CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.6028 |
1.6136 |
0.0108 |
0.7% |
1.6040 |
High |
1.6115 |
1.6167 |
0.0052 |
0.3% |
1.6115 |
Low |
1.6028 |
1.6119 |
0.0091 |
0.6% |
1.5942 |
Close |
1.6115 |
1.6167 |
0.0052 |
0.3% |
1.6115 |
Range |
0.0087 |
0.0048 |
-0.0039 |
-44.8% |
0.0173 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
17 |
17 |
0 |
0.0% |
139 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6295 |
1.6279 |
1.6193 |
|
R3 |
1.6247 |
1.6231 |
1.6180 |
|
R2 |
1.6199 |
1.6199 |
1.6176 |
|
R1 |
1.6183 |
1.6183 |
1.6171 |
1.6191 |
PP |
1.6151 |
1.6151 |
1.6151 |
1.6155 |
S1 |
1.6135 |
1.6135 |
1.6163 |
1.6143 |
S2 |
1.6103 |
1.6103 |
1.6158 |
|
S3 |
1.6055 |
1.6087 |
1.6154 |
|
S4 |
1.6007 |
1.6039 |
1.6141 |
|
|
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 |
1.6167 |
1.5942 |
0.0225 |
1.4% |
0.0057 |
0.4% |
100% |
True |
False |
13 |
10 |
1.6167 |
1.5890 |
0.0277 |
1.7% |
0.0061 |
0.4% |
100% |
True |
False |
28 |
20 |
1.6167 |
1.5543 |
0.0624 |
3.9% |
0.0036 |
0.2% |
100% |
True |
False |
20 |
40 |
1.6167 |
1.5204 |
0.0963 |
6.0% |
0.0027 |
0.2% |
100% |
True |
False |
31 |
60 |
1.6167 |
1.4850 |
0.1317 |
8.1% |
0.0024 |
0.2% |
100% |
True |
False |
23 |
80 |
1.6167 |
1.4850 |
0.1317 |
8.1% |
0.0021 |
0.1% |
100% |
True |
False |
20 |
100 |
1.6167 |
1.4850 |
0.1317 |
8.1% |
0.0017 |
0.1% |
100% |
True |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6371 |
2.618 |
1.6293 |
1.618 |
1.6245 |
1.000 |
1.6215 |
0.618 |
1.6197 |
HIGH |
1.6167 |
0.618 |
1.6149 |
0.500 |
1.6143 |
0.382 |
1.6137 |
LOW |
1.6119 |
0.618 |
1.6089 |
1.000 |
1.6071 |
1.618 |
1.6041 |
2.618 |
1.5993 |
4.250 |
1.5915 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6159 |
1.6136 |
PP |
1.6151 |
1.6106 |
S1 |
1.6143 |
1.6075 |
|