CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5492 |
1.5449 |
-0.0043 |
-0.3% |
1.5328 |
High |
1.5492 |
1.5449 |
-0.0043 |
-0.3% |
1.5527 |
Low |
1.5492 |
1.5449 |
-0.0043 |
-0.3% |
1.5204 |
Close |
1.5492 |
1.5449 |
-0.0043 |
-0.3% |
1.5492 |
Range |
|
|
|
|
|
ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
3 |
156 |
153 |
5,100.0% |
31 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5449 |
1.5449 |
1.5449 |
|
R3 |
1.5449 |
1.5449 |
1.5449 |
|
R2 |
1.5449 |
1.5449 |
1.5449 |
|
R1 |
1.5449 |
1.5449 |
1.5449 |
1.5449 |
PP |
1.5449 |
1.5449 |
1.5449 |
1.5449 |
S1 |
1.5449 |
1.5449 |
1.5449 |
1.5449 |
S2 |
1.5449 |
1.5449 |
1.5449 |
|
S3 |
1.5449 |
1.5449 |
1.5449 |
|
S4 |
1.5449 |
1.5449 |
1.5449 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6377 |
1.6257 |
1.5670 |
|
R3 |
1.6054 |
1.5934 |
1.5581 |
|
R2 |
1.5731 |
1.5731 |
1.5551 |
|
R1 |
1.5611 |
1.5611 |
1.5522 |
1.5671 |
PP |
1.5408 |
1.5408 |
1.5408 |
1.5438 |
S1 |
1.5288 |
1.5288 |
1.5462 |
1.5348 |
S2 |
1.5085 |
1.5085 |
1.5433 |
|
S3 |
1.4762 |
1.4965 |
1.5403 |
|
S4 |
1.4439 |
1.4642 |
1.5314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5527 |
1.5204 |
0.0323 |
2.1% |
0.0054 |
0.4% |
76% |
False |
False |
35 |
10 |
1.5527 |
1.5101 |
0.0426 |
2.8% |
0.0044 |
0.3% |
82% |
False |
False |
22 |
20 |
1.5527 |
1.5090 |
0.0437 |
2.8% |
0.0027 |
0.2% |
82% |
False |
False |
13 |
40 |
1.5671 |
1.4850 |
0.0821 |
5.3% |
0.0022 |
0.1% |
73% |
False |
False |
10 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0015 |
0.1% |
72% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5449 |
2.618 |
1.5449 |
1.618 |
1.5449 |
1.000 |
1.5449 |
0.618 |
1.5449 |
HIGH |
1.5449 |
0.618 |
1.5449 |
0.500 |
1.5449 |
0.382 |
1.5449 |
LOW |
1.5449 |
0.618 |
1.5449 |
1.000 |
1.5449 |
1.618 |
1.5449 |
2.618 |
1.5449 |
4.250 |
1.5449 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5449 |
1.5488 |
PP |
1.5449 |
1.5475 |
S1 |
1.5449 |
1.5462 |
|