CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5619 |
1.5628 |
0.0009 |
0.1% |
1.5449 |
High |
1.5619 |
1.5635 |
0.0016 |
0.1% |
1.5619 |
Low |
1.5619 |
1.5628 |
0.0009 |
0.1% |
1.5424 |
Close |
1.5619 |
1.5635 |
0.0016 |
0.1% |
1.5619 |
Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0195 |
ATR |
0.0071 |
0.0067 |
-0.0004 |
-5.5% |
0.0000 |
Volume |
18 |
18 |
0 |
0.0% |
235 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5654 |
1.5651 |
1.5639 |
|
R3 |
1.5647 |
1.5644 |
1.5637 |
|
R2 |
1.5640 |
1.5640 |
1.5636 |
|
R1 |
1.5637 |
1.5637 |
1.5636 |
1.5639 |
PP |
1.5633 |
1.5633 |
1.5633 |
1.5633 |
S1 |
1.5630 |
1.5630 |
1.5634 |
1.5632 |
S2 |
1.5626 |
1.5626 |
1.5634 |
|
S3 |
1.5619 |
1.5623 |
1.5633 |
|
S4 |
1.5612 |
1.5616 |
1.5631 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6139 |
1.6074 |
1.5726 |
|
R3 |
1.5944 |
1.5879 |
1.5673 |
|
R2 |
1.5749 |
1.5749 |
1.5655 |
|
R1 |
1.5684 |
1.5684 |
1.5637 |
1.5717 |
PP |
1.5554 |
1.5554 |
1.5554 |
1.5570 |
S1 |
1.5489 |
1.5489 |
1.5601 |
1.5522 |
S2 |
1.5359 |
1.5359 |
1.5583 |
|
S3 |
1.5164 |
1.5294 |
1.5565 |
|
S4 |
1.4969 |
1.5099 |
1.5512 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5635 |
1.5424 |
0.0211 |
1.3% |
0.0001 |
0.0% |
100% |
True |
False |
19 |
10 |
1.5635 |
1.5204 |
0.0431 |
2.8% |
0.0028 |
0.2% |
100% |
True |
False |
27 |
20 |
1.5635 |
1.5101 |
0.0534 |
3.4% |
0.0022 |
0.1% |
100% |
True |
False |
17 |
40 |
1.5635 |
1.4850 |
0.0785 |
5.0% |
0.0022 |
0.1% |
100% |
True |
False |
11 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.3% |
0.0015 |
0.1% |
95% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5665 |
2.618 |
1.5653 |
1.618 |
1.5646 |
1.000 |
1.5642 |
0.618 |
1.5639 |
HIGH |
1.5635 |
0.618 |
1.5632 |
0.500 |
1.5632 |
0.382 |
1.5631 |
LOW |
1.5628 |
0.618 |
1.5624 |
1.000 |
1.5621 |
1.618 |
1.5617 |
2.618 |
1.5610 |
4.250 |
1.5598 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5634 |
1.5632 |
PP |
1.5633 |
1.5630 |
S1 |
1.5632 |
1.5627 |
|