CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.6810 |
1.6831 |
0.0021 |
0.1% |
1.6945 |
High |
1.6810 |
1.6831 |
0.0021 |
0.1% |
1.6945 |
Low |
1.6810 |
1.6831 |
0.0021 |
0.1% |
1.6787 |
Close |
1.6810 |
1.6831 |
0.0021 |
0.1% |
1.6787 |
Range |
|
|
|
|
|
ATR |
0.0029 |
0.0029 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6831 |
1.6831 |
1.6831 |
|
R3 |
1.6831 |
1.6831 |
1.6831 |
|
R2 |
1.6831 |
1.6831 |
1.6831 |
|
R1 |
1.6831 |
1.6831 |
1.6831 |
1.6831 |
PP |
1.6831 |
1.6831 |
1.6831 |
1.6831 |
S1 |
1.6831 |
1.6831 |
1.6831 |
1.6831 |
S2 |
1.6831 |
1.6831 |
1.6831 |
|
S3 |
1.6831 |
1.6831 |
1.6831 |
|
S4 |
1.6831 |
1.6831 |
1.6831 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7314 |
1.7208 |
1.6874 |
|
R3 |
1.7156 |
1.7050 |
1.6830 |
|
R2 |
1.6998 |
1.6998 |
1.6816 |
|
R1 |
1.6892 |
1.6892 |
1.6801 |
1.6866 |
PP |
1.6840 |
1.6840 |
1.6840 |
1.6827 |
S1 |
1.6734 |
1.6734 |
1.6773 |
1.6708 |
S2 |
1.6682 |
1.6682 |
1.6758 |
|
S3 |
1.6524 |
1.6576 |
1.6744 |
|
S4 |
1.6366 |
1.6418 |
1.6700 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6871 |
1.6787 |
0.0084 |
0.5% |
0.0000 |
0.0% |
52% |
False |
False |
1 |
10 |
1.6998 |
1.6787 |
0.0211 |
1.3% |
0.0003 |
0.0% |
21% |
False |
False |
1 |
20 |
1.7108 |
1.6787 |
0.0321 |
1.9% |
0.0004 |
0.0% |
14% |
False |
False |
5 |
40 |
1.7109 |
1.6709 |
0.0400 |
2.4% |
0.0002 |
0.0% |
31% |
False |
False |
7 |
60 |
1.7109 |
1.6662 |
0.0447 |
2.7% |
0.0001 |
0.0% |
38% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6831 |
2.618 |
1.6831 |
1.618 |
1.6831 |
1.000 |
1.6831 |
0.618 |
1.6831 |
HIGH |
1.6831 |
0.618 |
1.6831 |
0.500 |
1.6831 |
0.382 |
1.6831 |
LOW |
1.6831 |
0.618 |
1.6831 |
1.000 |
1.6831 |
1.618 |
1.6831 |
2.618 |
1.6831 |
4.250 |
1.6831 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6831 |
1.6824 |
PP |
1.6831 |
1.6816 |
S1 |
1.6831 |
1.6809 |
|