CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.6690 |
1.6620 |
-0.0070 |
-0.4% |
1.6745 |
High |
1.6690 |
1.6620 |
-0.0070 |
-0.4% |
1.6771 |
Low |
1.6690 |
1.6583 |
-0.0107 |
-0.6% |
1.6648 |
Close |
1.6690 |
1.6583 |
-0.0107 |
-0.6% |
1.6661 |
Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0123 |
ATR |
0.0031 |
0.0036 |
0.0005 |
17.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6706 |
1.6682 |
1.6603 |
|
R3 |
1.6669 |
1.6645 |
1.6593 |
|
R2 |
1.6632 |
1.6632 |
1.6590 |
|
R1 |
1.6608 |
1.6608 |
1.6586 |
1.6602 |
PP |
1.6595 |
1.6595 |
1.6595 |
1.6592 |
S1 |
1.6571 |
1.6571 |
1.6580 |
1.6565 |
S2 |
1.6558 |
1.6558 |
1.6576 |
|
S3 |
1.6521 |
1.6534 |
1.6573 |
|
S4 |
1.6484 |
1.6497 |
1.6563 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7062 |
1.6985 |
1.6729 |
|
R3 |
1.6939 |
1.6862 |
1.6695 |
|
R2 |
1.6816 |
1.6816 |
1.6684 |
|
R1 |
1.6739 |
1.6739 |
1.6672 |
1.6716 |
PP |
1.6693 |
1.6693 |
1.6693 |
1.6682 |
S1 |
1.6616 |
1.6616 |
1.6650 |
1.6593 |
S2 |
1.6570 |
1.6570 |
1.6638 |
|
S3 |
1.6447 |
1.6493 |
1.6627 |
|
S4 |
1.6324 |
1.6370 |
1.6593 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6690 |
1.6583 |
0.0107 |
0.6% |
0.0007 |
0.0% |
0% |
False |
True |
1 |
10 |
1.6803 |
1.6583 |
0.0220 |
1.3% |
0.0004 |
0.0% |
0% |
False |
True |
1 |
20 |
1.6998 |
1.6583 |
0.0415 |
2.5% |
0.0003 |
0.0% |
0% |
False |
True |
1 |
40 |
1.7109 |
1.6583 |
0.0526 |
3.2% |
0.0003 |
0.0% |
0% |
False |
True |
5 |
60 |
1.7109 |
1.6583 |
0.0526 |
3.2% |
0.0002 |
0.0% |
0% |
False |
True |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6777 |
2.618 |
1.6717 |
1.618 |
1.6680 |
1.000 |
1.6657 |
0.618 |
1.6643 |
HIGH |
1.6620 |
0.618 |
1.6606 |
0.500 |
1.6602 |
0.382 |
1.6597 |
LOW |
1.6583 |
0.618 |
1.6560 |
1.000 |
1.6546 |
1.618 |
1.6523 |
2.618 |
1.6486 |
4.250 |
1.6426 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6602 |
1.6637 |
PP |
1.6595 |
1.6619 |
S1 |
1.6589 |
1.6601 |
|