CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.5340 |
1.5225 |
-0.0115 |
-0.7% |
1.5336 |
High |
1.5340 |
1.5225 |
-0.0115 |
-0.7% |
1.5371 |
Low |
1.5340 |
1.5225 |
-0.0115 |
-0.7% |
1.5293 |
Close |
1.5340 |
1.5225 |
-0.0115 |
-0.7% |
1.5366 |
Range |
|
|
|
|
|
ATR |
0.0066 |
0.0070 |
0.0003 |
5.3% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5225 |
1.5225 |
1.5225 |
|
R3 |
1.5225 |
1.5225 |
1.5225 |
|
R2 |
1.5225 |
1.5225 |
1.5225 |
|
R1 |
1.5225 |
1.5225 |
1.5225 |
1.5225 |
PP |
1.5225 |
1.5225 |
1.5225 |
1.5225 |
S1 |
1.5225 |
1.5225 |
1.5225 |
1.5225 |
S2 |
1.5225 |
1.5225 |
1.5225 |
|
S3 |
1.5225 |
1.5225 |
1.5225 |
|
S4 |
1.5225 |
1.5225 |
1.5225 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5577 |
1.5550 |
1.5409 |
|
R3 |
1.5499 |
1.5472 |
1.5387 |
|
R2 |
1.5421 |
1.5421 |
1.5380 |
|
R1 |
1.5394 |
1.5394 |
1.5373 |
1.5408 |
PP |
1.5343 |
1.5343 |
1.5343 |
1.5350 |
S1 |
1.5316 |
1.5316 |
1.5359 |
1.5330 |
S2 |
1.5265 |
1.5265 |
1.5352 |
|
S3 |
1.5187 |
1.5238 |
1.5345 |
|
S4 |
1.5109 |
1.5160 |
1.5323 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5366 |
1.5225 |
0.0141 |
0.9% |
0.0000 |
0.0% |
0% |
False |
True |
5 |
10 |
1.5371 |
1.5090 |
0.0281 |
1.8% |
0.0011 |
0.1% |
48% |
False |
False |
5 |
20 |
1.5371 |
1.4850 |
0.0521 |
3.4% |
0.0021 |
0.1% |
72% |
False |
False |
7 |
40 |
1.5680 |
1.4850 |
0.0830 |
5.5% |
0.0011 |
0.1% |
45% |
False |
False |
11 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.5% |
0.0008 |
0.0% |
45% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5225 |
2.618 |
1.5225 |
1.618 |
1.5225 |
1.000 |
1.5225 |
0.618 |
1.5225 |
HIGH |
1.5225 |
0.618 |
1.5225 |
0.500 |
1.5225 |
0.382 |
1.5225 |
LOW |
1.5225 |
0.618 |
1.5225 |
1.000 |
1.5225 |
1.618 |
1.5225 |
2.618 |
1.5225 |
4.250 |
1.5225 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5225 |
1.5296 |
PP |
1.5225 |
1.5272 |
S1 |
1.5225 |
1.5249 |
|