CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6615 |
1.6619 |
0.0004 |
0.0% |
1.6456 |
| High |
1.6640 |
1.6628 |
-0.0012 |
-0.1% |
1.6630 |
| Low |
1.6604 |
1.6550 |
-0.0054 |
-0.3% |
1.6448 |
| Close |
1.6604 |
1.6567 |
-0.0037 |
-0.2% |
1.6623 |
| Range |
0.0036 |
0.0078 |
0.0042 |
116.7% |
0.0182 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.5% |
0.0000 |
| Volume |
28 |
69 |
41 |
146.4% |
447 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6816 |
1.6769 |
1.6610 |
|
| R3 |
1.6738 |
1.6691 |
1.6588 |
|
| R2 |
1.6660 |
1.6660 |
1.6581 |
|
| R1 |
1.6613 |
1.6613 |
1.6574 |
1.6598 |
| PP |
1.6582 |
1.6582 |
1.6582 |
1.6574 |
| S1 |
1.6535 |
1.6535 |
1.6560 |
1.6520 |
| S2 |
1.6504 |
1.6504 |
1.6553 |
|
| S3 |
1.6426 |
1.6457 |
1.6546 |
|
| S4 |
1.6348 |
1.6379 |
1.6524 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7113 |
1.7050 |
1.6723 |
|
| R3 |
1.6931 |
1.6868 |
1.6673 |
|
| R2 |
1.6749 |
1.6749 |
1.6656 |
|
| R1 |
1.6686 |
1.6686 |
1.6640 |
1.6718 |
| PP |
1.6567 |
1.6567 |
1.6567 |
1.6583 |
| S1 |
1.6504 |
1.6504 |
1.6606 |
1.6536 |
| S2 |
1.6385 |
1.6385 |
1.6590 |
|
| S3 |
1.6203 |
1.6322 |
1.6573 |
|
| S4 |
1.6021 |
1.6140 |
1.6523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6659 |
1.6550 |
0.0109 |
0.7% |
0.0052 |
0.3% |
16% |
False |
True |
86 |
| 10 |
1.6659 |
1.6448 |
0.0211 |
1.3% |
0.0056 |
0.3% |
56% |
False |
False |
81 |
| 20 |
1.6701 |
1.6448 |
0.0253 |
1.5% |
0.0046 |
0.3% |
47% |
False |
False |
56 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0030 |
0.2% |
66% |
False |
False |
30 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0020 |
0.1% |
66% |
False |
False |
21 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0015 |
0.1% |
67% |
False |
False |
16 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0013 |
0.1% |
81% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6960 |
|
2.618 |
1.6832 |
|
1.618 |
1.6754 |
|
1.000 |
1.6706 |
|
0.618 |
1.6676 |
|
HIGH |
1.6628 |
|
0.618 |
1.6598 |
|
0.500 |
1.6589 |
|
0.382 |
1.6580 |
|
LOW |
1.6550 |
|
0.618 |
1.6502 |
|
1.000 |
1.6472 |
|
1.618 |
1.6424 |
|
2.618 |
1.6346 |
|
4.250 |
1.6219 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6589 |
1.6599 |
| PP |
1.6582 |
1.6588 |
| S1 |
1.6574 |
1.6578 |
|