CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5334 |
1.5204 |
-0.0130 |
-0.8% |
1.5340 |
High |
1.5334 |
1.5475 |
0.0141 |
0.9% |
1.5340 |
Low |
1.5334 |
1.5204 |
-0.0130 |
-0.8% |
1.5101 |
Close |
1.5334 |
1.5475 |
0.0141 |
0.9% |
1.5264 |
Range |
0.0000 |
0.0271 |
0.0271 |
|
0.0239 |
ATR |
0.0070 |
0.0085 |
0.0014 |
20.4% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
43 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6198 |
1.6107 |
1.5624 |
|
R3 |
1.5927 |
1.5836 |
1.5550 |
|
R2 |
1.5656 |
1.5656 |
1.5525 |
|
R1 |
1.5565 |
1.5565 |
1.5500 |
1.5611 |
PP |
1.5385 |
1.5385 |
1.5385 |
1.5407 |
S1 |
1.5294 |
1.5294 |
1.5450 |
1.5340 |
S2 |
1.5114 |
1.5114 |
1.5425 |
|
S3 |
1.4843 |
1.5023 |
1.5400 |
|
S4 |
1.4572 |
1.4752 |
1.5326 |
|
|
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 |
1.5475 |
1.5101 |
0.0374 |
2.4% |
0.0087 |
0.6% |
100% |
True |
False |
11 |
10 |
1.5475 |
1.5101 |
0.0374 |
2.4% |
0.0043 |
0.3% |
100% |
True |
False |
8 |
20 |
1.5475 |
1.5081 |
0.0394 |
2.5% |
0.0033 |
0.2% |
100% |
True |
False |
8 |
40 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0022 |
0.1% |
75% |
False |
False |
7 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0015 |
0.1% |
75% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6627 |
2.618 |
1.6184 |
1.618 |
1.5913 |
1.000 |
1.5746 |
0.618 |
1.5642 |
HIGH |
1.5475 |
0.618 |
1.5371 |
0.500 |
1.5340 |
0.382 |
1.5308 |
LOW |
1.5204 |
0.618 |
1.5037 |
1.000 |
1.4933 |
1.618 |
1.4766 |
2.618 |
1.4495 |
4.250 |
1.4052 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5430 |
1.5430 |
PP |
1.5385 |
1.5385 |
S1 |
1.5340 |
1.5340 |
|