CME British Pound Future September 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.6619 |
1.6638 |
0.0019 |
0.1% |
1.6656 |
High |
1.6619 |
1.6638 |
0.0019 |
0.1% |
1.6670 |
Low |
1.6619 |
1.6638 |
0.0019 |
0.1% |
1.6619 |
Close |
1.6619 |
1.6638 |
0.0019 |
0.1% |
1.6619 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0049 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
10 |
10 |
0 |
0.0% |
22 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6638 |
1.6638 |
1.6638 |
|
R3 |
1.6638 |
1.6638 |
1.6638 |
|
R2 |
1.6638 |
1.6638 |
1.6638 |
|
R1 |
1.6638 |
1.6638 |
1.6638 |
1.6638 |
PP |
1.6638 |
1.6638 |
1.6638 |
1.6638 |
S1 |
1.6638 |
1.6638 |
1.6638 |
1.6638 |
S2 |
1.6638 |
1.6638 |
1.6638 |
|
S3 |
1.6638 |
1.6638 |
1.6638 |
|
S4 |
1.6638 |
1.6638 |
1.6638 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6789 |
1.6755 |
1.6647 |
|
R3 |
1.6738 |
1.6704 |
1.6633 |
|
R2 |
1.6687 |
1.6687 |
1.6628 |
|
R1 |
1.6653 |
1.6653 |
1.6624 |
1.6645 |
PP |
1.6636 |
1.6636 |
1.6636 |
1.6632 |
S1 |
1.6602 |
1.6602 |
1.6614 |
1.6594 |
S2 |
1.6585 |
1.6585 |
1.6610 |
|
S3 |
1.6534 |
1.6551 |
1.6605 |
|
S4 |
1.6483 |
1.6500 |
1.6591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6670 |
1.6619 |
0.0051 |
0.3% |
0.0000 |
0.0% |
37% |
False |
False |
6 |
10 |
1.6714 |
1.6375 |
0.0339 |
2.0% |
0.0000 |
0.0% |
78% |
False |
False |
3 |
20 |
1.6714 |
1.6241 |
0.0473 |
2.8% |
0.0003 |
0.0% |
84% |
False |
False |
4 |
40 |
1.6714 |
1.6241 |
0.0473 |
2.8% |
0.0002 |
0.0% |
84% |
False |
False |
3 |
60 |
1.6714 |
1.6140 |
0.0574 |
3.4% |
0.0002 |
0.0% |
87% |
False |
False |
2 |
80 |
1.6714 |
1.5851 |
0.0863 |
5.2% |
0.0003 |
0.0% |
91% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6638 |
2.618 |
1.6638 |
1.618 |
1.6638 |
1.000 |
1.6638 |
0.618 |
1.6638 |
HIGH |
1.6638 |
0.618 |
1.6638 |
0.500 |
1.6638 |
0.382 |
1.6638 |
LOW |
1.6638 |
0.618 |
1.6638 |
1.000 |
1.6638 |
1.618 |
1.6638 |
2.618 |
1.6638 |
4.250 |
1.6638 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6638 |
1.6635 |
PP |
1.6638 |
1.6632 |
S1 |
1.6638 |
1.6629 |
|