CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5553 |
1.5556 |
0.0003 |
0.0% |
1.5628 |
High |
1.5553 |
1.5556 |
0.0003 |
0.0% |
1.5677 |
Low |
1.5553 |
1.5556 |
0.0003 |
0.0% |
1.5553 |
Close |
1.5553 |
1.5556 |
0.0003 |
0.0% |
1.5553 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0056 |
-0.0004 |
-6.8% |
0.0000 |
Volume |
133 |
133 |
0 |
0.0% |
325 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5556 |
1.5556 |
1.5556 |
|
R3 |
1.5556 |
1.5556 |
1.5556 |
|
R2 |
1.5556 |
1.5556 |
1.5556 |
|
R1 |
1.5556 |
1.5556 |
1.5556 |
1.5556 |
PP |
1.5556 |
1.5556 |
1.5556 |
1.5556 |
S1 |
1.5556 |
1.5556 |
1.5556 |
1.5556 |
S2 |
1.5556 |
1.5556 |
1.5556 |
|
S3 |
1.5556 |
1.5556 |
1.5556 |
|
S4 |
1.5556 |
1.5556 |
1.5556 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5966 |
1.5884 |
1.5621 |
|
R3 |
1.5842 |
1.5760 |
1.5587 |
|
R2 |
1.5718 |
1.5718 |
1.5576 |
|
R1 |
1.5636 |
1.5636 |
1.5564 |
1.5615 |
PP |
1.5594 |
1.5594 |
1.5594 |
1.5584 |
S1 |
1.5512 |
1.5512 |
1.5542 |
1.5491 |
S2 |
1.5470 |
1.5470 |
1.5530 |
|
S3 |
1.5346 |
1.5388 |
1.5519 |
|
S4 |
1.5222 |
1.5264 |
1.5485 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5677 |
1.5553 |
0.0124 |
0.8% |
0.0000 |
0.0% |
2% |
False |
False |
88 |
10 |
1.5677 |
1.5424 |
0.0253 |
1.6% |
0.0001 |
0.0% |
52% |
False |
False |
53 |
20 |
1.5677 |
1.5101 |
0.0576 |
3.7% |
0.0022 |
0.1% |
79% |
False |
False |
38 |
40 |
1.5677 |
1.4850 |
0.0827 |
5.3% |
0.0022 |
0.1% |
85% |
False |
False |
22 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.3% |
0.0015 |
0.1% |
85% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5556 |
2.618 |
1.5556 |
1.618 |
1.5556 |
1.000 |
1.5556 |
0.618 |
1.5556 |
HIGH |
1.5556 |
0.618 |
1.5556 |
0.500 |
1.5556 |
0.382 |
1.5556 |
LOW |
1.5556 |
0.618 |
1.5556 |
1.000 |
1.5556 |
1.618 |
1.5556 |
2.618 |
1.5556 |
4.250 |
1.5556 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5556 |
1.5558 |
PP |
1.5556 |
1.5557 |
S1 |
1.5556 |
1.5557 |
|