CME British Pound Future September 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.6600 |
1.6592 |
-0.0008 |
0.0% |
1.6690 |
High |
1.6600 |
1.6592 |
-0.0008 |
0.0% |
1.6714 |
Low |
1.6577 |
1.6592 |
0.0015 |
0.1% |
1.6635 |
Close |
1.6591 |
1.6592 |
0.0001 |
0.0% |
1.6701 |
Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0079 |
ATR |
0.0045 |
0.0042 |
-0.0003 |
-7.0% |
0.0000 |
Volume |
23 |
5 |
-18 |
-78.3% |
30 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6592 |
1.6592 |
1.6592 |
|
R3 |
1.6592 |
1.6592 |
1.6592 |
|
R2 |
1.6592 |
1.6592 |
1.6592 |
|
R1 |
1.6592 |
1.6592 |
1.6592 |
1.6592 |
PP |
1.6592 |
1.6592 |
1.6592 |
1.6592 |
S1 |
1.6592 |
1.6592 |
1.6592 |
1.6592 |
S2 |
1.6592 |
1.6592 |
1.6592 |
|
S3 |
1.6592 |
1.6592 |
1.6592 |
|
S4 |
1.6592 |
1.6592 |
1.6592 |
|
|
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 |
1.6701 |
1.6577 |
0.0124 |
0.7% |
0.0006 |
0.0% |
12% |
False |
False |
8 |
10 |
1.6733 |
1.6577 |
0.0156 |
0.9% |
0.0021 |
0.1% |
10% |
False |
False |
7 |
20 |
1.6733 |
1.6577 |
0.0156 |
0.9% |
0.0012 |
0.1% |
10% |
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 |
1.6049 |
0.0684 |
4.1% |
0.0005 |
0.0% |
79% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6592 |
2.618 |
1.6592 |
1.618 |
1.6592 |
1.000 |
1.6592 |
0.618 |
1.6592 |
HIGH |
1.6592 |
0.618 |
1.6592 |
0.500 |
1.6592 |
0.382 |
1.6592 |
LOW |
1.6592 |
0.618 |
1.6592 |
1.000 |
1.6592 |
1.618 |
1.6592 |
2.618 |
1.6592 |
4.250 |
1.6592 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6592 |
1.6594 |
PP |
1.6592 |
1.6593 |
S1 |
1.6592 |
1.6593 |
|