
0.0113 |
0.0035 |
44.9% |
0.0365 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
0.6% |
0.0000 |
| Volume |
86,010 |
111,709 |
25,699 |
29.9% |
710,344 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6702 |
1.6660 |
1.6455 |
|
| R3 |
1.6589 |
1.6547 |
1.6424 |
|
| R2 |
1.6476 |
1.6476 |
1.6414 |
|
| R1 |
1.6434 |
1.6434 |
1.6403 |
1.6455 |
| PP |
1.6363 |
1.6363 |
1.6363 |
1.6373 |
| S1 |
1.6321 |
1.6321 |
1.6383 |
1.6342 |
| S2 |
1.6250 |
1.6250 |
1.6372 |
|
| S3 |
1.6137 |
1.6208 |
1.6362 |
|
| S4 |
1.6024 |
1.6095 |
1.6331 |
|
|
| 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 |
1.6233 |
0.0282 |
1.7% |
0.0143 |
0.9% |
57% |
False |
False |
143,777 |
| 10 |
1.6515 |
1.6039 |
0.0476 |
2.9% |
0.0125 |
0.8% |
74% |
False |
False |
119,338 |
| 20 |
1.6629 |
1.6039 |
0.0590 |
3.6% |
0.0108 |
0.7% |
60% |
False |
False |
66,432 |
| 40 |
1.6966 |
1.6039 |
0.0927 |
5.7% |
0.0081 |
0.5% |
38% |
False |
False |
33,448 |
| 60 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0072 |
0.4% |
31% |
False |
False |
22,358 |
| 80 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0063 |
0.4% |
31% |
False |
False |
16,790 |
| 100 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0052 |
0.3% |
31% |
False |
False |
13,432 |
| 120 |
1.7165 |
1.6039 |
0.1126 |
6.9% |
0.0045 |
0.3% |
31% |
False |
False |
11,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6884 |
|
2.618 |
1.6700 |
|
1.618 |
1.6587 |
|
1.000 |
1.6517 |
|
0.618 |
1.6474 |
|
HIGH |
1.6404 |
|
0.618 |
1.6361 |
|
0.500 |
1.6348 |
|
0.382 |
1.6334 |
|
LOW |
1.6291 |
|
0.618 |
1.6221 |
|
1.000 |
1.6178 |
|
1.618 |
1.6108 |
|
2.618 |
1.5995 |
|
4.250 |
1.5811 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6378 |
1.6392 |
| PP |
1.6363 |
1.6391 |
| S1 |
1.6348 |
1.6391 |
|