CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5859 |
1.5935 |
0.0076 |
0.5% |
1.5682 |
| High |
1.5859 |
1.5935 |
0.0076 |
0.5% |
1.5859 |
| Low |
1.5859 |
1.5877 |
0.0018 |
0.1% |
1.5682 |
| Close |
1.5859 |
1.5877 |
0.0018 |
0.1% |
1.5859 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0177 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
71 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6070 |
1.6032 |
1.5909 |
|
| R3 |
1.6012 |
1.5974 |
1.5893 |
|
| R2 |
1.5954 |
1.5954 |
1.5888 |
|
| R1 |
1.5916 |
1.5916 |
1.5882 |
1.5906 |
| PP |
1.5896 |
1.5896 |
1.5896 |
1.5892 |
| S1 |
1.5858 |
1.5858 |
1.5872 |
1.5848 |
| S2 |
1.5838 |
1.5838 |
1.5866 |
|
| S3 |
1.5780 |
1.5800 |
1.5861 |
|
| S4 |
1.5722 |
1.5742 |
1.5845 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6331 |
1.6272 |
1.5956 |
|
| R3 |
1.6154 |
1.6095 |
1.5908 |
|
| R2 |
1.5977 |
1.5977 |
1.5891 |
|
| R1 |
1.5918 |
1.5918 |
1.5875 |
1.5948 |
| PP |
1.5800 |
1.5800 |
1.5800 |
1.5815 |
| S1 |
1.5741 |
1.5741 |
1.5843 |
1.5771 |
| S2 |
1.5623 |
1.5623 |
1.5827 |
|
| S3 |
1.5446 |
1.5564 |
1.5810 |
|
| S4 |
1.5269 |
1.5387 |
1.5762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5935 |
1.5711 |
0.0224 |
1.4% |
0.0021 |
0.1% |
74% |
True |
False |
9 |
| 10 |
1.5935 |
1.5543 |
0.0392 |
2.5% |
0.0011 |
0.1% |
85% |
True |
False |
12 |
| 20 |
1.5935 |
1.5450 |
0.0485 |
3.1% |
0.0009 |
0.1% |
88% |
True |
False |
36 |
| 40 |
1.5935 |
1.5101 |
0.0834 |
5.3% |
0.0016 |
0.1% |
93% |
True |
False |
26 |
| 60 |
1.5935 |
1.4850 |
0.1085 |
6.8% |
0.0018 |
0.1% |
95% |
True |
False |
19 |
| 80 |
1.5935 |
1.4850 |
0.1085 |
6.8% |
0.0013 |
0.1% |
95% |
True |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6182 |
|
2.618 |
1.6087 |
|
1.618 |
1.6029 |
|
1.000 |
1.5993 |
|
0.618 |
1.5971 |
|
HIGH |
1.5935 |
|
0.618 |
1.5913 |
|
0.500 |
1.5906 |
|
0.382 |
1.5899 |
|
LOW |
1.5877 |
|
0.618 |
1.5841 |
|
1.000 |
1.5819 |
|
1.618 |
1.5783 |
|
2.618 |
1.5725 |
|
4.250 |
1.5631 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5906 |
1.5873 |
| PP |
1.5896 |
1.5868 |
| S1 |
1.5887 |
1.5864 |
|