CME British Pound Future September 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.6592 |
1.6580 |
-0.0012 |
-0.1% |
1.6616 |
High |
1.6592 |
1.6624 |
0.0032 |
0.2% |
1.6624 |
Low |
1.6592 |
1.6575 |
-0.0017 |
-0.1% |
1.6575 |
Close |
1.6592 |
1.6607 |
0.0015 |
0.1% |
1.6607 |
Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0049 |
ATR |
0.0042 |
0.0042 |
0.0001 |
1.2% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
43 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6749 |
1.6727 |
1.6634 |
|
R3 |
1.6700 |
1.6678 |
1.6620 |
|
R2 |
1.6651 |
1.6651 |
1.6616 |
|
R1 |
1.6629 |
1.6629 |
1.6611 |
1.6640 |
PP |
1.6602 |
1.6602 |
1.6602 |
1.6608 |
S1 |
1.6580 |
1.6580 |
1.6603 |
1.6591 |
S2 |
1.6553 |
1.6553 |
1.6598 |
|
S3 |
1.6504 |
1.6531 |
1.6594 |
|
S4 |
1.6455 |
1.6482 |
1.6580 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6749 |
1.6727 |
1.6634 |
|
R3 |
1.6700 |
1.6678 |
1.6620 |
|
R2 |
1.6651 |
1.6651 |
1.6616 |
|
R1 |
1.6629 |
1.6629 |
1.6611 |
1.6616 |
PP |
1.6602 |
1.6602 |
1.6602 |
1.6595 |
S1 |
1.6580 |
1.6580 |
1.6603 |
1.6567 |
S2 |
1.6553 |
1.6553 |
1.6598 |
|
S3 |
1.6504 |
1.6531 |
1.6594 |
|
S4 |
1.6455 |
1.6482 |
1.6580 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6624 |
1.6575 |
0.0049 |
0.3% |
0.0016 |
0.1% |
65% |
True |
True |
8 |
10 |
1.6714 |
1.6575 |
0.0139 |
0.8% |
0.0026 |
0.2% |
23% |
False |
True |
7 |
20 |
1.6733 |
1.6575 |
0.0158 |
1.0% |
0.0014 |
0.1% |
20% |
False |
True |
6 |
40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0008 |
0.1% |
74% |
False |
False |
5 |
60 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0006 |
0.0% |
75% |
False |
False |
4 |
80 |
1.6733 |
1.6049 |
0.0684 |
4.1% |
0.0005 |
0.0% |
82% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6832 |
2.618 |
1.6752 |
1.618 |
1.6703 |
1.000 |
1.6673 |
0.618 |
1.6654 |
HIGH |
1.6624 |
0.618 |
1.6605 |
0.500 |
1.6600 |
0.382 |
1.6594 |
LOW |
1.6575 |
0.618 |
1.6545 |
1.000 |
1.6526 |
1.618 |
1.6496 |
2.618 |
1.6447 |
4.250 |
1.6367 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6605 |
1.6605 |
PP |
1.6602 |
1.6602 |
S1 |
1.6600 |
1.6600 |
|