CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5942 |
1.6003 |
0.0061 |
0.4% |
1.5935 |
| High |
1.5987 |
1.6070 |
0.0083 |
0.5% |
1.6113 |
| Low |
1.5942 |
1.6003 |
0.0061 |
0.4% |
1.5877 |
| Close |
1.5987 |
1.6057 |
0.0070 |
0.4% |
1.5999 |
| Range |
0.0045 |
0.0067 |
0.0022 |
48.9% |
0.0236 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.3% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
129 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6244 |
1.6218 |
1.6094 |
|
| R3 |
1.6177 |
1.6151 |
1.6075 |
|
| R2 |
1.6110 |
1.6110 |
1.6069 |
|
| R1 |
1.6084 |
1.6084 |
1.6063 |
1.6097 |
| PP |
1.6043 |
1.6043 |
1.6043 |
1.6050 |
| S1 |
1.6017 |
1.6017 |
1.6051 |
1.6030 |
| S2 |
1.5976 |
1.5976 |
1.6045 |
|
| S3 |
1.5909 |
1.5950 |
1.6039 |
|
| S4 |
1.5842 |
1.5883 |
1.6020 |
|
|
| 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 |
1.5942 |
0.0171 |
1.1% |
0.0054 |
0.3% |
67% |
False |
False |
36 |
| 10 |
1.6113 |
1.5793 |
0.0320 |
2.0% |
0.0050 |
0.3% |
83% |
False |
False |
22 |
| 20 |
1.6113 |
1.5450 |
0.0663 |
4.1% |
0.0030 |
0.2% |
92% |
False |
False |
17 |
| 40 |
1.6113 |
1.5101 |
0.1012 |
6.3% |
0.0026 |
0.2% |
94% |
False |
False |
31 |
| 60 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0025 |
0.2% |
96% |
False |
False |
23 |
| 80 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0019 |
0.1% |
96% |
False |
False |
21 |
| 100 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0015 |
0.1% |
96% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6355 |
|
2.618 |
1.6245 |
|
1.618 |
1.6178 |
|
1.000 |
1.6137 |
|
0.618 |
1.6111 |
|
HIGH |
1.6070 |
|
0.618 |
1.6044 |
|
0.500 |
1.6037 |
|
0.382 |
1.6029 |
|
LOW |
1.6003 |
|
0.618 |
1.5962 |
|
1.000 |
1.5936 |
|
1.618 |
1.5895 |
|
2.618 |
1.5828 |
|
4.250 |
1.5718 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6050 |
1.6040 |
| PP |
1.6043 |
1.6023 |
| S1 |
1.6037 |
1.6006 |
|