CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5892 |
1.5922 |
0.0030 |
0.2% |
1.5682 |
| High |
1.5892 |
1.6088 |
0.0196 |
1.2% |
1.5859 |
| Low |
1.5890 |
1.5922 |
0.0032 |
0.2% |
1.5682 |
| Close |
1.5890 |
1.6088 |
0.0198 |
1.2% |
1.5859 |
| Range |
0.0002 |
0.0166 |
0.0164 |
8,200.0% |
0.0177 |
| ATR |
0.0051 |
0.0061 |
0.0011 |
20.7% |
0.0000 |
| Volume |
40 |
3 |
-37 |
-92.5% |
71 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6531 |
1.6475 |
1.6179 |
|
| R3 |
1.6365 |
1.6309 |
1.6134 |
|
| R2 |
1.6199 |
1.6199 |
1.6118 |
|
| R1 |
1.6143 |
1.6143 |
1.6103 |
1.6171 |
| PP |
1.6033 |
1.6033 |
1.6033 |
1.6047 |
| S1 |
1.5977 |
1.5977 |
1.6073 |
1.6005 |
| S2 |
1.5867 |
1.5867 |
1.6058 |
|
| S3 |
1.5701 |
1.5811 |
1.6042 |
|
| S4 |
1.5535 |
1.5645 |
1.5997 |
|
|
| 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 |
1.6088 |
1.5793 |
0.0295 |
1.8% |
0.0045 |
0.3% |
100% |
True |
False |
9 |
| 10 |
1.6088 |
1.5571 |
0.0517 |
3.2% |
0.0027 |
0.2% |
100% |
True |
False |
16 |
| 20 |
1.6088 |
1.5450 |
0.0638 |
4.0% |
0.0017 |
0.1% |
100% |
True |
False |
37 |
| 40 |
1.6088 |
1.5101 |
0.0987 |
6.1% |
0.0020 |
0.1% |
100% |
True |
False |
27 |
| 60 |
1.6088 |
1.4850 |
0.1238 |
7.7% |
0.0021 |
0.1% |
100% |
True |
False |
20 |
| 80 |
1.6088 |
1.4850 |
0.1238 |
7.7% |
0.0016 |
0.1% |
100% |
True |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6794 |
|
2.618 |
1.6523 |
|
1.618 |
1.6357 |
|
1.000 |
1.6254 |
|
0.618 |
1.6191 |
|
HIGH |
1.6088 |
|
0.618 |
1.6025 |
|
0.500 |
1.6005 |
|
0.382 |
1.5985 |
|
LOW |
1.5922 |
|
0.618 |
1.5819 |
|
1.000 |
1.5756 |
|
1.618 |
1.5653 |
|
2.618 |
1.5487 |
|
4.250 |
1.5217 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6060 |
1.6053 |
| PP |
1.6033 |
1.6018 |
| S1 |
1.6005 |
1.5983 |
|