CME British Pound Future March 2015
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.6366 |
1.6300 |
-0.0066 |
-0.4% |
1.6441 |
High |
1.6366 |
1.6300 |
-0.0066 |
-0.4% |
1.6453 |
Low |
1.6301 |
1.6300 |
-0.0001 |
0.0% |
1.6300 |
Close |
1.6301 |
1.6300 |
-0.0001 |
0.0% |
1.6300 |
Range |
0.0065 |
0.0000 |
-0.0065 |
-100.0% |
0.0153 |
ATR |
0.0038 |
0.0036 |
-0.0003 |
-7.0% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
93 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6300 |
1.6300 |
1.6300 |
|
R3 |
1.6300 |
1.6300 |
1.6300 |
|
R2 |
1.6300 |
1.6300 |
1.6300 |
|
R1 |
1.6300 |
1.6300 |
1.6300 |
1.6300 |
PP |
1.6300 |
1.6300 |
1.6300 |
1.6300 |
S1 |
1.6300 |
1.6300 |
1.6300 |
1.6300 |
S2 |
1.6300 |
1.6300 |
1.6300 |
|
S3 |
1.6300 |
1.6300 |
1.6300 |
|
S4 |
1.6300 |
1.6300 |
1.6300 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6810 |
1.6708 |
1.6384 |
|
R3 |
1.6657 |
1.6555 |
1.6342 |
|
R2 |
1.6504 |
1.6504 |
1.6328 |
|
R1 |
1.6402 |
1.6402 |
1.6314 |
1.6377 |
PP |
1.6351 |
1.6351 |
1.6351 |
1.6338 |
S1 |
1.6249 |
1.6249 |
1.6286 |
1.6224 |
S2 |
1.6198 |
1.6198 |
1.6272 |
|
S3 |
1.6045 |
1.6096 |
1.6258 |
|
S4 |
1.5892 |
1.5943 |
1.6216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6529 |
1.6300 |
0.0229 |
1.4% |
0.0019 |
0.1% |
0% |
False |
True |
27 |
10 |
1.6552 |
1.6300 |
0.0252 |
1.5% |
0.0010 |
0.1% |
0% |
False |
True |
34 |
20 |
1.6771 |
1.6300 |
0.0471 |
2.9% |
0.0007 |
0.0% |
0% |
False |
True |
22 |
40 |
1.7096 |
1.6300 |
0.0796 |
4.9% |
0.0005 |
0.0% |
0% |
False |
True |
13 |
60 |
1.7109 |
1.6300 |
0.0809 |
5.0% |
0.0004 |
0.0% |
0% |
False |
True |
12 |
80 |
1.7109 |
1.6300 |
0.0809 |
5.0% |
0.0003 |
0.0% |
0% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6300 |
2.618 |
1.6300 |
1.618 |
1.6300 |
1.000 |
1.6300 |
0.618 |
1.6300 |
HIGH |
1.6300 |
0.618 |
1.6300 |
0.500 |
1.6300 |
0.382 |
1.6300 |
LOW |
1.6300 |
0.618 |
1.6300 |
1.000 |
1.6300 |
1.618 |
1.6300 |
2.618 |
1.6300 |
4.250 |
1.6300 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6300 |
1.6377 |
PP |
1.6300 |
1.6351 |
S1 |
1.6300 |
1.6326 |
|