CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6019 |
1.6028 |
0.0009 |
0.1% |
1.6040 |
| High |
1.6023 |
1.6115 |
0.0092 |
0.6% |
1.6115 |
| Low |
1.5983 |
1.6028 |
0.0045 |
0.3% |
1.5942 |
| Close |
1.6023 |
1.6115 |
0.0092 |
0.6% |
1.6115 |
| Range |
0.0040 |
0.0087 |
0.0047 |
117.5% |
0.0173 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.0% |
0.0000 |
| Volume |
25 |
17 |
-8 |
-32.0% |
139 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6347 |
1.6318 |
1.6163 |
|
| R3 |
1.6260 |
1.6231 |
1.6139 |
|
| R2 |
1.6173 |
1.6173 |
1.6131 |
|
| R1 |
1.6144 |
1.6144 |
1.6123 |
1.6159 |
| PP |
1.6086 |
1.6086 |
1.6086 |
1.6093 |
| S1 |
1.6057 |
1.6057 |
1.6107 |
1.6072 |
| S2 |
1.5999 |
1.5999 |
1.6099 |
|
| S3 |
1.5912 |
1.5970 |
1.6091 |
|
| S4 |
1.5825 |
1.5883 |
1.6067 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6576 |
1.6519 |
1.6210 |
|
| R3 |
1.6403 |
1.6346 |
1.6163 |
|
| R2 |
1.6230 |
1.6230 |
1.6147 |
|
| R1 |
1.6173 |
1.6173 |
1.6131 |
1.6202 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6072 |
| S1 |
1.6000 |
1.6000 |
1.6099 |
1.6029 |
| S2 |
1.5884 |
1.5884 |
1.6083 |
|
| S3 |
1.5711 |
1.5827 |
1.6067 |
|
| S4 |
1.5538 |
1.5654 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6115 |
1.5942 |
0.0173 |
1.1% |
0.0050 |
0.3% |
100% |
True |
False |
27 |
| 10 |
1.6115 |
1.5877 |
0.0238 |
1.5% |
0.0062 |
0.4% |
100% |
True |
False |
26 |
| 20 |
1.6115 |
1.5474 |
0.0641 |
4.0% |
0.0034 |
0.2% |
100% |
True |
False |
19 |
| 40 |
1.6115 |
1.5135 |
0.0980 |
6.1% |
0.0029 |
0.2% |
100% |
True |
False |
31 |
| 60 |
1.6115 |
1.4850 |
0.1265 |
7.8% |
0.0026 |
0.2% |
100% |
True |
False |
23 |
| 80 |
1.6115 |
1.4850 |
0.1265 |
7.8% |
0.0020 |
0.1% |
100% |
True |
False |
20 |
| 100 |
1.6115 |
1.4850 |
0.1265 |
7.8% |
0.0016 |
0.1% |
100% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6485 |
|
2.618 |
1.6343 |
|
1.618 |
1.6256 |
|
1.000 |
1.6202 |
|
0.618 |
1.6169 |
|
HIGH |
1.6115 |
|
0.618 |
1.6082 |
|
0.500 |
1.6072 |
|
0.382 |
1.6061 |
|
LOW |
1.6028 |
|
0.618 |
1.5974 |
|
1.000 |
1.5941 |
|
1.618 |
1.5887 |
|
2.618 |
1.5800 |
|
4.250 |
1.5658 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6093 |
| PP |
1.6086 |
1.6071 |
| S1 |
1.6072 |
1.6049 |
|