CME British Pound Future September 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.6544 |
1.6549 |
0.0005 |
0.0% |
1.6447 |
High |
1.6544 |
1.6549 |
0.0005 |
0.0% |
1.6599 |
Low |
1.6544 |
1.6549 |
0.0005 |
0.0% |
1.6447 |
Close |
1.6544 |
1.6549 |
0.0005 |
0.0% |
1.6476 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0052 |
-0.0004 |
-6.5% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6549 |
1.6549 |
1.6549 |
|
R3 |
1.6549 |
1.6549 |
1.6549 |
|
R2 |
1.6549 |
1.6549 |
1.6549 |
|
R1 |
1.6549 |
1.6549 |
1.6549 |
1.6549 |
PP |
1.6549 |
1.6549 |
1.6549 |
1.6549 |
S1 |
1.6549 |
1.6549 |
1.6549 |
1.6549 |
S2 |
1.6549 |
1.6549 |
1.6549 |
|
S3 |
1.6549 |
1.6549 |
1.6549 |
|
S4 |
1.6549 |
1.6549 |
1.6549 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6963 |
1.6872 |
1.6560 |
|
R3 |
1.6811 |
1.6720 |
1.6518 |
|
R2 |
1.6659 |
1.6659 |
1.6504 |
|
R1 |
1.6568 |
1.6568 |
1.6490 |
1.6614 |
PP |
1.6507 |
1.6507 |
1.6507 |
1.6530 |
S1 |
1.6416 |
1.6416 |
1.6462 |
1.6462 |
S2 |
1.6355 |
1.6355 |
1.6448 |
|
S3 |
1.6203 |
1.6264 |
1.6434 |
|
S4 |
1.6051 |
1.6112 |
1.6392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6599 |
1.6476 |
0.0123 |
0.7% |
0.0000 |
0.0% |
59% |
False |
False |
3 |
10 |
1.6599 |
1.6326 |
0.0273 |
1.6% |
0.0001 |
0.0% |
82% |
False |
False |
2 |
20 |
1.6599 |
1.6326 |
0.0273 |
1.6% |
0.0001 |
0.0% |
82% |
False |
False |
2 |
40 |
1.6599 |
1.6230 |
0.0369 |
2.2% |
0.0001 |
0.0% |
86% |
False |
False |
2 |
60 |
1.6599 |
1.5851 |
0.0748 |
4.5% |
0.0003 |
0.0% |
93% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6549 |
2.618 |
1.6549 |
1.618 |
1.6549 |
1.000 |
1.6549 |
0.618 |
1.6549 |
HIGH |
1.6549 |
0.618 |
1.6549 |
0.500 |
1.6549 |
0.382 |
1.6549 |
LOW |
1.6549 |
0.618 |
1.6549 |
1.000 |
1.6549 |
1.618 |
1.6549 |
2.618 |
1.6549 |
4.250 |
1.6549 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6549 |
1.6537 |
PP |
1.6549 |
1.6525 |
S1 |
1.6549 |
1.6513 |
|