CME British Pound Future September 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.6447 |
1.6545 |
0.0098 |
0.6% |
1.6357 |
High |
1.6447 |
1.6545 |
0.0098 |
0.6% |
1.6404 |
Low |
1.6447 |
1.6545 |
0.0098 |
0.6% |
1.6326 |
Close |
1.6447 |
1.6545 |
0.0098 |
0.6% |
1.6389 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0049 |
0.0004 |
8.2% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6545 |
1.6545 |
1.6545 |
|
R3 |
1.6545 |
1.6545 |
1.6545 |
|
R2 |
1.6545 |
1.6545 |
1.6545 |
|
R1 |
1.6545 |
1.6545 |
1.6545 |
1.6545 |
PP |
1.6545 |
1.6545 |
1.6545 |
1.6545 |
S1 |
1.6545 |
1.6545 |
1.6545 |
1.6545 |
S2 |
1.6545 |
1.6545 |
1.6545 |
|
S3 |
1.6545 |
1.6545 |
1.6545 |
|
S4 |
1.6545 |
1.6545 |
1.6545 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6607 |
1.6576 |
1.6432 |
|
R3 |
1.6529 |
1.6498 |
1.6410 |
|
R2 |
1.6451 |
1.6451 |
1.6403 |
|
R1 |
1.6420 |
1.6420 |
1.6396 |
1.6436 |
PP |
1.6373 |
1.6373 |
1.6373 |
1.6381 |
S1 |
1.6342 |
1.6342 |
1.6382 |
1.6358 |
S2 |
1.6295 |
1.6295 |
1.6375 |
|
S3 |
1.6217 |
1.6264 |
1.6368 |
|
S4 |
1.6139 |
1.6186 |
1.6346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6545 |
1.6326 |
0.0219 |
1.3% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
10 |
1.6545 |
1.6326 |
0.0219 |
1.3% |
0.0001 |
0.0% |
100% |
True |
False |
2 |
20 |
1.6545 |
1.6315 |
0.0230 |
1.4% |
0.0001 |
0.0% |
100% |
True |
False |
2 |
40 |
1.6545 |
1.6109 |
0.0436 |
2.6% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
60 |
1.6545 |
1.5851 |
0.0694 |
4.2% |
0.0003 |
0.0% |
100% |
True |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6545 |
2.618 |
1.6545 |
1.618 |
1.6545 |
1.000 |
1.6545 |
0.618 |
1.6545 |
HIGH |
1.6545 |
0.618 |
1.6545 |
0.500 |
1.6545 |
0.382 |
1.6545 |
LOW |
1.6545 |
0.618 |
1.6545 |
1.000 |
1.6545 |
1.618 |
1.6545 |
2.618 |
1.6545 |
4.250 |
1.6545 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6545 |
1.6519 |
PP |
1.6545 |
1.6493 |
S1 |
1.6545 |
1.6467 |
|