CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.5922 |
1.6113 |
0.0191 |
1.2% |
1.5682 |
High |
1.6088 |
1.6113 |
0.0025 |
0.2% |
1.5859 |
Low |
1.5922 |
1.6013 |
0.0091 |
0.6% |
1.5682 |
Close |
1.6088 |
1.6013 |
-0.0075 |
-0.5% |
1.5859 |
Range |
0.0166 |
0.0100 |
-0.0066 |
-39.8% |
0.0177 |
ATR |
0.0061 |
0.0064 |
0.0003 |
4.5% |
0.0000 |
Volume |
3 |
24 |
21 |
700.0% |
71 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6346 |
1.6280 |
1.6068 |
|
R3 |
1.6246 |
1.6180 |
1.6041 |
|
R2 |
1.6146 |
1.6146 |
1.6031 |
|
R1 |
1.6080 |
1.6080 |
1.6022 |
1.6063 |
PP |
1.6046 |
1.6046 |
1.6046 |
1.6038 |
S1 |
1.5980 |
1.5980 |
1.6004 |
1.5963 |
S2 |
1.5946 |
1.5946 |
1.5995 |
|
S3 |
1.5846 |
1.5880 |
1.5986 |
|
S4 |
1.5746 |
1.5780 |
1.5958 |
|
|
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 |
1.6113 |
1.5859 |
0.0254 |
1.6% |
0.0065 |
0.4% |
61% |
True |
False |
13 |
10 |
1.6113 |
1.5614 |
0.0499 |
3.1% |
0.0037 |
0.2% |
80% |
True |
False |
16 |
20 |
1.6113 |
1.5450 |
0.0663 |
4.1% |
0.0022 |
0.1% |
85% |
True |
False |
36 |
40 |
1.6113 |
1.5101 |
0.1012 |
6.3% |
0.0022 |
0.1% |
90% |
True |
False |
27 |
60 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0022 |
0.1% |
92% |
True |
False |
20 |
80 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0017 |
0.1% |
92% |
True |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6538 |
2.618 |
1.6375 |
1.618 |
1.6275 |
1.000 |
1.6213 |
0.618 |
1.6175 |
HIGH |
1.6113 |
0.618 |
1.6075 |
0.500 |
1.6063 |
0.382 |
1.6051 |
LOW |
1.6013 |
0.618 |
1.5951 |
1.000 |
1.5913 |
1.618 |
1.5851 |
2.618 |
1.5751 |
4.250 |
1.5588 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6063 |
1.6009 |
PP |
1.6046 |
1.6005 |
S1 |
1.6030 |
1.6002 |
|