CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.6734 |
1.6745 |
0.0011 |
0.1% |
1.6810 |
High |
1.6734 |
1.6745 |
0.0011 |
0.1% |
1.6831 |
Low |
1.6734 |
1.6745 |
0.0011 |
0.1% |
1.6734 |
Close |
1.6734 |
1.6745 |
0.0011 |
0.1% |
1.6734 |
Range |
|
|
|
|
|
ATR |
0.0030 |
0.0028 |
-0.0001 |
-4.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6745 |
1.6745 |
1.6745 |
|
R3 |
1.6745 |
1.6745 |
1.6745 |
|
R2 |
1.6745 |
1.6745 |
1.6745 |
|
R1 |
1.6745 |
1.6745 |
1.6745 |
1.6745 |
PP |
1.6745 |
1.6745 |
1.6745 |
1.6745 |
S1 |
1.6745 |
1.6745 |
1.6745 |
1.6745 |
S2 |
1.6745 |
1.6745 |
1.6745 |
|
S3 |
1.6745 |
1.6745 |
1.6745 |
|
S4 |
1.6745 |
1.6745 |
1.6745 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7057 |
1.6993 |
1.6787 |
|
R3 |
1.6960 |
1.6896 |
1.6761 |
|
R2 |
1.6863 |
1.6863 |
1.6752 |
|
R1 |
1.6799 |
1.6799 |
1.6743 |
1.6783 |
PP |
1.6766 |
1.6766 |
1.6766 |
1.6758 |
S1 |
1.6702 |
1.6702 |
1.6725 |
1.6686 |
S2 |
1.6669 |
1.6669 |
1.6716 |
|
S3 |
1.6572 |
1.6605 |
1.6707 |
|
S4 |
1.6475 |
1.6508 |
1.6681 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6831 |
1.6734 |
0.0097 |
0.6% |
0.0000 |
0.0% |
11% |
False |
False |
2 |
10 |
1.6905 |
1.6734 |
0.0171 |
1.0% |
0.0001 |
0.0% |
6% |
False |
False |
1 |
20 |
1.7096 |
1.6734 |
0.0362 |
2.2% |
0.0004 |
0.0% |
3% |
False |
False |
3 |
40 |
1.7109 |
1.6734 |
0.0375 |
2.2% |
0.0002 |
0.0% |
3% |
False |
False |
7 |
60 |
1.7109 |
1.6662 |
0.0447 |
2.7% |
0.0001 |
0.0% |
19% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6745 |
2.618 |
1.6745 |
1.618 |
1.6745 |
1.000 |
1.6745 |
0.618 |
1.6745 |
HIGH |
1.6745 |
0.618 |
1.6745 |
0.500 |
1.6745 |
0.382 |
1.6745 |
LOW |
1.6745 |
0.618 |
1.6745 |
1.000 |
1.6745 |
1.618 |
1.6745 |
2.618 |
1.6745 |
4.250 |
1.6745 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6745 |
1.6764 |
PP |
1.6745 |
1.6757 |
S1 |
1.6745 |
1.6751 |
|