CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6003 |
1.6019 |
0.0016 |
0.1% |
1.5935 |
| High |
1.6070 |
1.6023 |
-0.0047 |
-0.3% |
1.6113 |
| Low |
1.6003 |
1.5983 |
-0.0020 |
-0.1% |
1.5877 |
| Close |
1.6057 |
1.6023 |
-0.0034 |
-0.2% |
1.5999 |
| Range |
0.0067 |
0.0040 |
-0.0027 |
-40.3% |
0.0236 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
5 |
25 |
20 |
400.0% |
129 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6130 |
1.6116 |
1.6045 |
|
| R3 |
1.6090 |
1.6076 |
1.6034 |
|
| R2 |
1.6050 |
1.6050 |
1.6030 |
|
| R1 |
1.6036 |
1.6036 |
1.6027 |
1.6043 |
| PP |
1.6010 |
1.6010 |
1.6010 |
1.6013 |
| S1 |
1.5996 |
1.5996 |
1.6019 |
1.6003 |
| S2 |
1.5970 |
1.5970 |
1.6016 |
|
| S3 |
1.5930 |
1.5956 |
1.6012 |
|
| S4 |
1.5890 |
1.5916 |
1.6001 |
|
|
| 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 |
1.6070 |
1.5942 |
0.0128 |
0.8% |
0.0042 |
0.3% |
63% |
False |
False |
36 |
| 10 |
1.6113 |
1.5859 |
0.0254 |
1.6% |
0.0054 |
0.3% |
65% |
False |
False |
25 |
| 20 |
1.6113 |
1.5474 |
0.0639 |
4.0% |
0.0029 |
0.2% |
86% |
False |
False |
19 |
| 40 |
1.6113 |
1.5101 |
0.1012 |
6.3% |
0.0027 |
0.2% |
91% |
False |
False |
31 |
| 60 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0025 |
0.2% |
93% |
False |
False |
23 |
| 80 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0019 |
0.1% |
93% |
False |
False |
21 |
| 100 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0016 |
0.1% |
93% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6193 |
|
2.618 |
1.6128 |
|
1.618 |
1.6088 |
|
1.000 |
1.6063 |
|
0.618 |
1.6048 |
|
HIGH |
1.6023 |
|
0.618 |
1.6008 |
|
0.500 |
1.6003 |
|
0.382 |
1.5998 |
|
LOW |
1.5983 |
|
0.618 |
1.5958 |
|
1.000 |
1.5943 |
|
1.618 |
1.5918 |
|
2.618 |
1.5878 |
|
4.250 |
1.5813 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6016 |
1.6017 |
| PP |
1.6010 |
1.6012 |
| S1 |
1.6003 |
1.6006 |
|