CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6280 |
1.6220 |
-0.0060 |
-0.4% |
1.6309 |
| High |
1.6283 |
1.6237 |
-0.0046 |
-0.3% |
1.6377 |
| Low |
1.6211 |
1.6200 |
-0.0011 |
-0.1% |
1.6211 |
| Close |
1.6224 |
1.6224 |
0.0000 |
0.0% |
1.6224 |
| Range |
0.0072 |
0.0037 |
-0.0035 |
-48.6% |
0.0166 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
172 |
29 |
-143 |
-83.1% |
344 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6331 |
1.6315 |
1.6244 |
|
| R3 |
1.6294 |
1.6278 |
1.6234 |
|
| R2 |
1.6257 |
1.6257 |
1.6231 |
|
| R1 |
1.6241 |
1.6241 |
1.6227 |
1.6249 |
| PP |
1.6220 |
1.6220 |
1.6220 |
1.6225 |
| S1 |
1.6204 |
1.6204 |
1.6221 |
1.6212 |
| S2 |
1.6183 |
1.6183 |
1.6217 |
|
| S3 |
1.6146 |
1.6167 |
1.6214 |
|
| S4 |
1.6109 |
1.6130 |
1.6204 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6769 |
1.6662 |
1.6315 |
|
| R3 |
1.6603 |
1.6496 |
1.6270 |
|
| R2 |
1.6437 |
1.6437 |
1.6254 |
|
| R1 |
1.6330 |
1.6330 |
1.6239 |
1.6301 |
| PP |
1.6271 |
1.6271 |
1.6271 |
1.6256 |
| S1 |
1.6164 |
1.6164 |
1.6209 |
1.6135 |
| S2 |
1.6105 |
1.6105 |
1.6194 |
|
| S3 |
1.5939 |
1.5998 |
1.6178 |
|
| S4 |
1.5773 |
1.5832 |
1.6133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6377 |
1.6200 |
0.0177 |
1.1% |
0.0068 |
0.4% |
14% |
False |
True |
65 |
| 10 |
1.6494 |
1.6149 |
0.0345 |
2.1% |
0.0085 |
0.5% |
22% |
False |
False |
58 |
| 20 |
1.6494 |
1.6060 |
0.0434 |
2.7% |
0.0053 |
0.3% |
38% |
False |
False |
35 |
| 40 |
1.6831 |
1.6060 |
0.0771 |
4.8% |
0.0027 |
0.2% |
21% |
False |
False |
26 |
| 60 |
1.7108 |
1.6060 |
0.1048 |
6.5% |
0.0020 |
0.1% |
16% |
False |
False |
19 |
| 80 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0015 |
0.1% |
16% |
False |
False |
16 |
| 100 |
1.7109 |
1.6060 |
0.1049 |
6.5% |
0.0012 |
0.1% |
16% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6394 |
|
2.618 |
1.6334 |
|
1.618 |
1.6297 |
|
1.000 |
1.6274 |
|
0.618 |
1.6260 |
|
HIGH |
1.6237 |
|
0.618 |
1.6223 |
|
0.500 |
1.6219 |
|
0.382 |
1.6214 |
|
LOW |
1.6200 |
|
0.618 |
1.6177 |
|
1.000 |
1.6163 |
|
1.618 |
1.6140 |
|
2.618 |
1.6103 |
|
4.250 |
1.6043 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6222 |
1.6256 |
| PP |
1.6220 |
1.6245 |
| S1 |
1.6219 |
1.6235 |
|