CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.5758 |
1.5794 |
0.0036 |
0.2% |
1.5543 |
High |
1.5805 |
1.5794 |
-0.0011 |
-0.1% |
1.5614 |
Low |
1.5758 |
1.5793 |
0.0035 |
0.2% |
1.5543 |
Close |
1.5805 |
1.5793 |
-0.0012 |
-0.1% |
1.5614 |
Range |
0.0047 |
0.0001 |
-0.0046 |
-97.9% |
0.0071 |
ATR |
0.0054 |
0.0051 |
-0.0003 |
-5.5% |
0.0000 |
Volume |
23 |
1 |
-22 |
-95.7% |
52 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5796 |
1.5796 |
1.5794 |
|
R3 |
1.5795 |
1.5795 |
1.5793 |
|
R2 |
1.5794 |
1.5794 |
1.5793 |
|
R1 |
1.5794 |
1.5794 |
1.5793 |
1.5794 |
PP |
1.5793 |
1.5793 |
1.5793 |
1.5793 |
S1 |
1.5793 |
1.5793 |
1.5793 |
1.5793 |
S2 |
1.5792 |
1.5792 |
1.5793 |
|
S3 |
1.5791 |
1.5792 |
1.5793 |
|
S4 |
1.5790 |
1.5791 |
1.5792 |
|
|
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 |
1.5614 |
0.0191 |
1.2% |
0.0010 |
0.1% |
94% |
False |
False |
18 |
10 |
1.5805 |
1.5474 |
0.0331 |
2.1% |
0.0005 |
0.0% |
96% |
False |
False |
12 |
20 |
1.5805 |
1.5450 |
0.0355 |
2.2% |
0.0006 |
0.0% |
97% |
False |
False |
37 |
40 |
1.5805 |
1.5101 |
0.0704 |
4.5% |
0.0014 |
0.1% |
98% |
False |
False |
26 |
60 |
1.5805 |
1.4850 |
0.0955 |
6.0% |
0.0017 |
0.1% |
99% |
False |
False |
20 |
80 |
1.5805 |
1.4850 |
0.0955 |
6.0% |
0.0013 |
0.1% |
99% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5798 |
2.618 |
1.5797 |
1.618 |
1.5796 |
1.000 |
1.5795 |
0.618 |
1.5795 |
HIGH |
1.5794 |
0.618 |
1.5794 |
0.500 |
1.5794 |
0.382 |
1.5793 |
LOW |
1.5793 |
0.618 |
1.5792 |
1.000 |
1.5792 |
1.618 |
1.5791 |
2.618 |
1.5790 |
4.250 |
1.5789 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5794 |
1.5781 |
PP |
1.5793 |
1.5770 |
S1 |
1.5793 |
1.5758 |
|