CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5135 |
1.5140 |
0.0005 |
0.0% |
1.5340 |
High |
1.5135 |
1.5264 |
0.0129 |
0.9% |
1.5340 |
Low |
1.5101 |
1.5135 |
0.0034 |
0.2% |
1.5101 |
Close |
1.5101 |
1.5264 |
0.0163 |
1.1% |
1.5264 |
Range |
0.0034 |
0.0129 |
0.0095 |
279.4% |
0.0239 |
ATR |
0.0070 |
0.0076 |
0.0007 |
9.6% |
0.0000 |
Volume |
15 |
13 |
-2 |
-13.3% |
43 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5608 |
1.5565 |
1.5335 |
|
R3 |
1.5479 |
1.5436 |
1.5299 |
|
R2 |
1.5350 |
1.5350 |
1.5288 |
|
R1 |
1.5307 |
1.5307 |
1.5276 |
1.5329 |
PP |
1.5221 |
1.5221 |
1.5221 |
1.5232 |
S1 |
1.5178 |
1.5178 |
1.5252 |
1.5200 |
S2 |
1.5092 |
1.5092 |
1.5240 |
|
S3 |
1.4963 |
1.5049 |
1.5229 |
|
S4 |
1.4834 |
1.4920 |
1.5193 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5952 |
1.5847 |
1.5395 |
|
R3 |
1.5713 |
1.5608 |
1.5330 |
|
R2 |
1.5474 |
1.5474 |
1.5308 |
|
R1 |
1.5369 |
1.5369 |
1.5286 |
1.5302 |
PP |
1.5235 |
1.5235 |
1.5235 |
1.5202 |
S1 |
1.5130 |
1.5130 |
1.5242 |
1.5063 |
S2 |
1.4996 |
1.4996 |
1.5220 |
|
S3 |
1.4757 |
1.4891 |
1.5198 |
|
S4 |
1.4518 |
1.4652 |
1.5133 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5340 |
1.5101 |
0.0239 |
1.6% |
0.0033 |
0.2% |
68% |
False |
False |
8 |
10 |
1.5371 |
1.5101 |
0.0270 |
1.8% |
0.0016 |
0.1% |
60% |
False |
False |
6 |
20 |
1.5371 |
1.4850 |
0.0521 |
3.4% |
0.0020 |
0.1% |
79% |
False |
False |
8 |
40 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0015 |
0.1% |
50% |
False |
False |
8 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0010 |
0.1% |
50% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5812 |
2.618 |
1.5602 |
1.618 |
1.5473 |
1.000 |
1.5393 |
0.618 |
1.5344 |
HIGH |
1.5264 |
0.618 |
1.5215 |
0.500 |
1.5200 |
0.382 |
1.5184 |
LOW |
1.5135 |
0.618 |
1.5055 |
1.000 |
1.5006 |
1.618 |
1.4926 |
2.618 |
1.4797 |
4.250 |
1.4587 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5243 |
1.5237 |
PP |
1.5221 |
1.5210 |
S1 |
1.5200 |
1.5183 |
|