CME British Pound Future March 2015
| 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 |
1.6309 |
1.6305 |
-0.0004 |
0.0% |
1.6210 |
| High |
1.6327 |
1.6376 |
0.0049 |
0.3% |
1.6494 |
| Low |
1.6295 |
1.6283 |
-0.0012 |
-0.1% |
1.6149 |
| Close |
1.6327 |
1.6376 |
0.0049 |
0.3% |
1.6282 |
| Range |
0.0032 |
0.0093 |
0.0061 |
190.6% |
0.0345 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.5% |
0.0000 |
| Volume |
48 |
3 |
-45 |
-93.8% |
219 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6624 |
1.6593 |
1.6427 |
|
| R3 |
1.6531 |
1.6500 |
1.6402 |
|
| R2 |
1.6438 |
1.6438 |
1.6393 |
|
| R1 |
1.6407 |
1.6407 |
1.6385 |
1.6423 |
| PP |
1.6345 |
1.6345 |
1.6345 |
1.6353 |
| S1 |
1.6314 |
1.6314 |
1.6367 |
1.6330 |
| S2 |
1.6252 |
1.6252 |
1.6359 |
|
| S3 |
1.6159 |
1.6221 |
1.6350 |
|
| S4 |
1.6066 |
1.6128 |
1.6325 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7343 |
1.7158 |
1.6472 |
|
| R3 |
1.6998 |
1.6813 |
1.6377 |
|
| R2 |
1.6653 |
1.6653 |
1.6345 |
|
| R1 |
1.6468 |
1.6468 |
1.6314 |
1.6561 |
| PP |
1.6308 |
1.6308 |
1.6308 |
1.6355 |
| S1 |
1.6123 |
1.6123 |
1.6250 |
1.6216 |
| S2 |
1.5963 |
1.5963 |
1.6219 |
|
| S3 |
1.5618 |
1.5778 |
1.6187 |
|
| S4 |
1.5273 |
1.5433 |
1.6092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6494 |
1.6223 |
0.0271 |
1.7% |
0.0099 |
0.6% |
56% |
False |
False |
50 |
| 10 |
1.6494 |
1.6107 |
0.0387 |
2.4% |
0.0072 |
0.4% |
70% |
False |
False |
28 |
| 20 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0041 |
0.2% |
64% |
False |
False |
27 |
| 40 |
1.6905 |
1.6060 |
0.0845 |
5.2% |
0.0021 |
0.1% |
37% |
False |
False |
18 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0015 |
0.1% |
30% |
False |
False |
15 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0012 |
0.1% |
30% |
False |
False |
12 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0010 |
0.1% |
30% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6771 |
|
2.618 |
1.6619 |
|
1.618 |
1.6526 |
|
1.000 |
1.6469 |
|
0.618 |
1.6433 |
|
HIGH |
1.6376 |
|
0.618 |
1.6340 |
|
0.500 |
1.6330 |
|
0.382 |
1.6319 |
|
LOW |
1.6283 |
|
0.618 |
1.6226 |
|
1.000 |
1.6190 |
|
1.618 |
1.6133 |
|
2.618 |
1.6040 |
|
4.250 |
1.5888 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6361 |
1.6387 |
| PP |
1.6345 |
1.6383 |
| S1 |
1.6330 |
1.6380 |
|