CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5230 |
1.5135 |
-0.0095 |
-0.6% |
1.5336 |
High |
1.5230 |
1.5135 |
-0.0095 |
-0.6% |
1.5371 |
Low |
1.5230 |
1.5101 |
-0.0129 |
-0.8% |
1.5293 |
Close |
1.5230 |
1.5101 |
-0.0129 |
-0.8% |
1.5366 |
Range |
0.0000 |
0.0034 |
0.0034 |
|
0.0078 |
ATR |
0.0065 |
0.0070 |
0.0005 |
7.0% |
0.0000 |
Volume |
5 |
15 |
10 |
200.0% |
25 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5214 |
1.5192 |
1.5120 |
|
R3 |
1.5180 |
1.5158 |
1.5110 |
|
R2 |
1.5146 |
1.5146 |
1.5107 |
|
R1 |
1.5124 |
1.5124 |
1.5104 |
1.5118 |
PP |
1.5112 |
1.5112 |
1.5112 |
1.5110 |
S1 |
1.5090 |
1.5090 |
1.5098 |
1.5084 |
S2 |
1.5078 |
1.5078 |
1.5095 |
|
S3 |
1.5044 |
1.5056 |
1.5092 |
|
S4 |
1.5010 |
1.5022 |
1.5082 |
|
|
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 |
1.5101 |
0.0265 |
1.8% |
0.0007 |
0.0% |
0% |
False |
True |
7 |
10 |
1.5371 |
1.5101 |
0.0270 |
1.8% |
0.0003 |
0.0% |
0% |
False |
True |
6 |
20 |
1.5371 |
1.4850 |
0.0521 |
3.5% |
0.0022 |
0.1% |
48% |
False |
False |
8 |
40 |
1.5680 |
1.4850 |
0.0830 |
5.5% |
0.0012 |
0.1% |
30% |
False |
False |
9 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.5% |
0.0008 |
0.1% |
30% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5280 |
2.618 |
1.5224 |
1.618 |
1.5190 |
1.000 |
1.5169 |
0.618 |
1.5156 |
HIGH |
1.5135 |
0.618 |
1.5122 |
0.500 |
1.5118 |
0.382 |
1.5114 |
LOW |
1.5101 |
0.618 |
1.5080 |
1.000 |
1.5067 |
1.618 |
1.5046 |
2.618 |
1.5012 |
4.250 |
1.4957 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5118 |
1.5166 |
PP |
1.5112 |
1.5144 |
S1 |
1.5107 |
1.5123 |
|