CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.5603 |
1.5571 |
-0.0032 |
-0.2% |
1.5556 |
High |
1.5603 |
1.5571 |
-0.0032 |
-0.2% |
1.5556 |
Low |
1.5603 |
1.5571 |
-0.0032 |
-0.2% |
1.5450 |
Close |
1.5603 |
1.5571 |
-0.0032 |
-0.2% |
1.5474 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0052 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
3 |
23 |
20 |
666.7% |
275 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5571 |
1.5571 |
1.5571 |
|
R3 |
1.5571 |
1.5571 |
1.5571 |
|
R2 |
1.5571 |
1.5571 |
1.5571 |
|
R1 |
1.5571 |
1.5571 |
1.5571 |
1.5571 |
PP |
1.5571 |
1.5571 |
1.5571 |
1.5571 |
S1 |
1.5571 |
1.5571 |
1.5571 |
1.5571 |
S2 |
1.5571 |
1.5571 |
1.5571 |
|
S3 |
1.5571 |
1.5571 |
1.5571 |
|
S4 |
1.5571 |
1.5571 |
1.5571 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5811 |
1.5749 |
1.5532 |
|
R3 |
1.5705 |
1.5643 |
1.5503 |
|
R2 |
1.5599 |
1.5599 |
1.5493 |
|
R1 |
1.5537 |
1.5537 |
1.5484 |
1.5515 |
PP |
1.5493 |
1.5493 |
1.5493 |
1.5483 |
S1 |
1.5431 |
1.5431 |
1.5464 |
1.5409 |
S2 |
1.5387 |
1.5387 |
1.5455 |
|
S3 |
1.5281 |
1.5325 |
1.5445 |
|
S4 |
1.5175 |
1.5219 |
1.5416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5603 |
1.5474 |
0.0129 |
0.8% |
0.0000 |
0.0% |
75% |
False |
False |
7 |
10 |
1.5603 |
1.5450 |
0.0153 |
1.0% |
0.0007 |
0.0% |
79% |
False |
False |
57 |
20 |
1.5677 |
1.5424 |
0.0253 |
1.6% |
0.0004 |
0.0% |
58% |
False |
False |
43 |
40 |
1.5677 |
1.5081 |
0.0596 |
3.8% |
0.0019 |
0.1% |
82% |
False |
False |
25 |
60 |
1.5680 |
1.4850 |
0.0830 |
5.3% |
0.0016 |
0.1% |
87% |
False |
False |
19 |
80 |
1.5680 |
1.4850 |
0.0830 |
5.3% |
0.0012 |
0.1% |
87% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5571 |
2.618 |
1.5571 |
1.618 |
1.5571 |
1.000 |
1.5571 |
0.618 |
1.5571 |
HIGH |
1.5571 |
0.618 |
1.5571 |
0.500 |
1.5571 |
0.382 |
1.5571 |
LOW |
1.5571 |
0.618 |
1.5571 |
1.000 |
1.5571 |
1.618 |
1.5571 |
2.618 |
1.5571 |
4.250 |
1.5571 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5571 |
1.5573 |
PP |
1.5571 |
1.5572 |
S1 |
1.5571 |
1.5572 |
|