CME British Pound Future September 2014
Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.6724 |
1.6781 |
0.0057 |
0.3% |
1.6620 |
High |
1.6778 |
1.6798 |
0.0020 |
0.1% |
1.6659 |
Low |
1.6708 |
1.6736 |
0.0028 |
0.2% |
1.6550 |
Close |
1.6773 |
1.6767 |
-0.0006 |
0.0% |
1.6558 |
Range |
0.0070 |
0.0062 |
-0.0008 |
-11.4% |
0.0109 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
Volume |
285 |
309 |
24 |
8.4% |
327 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6953 |
1.6922 |
1.6801 |
|
R3 |
1.6891 |
1.6860 |
1.6784 |
|
R2 |
1.6829 |
1.6829 |
1.6778 |
|
R1 |
1.6798 |
1.6798 |
1.6773 |
1.6783 |
PP |
1.6767 |
1.6767 |
1.6767 |
1.6759 |
S1 |
1.6736 |
1.6736 |
1.6761 |
1.6721 |
S2 |
1.6705 |
1.6705 |
1.6756 |
|
S3 |
1.6643 |
1.6674 |
1.6750 |
|
S4 |
1.6581 |
1.6612 |
1.6733 |
|
|
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 |
1.6798 |
1.6550 |
0.0248 |
1.5% |
0.0069 |
0.4% |
88% |
True |
False |
148 |
10 |
1.6798 |
1.6550 |
0.0248 |
1.5% |
0.0060 |
0.4% |
88% |
True |
False |
117 |
20 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0062 |
0.4% |
91% |
True |
False |
91 |
40 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0037 |
0.2% |
91% |
True |
False |
48 |
60 |
1.6798 |
1.6241 |
0.0557 |
3.3% |
0.0026 |
0.2% |
94% |
True |
False |
33 |
80 |
1.6798 |
1.6230 |
0.0568 |
3.4% |
0.0019 |
0.1% |
95% |
True |
False |
25 |
100 |
1.6798 |
1.6049 |
0.0749 |
4.5% |
0.0016 |
0.1% |
96% |
True |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7062 |
2.618 |
1.6960 |
1.618 |
1.6898 |
1.000 |
1.6860 |
0.618 |
1.6836 |
HIGH |
1.6798 |
0.618 |
1.6774 |
0.500 |
1.6767 |
0.382 |
1.6760 |
LOW |
1.6736 |
0.618 |
1.6698 |
1.000 |
1.6674 |
1.618 |
1.6636 |
2.618 |
1.6574 |
4.250 |
1.6473 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6767 |
1.6743 |
PP |
1.6767 |
1.6720 |
S1 |
1.6767 |
1.6696 |
|