CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6606 |
1.6619 |
0.0013 |
0.1% |
1.6616 |
| High |
1.6606 |
1.6626 |
0.0020 |
0.1% |
1.6624 |
| Low |
1.6526 |
1.6509 |
-0.0017 |
-0.1% |
1.6575 |
| Close |
1.6563 |
1.6509 |
-0.0054 |
-0.3% |
1.6607 |
| Range |
0.0080 |
0.0117 |
0.0037 |
46.3% |
0.0049 |
| ATR |
0.0045 |
0.0050 |
0.0005 |
11.5% |
0.0000 |
| Volume |
13 |
185 |
172 |
1,323.1% |
43 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6899 |
1.6821 |
1.6573 |
|
| R3 |
1.6782 |
1.6704 |
1.6541 |
|
| R2 |
1.6665 |
1.6665 |
1.6530 |
|
| R1 |
1.6587 |
1.6587 |
1.6520 |
1.6568 |
| PP |
1.6548 |
1.6548 |
1.6548 |
1.6538 |
| S1 |
1.6470 |
1.6470 |
1.6498 |
1.6451 |
| S2 |
1.6431 |
1.6431 |
1.6488 |
|
| S3 |
1.6314 |
1.6353 |
1.6477 |
|
| S4 |
1.6197 |
1.6236 |
1.6445 |
|
|
| 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 |
1.6509 |
0.0131 |
0.8% |
0.0054 |
0.3% |
0% |
False |
True |
43 |
| 10 |
1.6714 |
1.6509 |
0.0205 |
1.2% |
0.0035 |
0.2% |
0% |
False |
True |
26 |
| 20 |
1.6733 |
1.6509 |
0.0224 |
1.4% |
0.0025 |
0.2% |
0% |
False |
True |
16 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0014 |
0.1% |
54% |
False |
False |
9 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0010 |
0.1% |
54% |
False |
False |
7 |
| 80 |
1.6733 |
1.6109 |
0.0624 |
3.8% |
0.0008 |
0.0% |
64% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7123 |
|
2.618 |
1.6932 |
|
1.618 |
1.6815 |
|
1.000 |
1.6743 |
|
0.618 |
1.6698 |
|
HIGH |
1.6626 |
|
0.618 |
1.6581 |
|
0.500 |
1.6568 |
|
0.382 |
1.6554 |
|
LOW |
1.6509 |
|
0.618 |
1.6437 |
|
1.000 |
1.6392 |
|
1.618 |
1.6320 |
|
2.618 |
1.6203 |
|
4.250 |
1.6012 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6568 |
1.6575 |
| PP |
1.6548 |
1.6553 |
| S1 |
1.6529 |
1.6531 |
|