CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.6945 |
1.6905 |
-0.0040 |
-0.2% |
1.7037 |
High |
1.6945 |
1.6905 |
-0.0040 |
-0.2% |
1.7037 |
Low |
1.6934 |
1.6900 |
-0.0034 |
-0.2% |
1.6930 |
Close |
1.6934 |
1.6900 |
-0.0034 |
-0.2% |
1.6930 |
Range |
0.0011 |
0.0005 |
-0.0006 |
-54.5% |
0.0107 |
ATR |
0.0027 |
0.0028 |
0.0000 |
1.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6917 |
1.6913 |
1.6903 |
|
R3 |
1.6912 |
1.6908 |
1.6901 |
|
R2 |
1.6907 |
1.6907 |
1.6901 |
|
R1 |
1.6903 |
1.6903 |
1.6900 |
1.6903 |
PP |
1.6902 |
1.6902 |
1.6902 |
1.6901 |
S1 |
1.6898 |
1.6898 |
1.6900 |
1.6898 |
S2 |
1.6897 |
1.6897 |
1.6899 |
|
S3 |
1.6892 |
1.6893 |
1.6899 |
|
S4 |
1.6887 |
1.6888 |
1.6897 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7287 |
1.7215 |
1.6989 |
|
R3 |
1.7180 |
1.7108 |
1.6959 |
|
R2 |
1.7073 |
1.7073 |
1.6950 |
|
R1 |
1.7001 |
1.7001 |
1.6940 |
1.6984 |
PP |
1.6966 |
1.6966 |
1.6966 |
1.6957 |
S1 |
1.6894 |
1.6894 |
1.6920 |
1.6877 |
S2 |
1.6859 |
1.6859 |
1.6910 |
|
S3 |
1.6752 |
1.6787 |
1.6901 |
|
S4 |
1.6645 |
1.6680 |
1.6871 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6998 |
1.6900 |
0.0098 |
0.6% |
0.0006 |
0.0% |
0% |
False |
True |
1 |
10 |
1.7085 |
1.6900 |
0.0185 |
1.1% |
0.0008 |
0.0% |
0% |
False |
True |
4 |
20 |
1.7109 |
1.6900 |
0.0209 |
1.2% |
0.0004 |
0.0% |
0% |
False |
True |
7 |
40 |
1.7109 |
1.6697 |
0.0412 |
2.4% |
0.0002 |
0.0% |
49% |
False |
False |
7 |
60 |
1.7109 |
1.6662 |
0.0447 |
2.6% |
0.0002 |
0.0% |
53% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6926 |
2.618 |
1.6918 |
1.618 |
1.6913 |
1.000 |
1.6910 |
0.618 |
1.6908 |
HIGH |
1.6905 |
0.618 |
1.6903 |
0.500 |
1.6903 |
0.382 |
1.6902 |
LOW |
1.6900 |
0.618 |
1.6897 |
1.000 |
1.6895 |
1.618 |
1.6892 |
2.618 |
1.6887 |
4.250 |
1.6879 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6903 |
1.6923 |
PP |
1.6902 |
1.6915 |
S1 |
1.6901 |
1.6908 |
|