CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6619 |
1.6568 |
-0.0051 |
-0.3% |
1.6620 |
| High |
1.6628 |
1.6580 |
-0.0048 |
-0.3% |
1.6659 |
| Low |
1.6550 |
1.6550 |
0.0000 |
0.0% |
1.6550 |
| Close |
1.6567 |
1.6558 |
-0.0009 |
-0.1% |
1.6558 |
| Range |
0.0078 |
0.0030 |
-0.0048 |
-61.5% |
0.0109 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
69 |
83 |
14 |
20.3% |
327 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6653 |
1.6635 |
1.6575 |
|
| R3 |
1.6623 |
1.6605 |
1.6566 |
|
| R2 |
1.6593 |
1.6593 |
1.6564 |
|
| R1 |
1.6575 |
1.6575 |
1.6561 |
1.6569 |
| PP |
1.6563 |
1.6563 |
1.6563 |
1.6560 |
| S1 |
1.6545 |
1.6545 |
1.6555 |
1.6539 |
| S2 |
1.6533 |
1.6533 |
1.6553 |
|
| S3 |
1.6503 |
1.6515 |
1.6550 |
|
| S4 |
1.6473 |
1.6485 |
1.6542 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6916 |
1.6846 |
1.6618 |
|
| R3 |
1.6807 |
1.6737 |
1.6588 |
|
| R2 |
1.6698 |
1.6698 |
1.6578 |
|
| R1 |
1.6628 |
1.6628 |
1.6568 |
1.6609 |
| PP |
1.6589 |
1.6589 |
1.6589 |
1.6579 |
| S1 |
1.6519 |
1.6519 |
1.6548 |
1.6500 |
| S2 |
1.6480 |
1.6480 |
1.6538 |
|
| S3 |
1.6371 |
1.6410 |
1.6528 |
|
| S4 |
1.6262 |
1.6301 |
1.6498 |
|
|
| 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% |
0.0049 |
0.3% |
7% |
False |
True |
65 |
| 10 |
1.6659 |
1.6448 |
0.0211 |
1.3% |
0.0057 |
0.3% |
52% |
False |
False |
77 |
| 20 |
1.6659 |
1.6448 |
0.0211 |
1.3% |
0.0048 |
0.3% |
52% |
False |
False |
60 |
| 40 |
1.6733 |
1.6375 |
0.0358 |
2.2% |
0.0029 |
0.2% |
51% |
False |
False |
32 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0020 |
0.1% |
64% |
False |
False |
22 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0015 |
0.1% |
65% |
False |
False |
17 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0013 |
0.1% |
80% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6708 |
|
2.618 |
1.6659 |
|
1.618 |
1.6629 |
|
1.000 |
1.6610 |
|
0.618 |
1.6599 |
|
HIGH |
1.6580 |
|
0.618 |
1.6569 |
|
0.500 |
1.6565 |
|
0.382 |
1.6561 |
|
LOW |
1.6550 |
|
0.618 |
1.6531 |
|
1.000 |
1.6520 |
|
1.618 |
1.6501 |
|
2.618 |
1.6471 |
|
4.250 |
1.6423 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6565 |
1.6595 |
| PP |
1.6563 |
1.6583 |
| S1 |
1.6560 |
1.6570 |
|