CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5711 |
1.5758 |
0.0047 |
0.3% |
1.5543 |
| High |
1.5711 |
1.5805 |
0.0094 |
0.6% |
1.5614 |
| Low |
1.5711 |
1.5758 |
0.0047 |
0.3% |
1.5543 |
| Close |
1.5711 |
1.5805 |
0.0094 |
0.6% |
1.5614 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0071 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.1% |
0.0000 |
| Volume |
23 |
23 |
0 |
0.0% |
52 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5930 |
1.5915 |
1.5831 |
|
| R3 |
1.5883 |
1.5868 |
1.5818 |
|
| R2 |
1.5836 |
1.5836 |
1.5814 |
|
| R1 |
1.5821 |
1.5821 |
1.5809 |
1.5829 |
| PP |
1.5789 |
1.5789 |
1.5789 |
1.5793 |
| S1 |
1.5774 |
1.5774 |
1.5801 |
1.5782 |
| S2 |
1.5742 |
1.5742 |
1.5796 |
|
| S3 |
1.5695 |
1.5727 |
1.5792 |
|
| S4 |
1.5648 |
1.5680 |
1.5779 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5780 |
1.5653 |
|
| R3 |
1.5732 |
1.5709 |
1.5634 |
|
| R2 |
1.5661 |
1.5661 |
1.5627 |
|
| R1 |
1.5638 |
1.5638 |
1.5621 |
1.5650 |
| PP |
1.5590 |
1.5590 |
1.5590 |
1.5596 |
| S1 |
1.5567 |
1.5567 |
1.5607 |
1.5579 |
| S2 |
1.5519 |
1.5519 |
1.5601 |
|
| S3 |
1.5448 |
1.5496 |
1.5594 |
|
| S4 |
1.5377 |
1.5425 |
1.5575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5805 |
1.5571 |
0.0234 |
1.5% |
0.0009 |
0.1% |
100% |
True |
False |
23 |
| 10 |
1.5805 |
1.5450 |
0.0355 |
2.2% |
0.0010 |
0.1% |
100% |
True |
False |
13 |
| 20 |
1.5805 |
1.5450 |
0.0355 |
2.2% |
0.0006 |
0.0% |
100% |
True |
False |
38 |
| 40 |
1.5805 |
1.5090 |
0.0715 |
4.5% |
0.0017 |
0.1% |
100% |
True |
False |
26 |
| 60 |
1.5805 |
1.4850 |
0.0955 |
6.0% |
0.0017 |
0.1% |
100% |
True |
False |
20 |
| 80 |
1.5805 |
1.4850 |
0.0955 |
6.0% |
0.0013 |
0.1% |
100% |
True |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6005 |
|
2.618 |
1.5928 |
|
1.618 |
1.5881 |
|
1.000 |
1.5852 |
|
0.618 |
1.5834 |
|
HIGH |
1.5805 |
|
0.618 |
1.5787 |
|
0.500 |
1.5782 |
|
0.382 |
1.5776 |
|
LOW |
1.5758 |
|
0.618 |
1.5729 |
|
1.000 |
1.5711 |
|
1.618 |
1.5682 |
|
2.618 |
1.5635 |
|
4.250 |
1.5558 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5797 |
1.5785 |
| PP |
1.5789 |
1.5764 |
| S1 |
1.5782 |
1.5744 |
|