CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6040 |
1.5942 |
-0.0098 |
-0.6% |
1.5935 |
| High |
1.6040 |
1.5987 |
-0.0053 |
-0.3% |
1.6113 |
| Low |
1.6027 |
1.5942 |
-0.0085 |
-0.5% |
1.5877 |
| Close |
1.6027 |
1.5987 |
-0.0040 |
-0.2% |
1.5999 |
| Range |
0.0013 |
0.0045 |
0.0032 |
246.2% |
0.0236 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.8% |
0.0000 |
| Volume |
87 |
5 |
-82 |
-94.3% |
129 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6107 |
1.6092 |
1.6012 |
|
| R3 |
1.6062 |
1.6047 |
1.5999 |
|
| R2 |
1.6017 |
1.6017 |
1.5995 |
|
| R1 |
1.6002 |
1.6002 |
1.5991 |
1.6010 |
| PP |
1.5972 |
1.5972 |
1.5972 |
1.5976 |
| S1 |
1.5957 |
1.5957 |
1.5983 |
1.5965 |
| S2 |
1.5927 |
1.5927 |
1.5979 |
|
| S3 |
1.5882 |
1.5912 |
1.5975 |
|
| S4 |
1.5837 |
1.5867 |
1.5962 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6704 |
1.6588 |
1.6129 |
|
| R3 |
1.6468 |
1.6352 |
1.6064 |
|
| R2 |
1.6232 |
1.6232 |
1.6042 |
|
| R1 |
1.6116 |
1.6116 |
1.6021 |
1.6174 |
| PP |
1.5996 |
1.5996 |
1.5996 |
1.6026 |
| S1 |
1.5880 |
1.5880 |
1.5977 |
1.5938 |
| S2 |
1.5760 |
1.5760 |
1.5956 |
|
| S3 |
1.5524 |
1.5644 |
1.5934 |
|
| S4 |
1.5288 |
1.5408 |
1.5869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6113 |
1.5922 |
0.0191 |
1.2% |
0.0074 |
0.5% |
34% |
False |
False |
36 |
| 10 |
1.6113 |
1.5758 |
0.0355 |
2.2% |
0.0048 |
0.3% |
65% |
False |
False |
24 |
| 20 |
1.6113 |
1.5450 |
0.0663 |
4.1% |
0.0027 |
0.2% |
81% |
False |
False |
24 |
| 40 |
1.6113 |
1.5101 |
0.1012 |
6.3% |
0.0025 |
0.2% |
88% |
False |
False |
31 |
| 60 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0024 |
0.1% |
90% |
False |
False |
23 |
| 80 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0018 |
0.1% |
90% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6178 |
|
2.618 |
1.6105 |
|
1.618 |
1.6060 |
|
1.000 |
1.6032 |
|
0.618 |
1.6015 |
|
HIGH |
1.5987 |
|
0.618 |
1.5970 |
|
0.500 |
1.5965 |
|
0.382 |
1.5959 |
|
LOW |
1.5942 |
|
0.618 |
1.5914 |
|
1.000 |
1.5897 |
|
1.618 |
1.5869 |
|
2.618 |
1.5824 |
|
4.250 |
1.5751 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5980 |
1.5991 |
| PP |
1.5972 |
1.5990 |
| S1 |
1.5965 |
1.5988 |
|