CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6580 |
1.6628 |
0.0048 |
0.3% |
1.6616 |
| High |
1.6624 |
1.6640 |
0.0016 |
0.1% |
1.6624 |
| Low |
1.6575 |
1.6614 |
0.0039 |
0.2% |
1.6575 |
| Close |
1.6607 |
1.6614 |
0.0007 |
0.0% |
1.6607 |
| Range |
0.0049 |
0.0026 |
-0.0023 |
-46.9% |
0.0049 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
43 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6701 |
1.6683 |
1.6628 |
|
| R3 |
1.6675 |
1.6657 |
1.6621 |
|
| R2 |
1.6649 |
1.6649 |
1.6619 |
|
| R1 |
1.6631 |
1.6631 |
1.6616 |
1.6627 |
| PP |
1.6623 |
1.6623 |
1.6623 |
1.6621 |
| S1 |
1.6605 |
1.6605 |
1.6612 |
1.6601 |
| S2 |
1.6597 |
1.6597 |
1.6609 |
|
| S3 |
1.6571 |
1.6579 |
1.6607 |
|
| S4 |
1.6545 |
1.6553 |
1.6600 |
|
|
| 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 |
1.6640 |
1.6575 |
0.0065 |
0.4% |
0.0021 |
0.1% |
60% |
True |
False |
9 |
| 10 |
1.6714 |
1.6575 |
0.0139 |
0.8% |
0.0023 |
0.1% |
28% |
False |
False |
7 |
| 20 |
1.6733 |
1.6575 |
0.0158 |
1.0% |
0.0016 |
0.1% |
25% |
False |
False |
6 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0009 |
0.1% |
76% |
False |
False |
5 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0006 |
0.0% |
76% |
False |
False |
4 |
| 80 |
1.6733 |
1.6049 |
0.0684 |
4.1% |
0.0006 |
0.0% |
83% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6751 |
|
2.618 |
1.6708 |
|
1.618 |
1.6682 |
|
1.000 |
1.6666 |
|
0.618 |
1.6656 |
|
HIGH |
1.6640 |
|
0.618 |
1.6630 |
|
0.500 |
1.6627 |
|
0.382 |
1.6624 |
|
LOW |
1.6614 |
|
0.618 |
1.6598 |
|
1.000 |
1.6588 |
|
1.618 |
1.6572 |
|
2.618 |
1.6546 |
|
4.250 |
1.6504 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6627 |
1.6612 |
| PP |
1.6623 |
1.6610 |
| S1 |
1.6618 |
1.6608 |
|