CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6513 |
1.6483 |
-0.0030 |
-0.2% |
1.6628 |
| High |
1.6520 |
1.6487 |
-0.0033 |
-0.2% |
1.6640 |
| Low |
1.6460 |
1.6464 |
0.0004 |
0.0% |
1.6460 |
| Close |
1.6481 |
1.6473 |
-0.0008 |
0.0% |
1.6473 |
| Range |
0.0060 |
0.0023 |
-0.0037 |
-61.7% |
0.0180 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
66 |
120 |
54 |
81.8% |
392 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6544 |
1.6531 |
1.6486 |
|
| R3 |
1.6521 |
1.6508 |
1.6479 |
|
| R2 |
1.6498 |
1.6498 |
1.6477 |
|
| R1 |
1.6485 |
1.6485 |
1.6475 |
1.6480 |
| PP |
1.6475 |
1.6475 |
1.6475 |
1.6472 |
| S1 |
1.6462 |
1.6462 |
1.6471 |
1.6457 |
| S2 |
1.6452 |
1.6452 |
1.6469 |
|
| S3 |
1.6429 |
1.6439 |
1.6467 |
|
| S4 |
1.6406 |
1.6416 |
1.6460 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7064 |
1.6949 |
1.6572 |
|
| R3 |
1.6884 |
1.6769 |
1.6523 |
|
| R2 |
1.6704 |
1.6704 |
1.6506 |
|
| R1 |
1.6589 |
1.6589 |
1.6490 |
1.6557 |
| PP |
1.6524 |
1.6524 |
1.6524 |
1.6508 |
| S1 |
1.6409 |
1.6409 |
1.6457 |
1.6377 |
| S2 |
1.6344 |
1.6344 |
1.6440 |
|
| S3 |
1.6164 |
1.6229 |
1.6424 |
|
| S4 |
1.5984 |
1.6049 |
1.6374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6640 |
1.6460 |
0.0180 |
1.1% |
0.0061 |
0.4% |
7% |
False |
False |
78 |
| 10 |
1.6640 |
1.6460 |
0.0180 |
1.1% |
0.0039 |
0.2% |
7% |
False |
False |
43 |
| 20 |
1.6733 |
1.6460 |
0.0273 |
1.7% |
0.0030 |
0.2% |
5% |
False |
False |
24 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0016 |
0.1% |
47% |
False |
False |
14 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0011 |
0.1% |
47% |
False |
False |
10 |
| 80 |
1.6733 |
1.6109 |
0.0624 |
3.8% |
0.0009 |
0.1% |
58% |
False |
False |
8 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.4% |
0.0008 |
0.1% |
71% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6585 |
|
2.618 |
1.6547 |
|
1.618 |
1.6524 |
|
1.000 |
1.6510 |
|
0.618 |
1.6501 |
|
HIGH |
1.6487 |
|
0.618 |
1.6478 |
|
0.500 |
1.6476 |
|
0.382 |
1.6473 |
|
LOW |
1.6464 |
|
0.618 |
1.6450 |
|
1.000 |
1.6441 |
|
1.618 |
1.6427 |
|
2.618 |
1.6404 |
|
4.250 |
1.6366 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6476 |
1.6543 |
| PP |
1.6475 |
1.6520 |
| S1 |
1.6474 |
1.6496 |
|