CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.6113 |
1.6013 |
-0.0100 |
-0.6% |
1.5935 |
High |
1.6113 |
1.6026 |
-0.0087 |
-0.5% |
1.6113 |
Low |
1.6013 |
1.5982 |
-0.0031 |
-0.2% |
1.5877 |
Close |
1.6013 |
1.5999 |
-0.0014 |
-0.1% |
1.5999 |
Range |
0.0100 |
0.0044 |
-0.0056 |
-56.0% |
0.0236 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
24 |
61 |
37 |
154.2% |
129 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6134 |
1.6111 |
1.6023 |
|
R3 |
1.6090 |
1.6067 |
1.6011 |
|
R2 |
1.6046 |
1.6046 |
1.6007 |
|
R1 |
1.6023 |
1.6023 |
1.6003 |
1.6013 |
PP |
1.6002 |
1.6002 |
1.6002 |
1.5997 |
S1 |
1.5979 |
1.5979 |
1.5995 |
1.5969 |
S2 |
1.5958 |
1.5958 |
1.5991 |
|
S3 |
1.5914 |
1.5935 |
1.5987 |
|
S4 |
1.5870 |
1.5891 |
1.5975 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6704 |
1.6588 |
1.6129 |
|
R3 |
1.6468 |
1.6352 |
1.6064 |
|
R2 |
1.6232 |
1.6232 |
1.6042 |
|
R1 |
1.6116 |
1.6116 |
1.6021 |
1.6174 |
PP |
1.5996 |
1.5996 |
1.5996 |
1.6026 |
S1 |
1.5880 |
1.5880 |
1.5977 |
1.5938 |
S2 |
1.5760 |
1.5760 |
1.5956 |
|
S3 |
1.5524 |
1.5644 |
1.5934 |
|
S4 |
1.5288 |
1.5408 |
1.5869 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6113 |
1.5877 |
0.0236 |
1.5% |
0.0074 |
0.5% |
52% |
False |
False |
25 |
10 |
1.6113 |
1.5682 |
0.0431 |
2.7% |
0.0042 |
0.3% |
74% |
False |
False |
20 |
20 |
1.6113 |
1.5450 |
0.0663 |
4.1% |
0.0025 |
0.2% |
83% |
False |
False |
33 |
40 |
1.6113 |
1.5101 |
0.1012 |
6.3% |
0.0023 |
0.1% |
89% |
False |
False |
29 |
60 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0023 |
0.1% |
91% |
False |
False |
21 |
80 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0017 |
0.1% |
91% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6213 |
2.618 |
1.6141 |
1.618 |
1.6097 |
1.000 |
1.6070 |
0.618 |
1.6053 |
HIGH |
1.6026 |
0.618 |
1.6009 |
0.500 |
1.6004 |
0.382 |
1.5999 |
LOW |
1.5982 |
0.618 |
1.5955 |
1.000 |
1.5938 |
1.618 |
1.5911 |
2.618 |
1.5867 |
4.250 |
1.5795 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6004 |
1.6018 |
PP |
1.6002 |
1.6011 |
S1 |
1.6001 |
1.6005 |
|