CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6483 |
1.6456 |
-0.0027 |
-0.2% |
1.6628 |
| High |
1.6487 |
1.6514 |
0.0027 |
0.2% |
1.6640 |
| Low |
1.6464 |
1.6448 |
-0.0016 |
-0.1% |
1.6460 |
| Close |
1.6473 |
1.6472 |
-0.0001 |
0.0% |
1.6473 |
| Range |
0.0023 |
0.0066 |
0.0043 |
187.0% |
0.0180 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.5% |
0.0000 |
| Volume |
120 |
40 |
-80 |
-66.7% |
392 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6676 |
1.6640 |
1.6508 |
|
| R3 |
1.6610 |
1.6574 |
1.6490 |
|
| R2 |
1.6544 |
1.6544 |
1.6484 |
|
| R1 |
1.6508 |
1.6508 |
1.6478 |
1.6526 |
| PP |
1.6478 |
1.6478 |
1.6478 |
1.6487 |
| S1 |
1.6442 |
1.6442 |
1.6466 |
1.6460 |
| S2 |
1.6412 |
1.6412 |
1.6460 |
|
| S3 |
1.6346 |
1.6376 |
1.6454 |
|
| S4 |
1.6280 |
1.6310 |
1.6436 |
|
|
| 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 |
1.6626 |
1.6448 |
0.0178 |
1.1% |
0.0069 |
0.4% |
13% |
False |
True |
84 |
| 10 |
1.6640 |
1.6448 |
0.0192 |
1.2% |
0.0045 |
0.3% |
13% |
False |
True |
47 |
| 20 |
1.6733 |
1.6448 |
0.0285 |
1.7% |
0.0033 |
0.2% |
8% |
False |
True |
26 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0018 |
0.1% |
47% |
False |
False |
15 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0012 |
0.1% |
47% |
False |
False |
11 |
| 80 |
1.6733 |
1.6140 |
0.0593 |
3.6% |
0.0010 |
0.1% |
56% |
False |
False |
8 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.4% |
0.0009 |
0.1% |
70% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6795 |
|
2.618 |
1.6687 |
|
1.618 |
1.6621 |
|
1.000 |
1.6580 |
|
0.618 |
1.6555 |
|
HIGH |
1.6514 |
|
0.618 |
1.6489 |
|
0.500 |
1.6481 |
|
0.382 |
1.6473 |
|
LOW |
1.6448 |
|
0.618 |
1.6407 |
|
1.000 |
1.6382 |
|
1.618 |
1.6341 |
|
2.618 |
1.6275 |
|
4.250 |
1.6168 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6481 |
1.6484 |
| PP |
1.6478 |
1.6480 |
| S1 |
1.6475 |
1.6476 |
|