CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6377 |
1.6300 |
-0.0077 |
-0.5% |
1.6210 |
| High |
1.6377 |
1.6312 |
-0.0065 |
-0.4% |
1.6494 |
| Low |
1.6300 |
1.6251 |
-0.0049 |
-0.3% |
1.6149 |
| Close |
1.6310 |
1.6283 |
-0.0027 |
-0.2% |
1.6282 |
| Range |
0.0077 |
0.0061 |
-0.0016 |
-20.8% |
0.0345 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
21 |
100 |
79 |
376.2% |
219 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6465 |
1.6435 |
1.6317 |
|
| R3 |
1.6404 |
1.6374 |
1.6300 |
|
| R2 |
1.6343 |
1.6343 |
1.6294 |
|
| R1 |
1.6313 |
1.6313 |
1.6289 |
1.6298 |
| PP |
1.6282 |
1.6282 |
1.6282 |
1.6274 |
| S1 |
1.6252 |
1.6252 |
1.6277 |
1.6237 |
| S2 |
1.6221 |
1.6221 |
1.6272 |
|
| S3 |
1.6160 |
1.6191 |
1.6266 |
|
| S4 |
1.6099 |
1.6130 |
1.6249 |
|
|
| 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 |
1.6251 |
0.0243 |
1.5% |
0.0095 |
0.6% |
13% |
False |
True |
57 |
| 10 |
1.6494 |
1.6149 |
0.0345 |
2.1% |
0.0078 |
0.5% |
39% |
False |
False |
39 |
| 20 |
1.6552 |
1.6060 |
0.0492 |
3.0% |
0.0048 |
0.3% |
45% |
False |
False |
29 |
| 40 |
1.6838 |
1.6060 |
0.0778 |
4.8% |
0.0025 |
0.2% |
29% |
False |
False |
21 |
| 60 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0018 |
0.1% |
21% |
False |
False |
16 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0013 |
0.1% |
21% |
False |
False |
14 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.4% |
0.0011 |
0.1% |
21% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6571 |
|
2.618 |
1.6472 |
|
1.618 |
1.6411 |
|
1.000 |
1.6373 |
|
0.618 |
1.6350 |
|
HIGH |
1.6312 |
|
0.618 |
1.6289 |
|
0.500 |
1.6282 |
|
0.382 |
1.6274 |
|
LOW |
1.6251 |
|
0.618 |
1.6213 |
|
1.000 |
1.6190 |
|
1.618 |
1.6152 |
|
2.618 |
1.6091 |
|
4.250 |
1.5992 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6283 |
1.6314 |
| PP |
1.6282 |
1.6304 |
| S1 |
1.6282 |
1.6293 |
|