CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6610 |
1.6600 |
-0.0010 |
-0.1% |
1.6690 |
| High |
1.6610 |
1.6600 |
-0.0010 |
-0.1% |
1.6714 |
| Low |
1.6603 |
1.6577 |
-0.0026 |
-0.2% |
1.6635 |
| Close |
1.6603 |
1.6591 |
-0.0012 |
-0.1% |
1.6701 |
| Range |
0.0007 |
0.0023 |
0.0016 |
228.6% |
0.0079 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
5 |
23 |
18 |
360.0% |
30 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6658 |
1.6648 |
1.6604 |
|
| R3 |
1.6635 |
1.6625 |
1.6597 |
|
| R2 |
1.6612 |
1.6612 |
1.6595 |
|
| R1 |
1.6602 |
1.6602 |
1.6593 |
1.6596 |
| PP |
1.6589 |
1.6589 |
1.6589 |
1.6586 |
| S1 |
1.6579 |
1.6579 |
1.6589 |
1.6573 |
| S2 |
1.6566 |
1.6566 |
1.6587 |
|
| S3 |
1.6543 |
1.6556 |
1.6585 |
|
| S4 |
1.6520 |
1.6533 |
1.6578 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6920 |
1.6890 |
1.6744 |
|
| R3 |
1.6841 |
1.6811 |
1.6723 |
|
| R2 |
1.6762 |
1.6762 |
1.6715 |
|
| R1 |
1.6732 |
1.6732 |
1.6708 |
1.6747 |
| PP |
1.6683 |
1.6683 |
1.6683 |
1.6691 |
| S1 |
1.6653 |
1.6653 |
1.6694 |
1.6668 |
| S2 |
1.6604 |
1.6604 |
1.6687 |
|
| S3 |
1.6525 |
1.6574 |
1.6679 |
|
| S4 |
1.6446 |
1.6495 |
1.6658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6714 |
1.6577 |
0.0137 |
0.8% |
0.0015 |
0.1% |
10% |
False |
True |
9 |
| 10 |
1.6733 |
1.6577 |
0.0156 |
0.9% |
0.0021 |
0.1% |
9% |
False |
True |
6 |
| 20 |
1.6733 |
1.6568 |
0.0165 |
1.0% |
0.0012 |
0.1% |
14% |
False |
False |
6 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0008 |
0.0% |
71% |
False |
False |
4 |
| 60 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0005 |
0.0% |
72% |
False |
False |
3 |
| 80 |
1.6733 |
1.6018 |
0.0715 |
4.3% |
0.0005 |
0.0% |
80% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6698 |
|
2.618 |
1.6660 |
|
1.618 |
1.6637 |
|
1.000 |
1.6623 |
|
0.618 |
1.6614 |
|
HIGH |
1.6600 |
|
0.618 |
1.6591 |
|
0.500 |
1.6589 |
|
0.382 |
1.6586 |
|
LOW |
1.6577 |
|
0.618 |
1.6563 |
|
1.000 |
1.6554 |
|
1.618 |
1.6540 |
|
2.618 |
1.6517 |
|
4.250 |
1.6479 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6590 |
1.6597 |
| PP |
1.6589 |
1.6595 |
| S1 |
1.6589 |
1.6593 |
|