CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.6998 |
1.6938 |
-0.0060 |
-0.4% |
1.7033 |
High |
1.6998 |
1.6938 |
-0.0060 |
-0.4% |
1.7096 |
Low |
1.6982 |
1.6938 |
-0.0044 |
-0.3% |
1.7013 |
Close |
1.6982 |
1.6938 |
-0.0044 |
-0.3% |
1.7046 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0083 |
ATR |
0.0029 |
0.0030 |
0.0001 |
3.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
55 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6938 |
1.6938 |
1.6938 |
|
R3 |
1.6938 |
1.6938 |
1.6938 |
|
R2 |
1.6938 |
1.6938 |
1.6938 |
|
R1 |
1.6938 |
1.6938 |
1.6938 |
1.6938 |
PP |
1.6938 |
1.6938 |
1.6938 |
1.6938 |
S1 |
1.6938 |
1.6938 |
1.6938 |
1.6938 |
S2 |
1.6938 |
1.6938 |
1.6938 |
|
S3 |
1.6938 |
1.6938 |
1.6938 |
|
S4 |
1.6938 |
1.6938 |
1.6938 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7301 |
1.7256 |
1.7092 |
|
R3 |
1.7218 |
1.7173 |
1.7069 |
|
R2 |
1.7135 |
1.7135 |
1.7061 |
|
R1 |
1.7090 |
1.7090 |
1.7054 |
1.7113 |
PP |
1.7052 |
1.7052 |
1.7052 |
1.7063 |
S1 |
1.7007 |
1.7007 |
1.7038 |
1.7030 |
S2 |
1.6969 |
1.6969 |
1.7031 |
|
S3 |
1.6886 |
1.6924 |
1.7023 |
|
S4 |
1.6803 |
1.6841 |
1.7000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.7046 |
1.6938 |
0.0108 |
0.6% |
0.0012 |
0.1% |
0% |
False |
True |
3 |
10 |
1.7096 |
1.6938 |
0.0158 |
0.9% |
0.0006 |
0.0% |
0% |
False |
True |
7 |
20 |
1.7109 |
1.6938 |
0.0171 |
1.0% |
0.0003 |
0.0% |
0% |
False |
True |
9 |
40 |
1.7109 |
1.6674 |
0.0435 |
2.6% |
0.0002 |
0.0% |
61% |
False |
False |
7 |
60 |
1.7109 |
1.6662 |
0.0447 |
2.6% |
0.0002 |
0.0% |
62% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6938 |
2.618 |
1.6938 |
1.618 |
1.6938 |
1.000 |
1.6938 |
0.618 |
1.6938 |
HIGH |
1.6938 |
0.618 |
1.6938 |
0.500 |
1.6938 |
0.382 |
1.6938 |
LOW |
1.6938 |
0.618 |
1.6938 |
1.000 |
1.6938 |
1.618 |
1.6938 |
2.618 |
1.6938 |
4.250 |
1.6938 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6938 |
1.6975 |
PP |
1.6938 |
1.6963 |
S1 |
1.6938 |
1.6950 |
|