CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5484 |
1.5619 |
0.0135 |
0.9% |
1.5328 |
| High |
1.5484 |
1.5619 |
0.0135 |
0.9% |
1.5527 |
| Low |
1.5484 |
1.5619 |
0.0135 |
0.9% |
1.5204 |
| Close |
1.5484 |
1.5619 |
0.0135 |
0.9% |
1.5492 |
| Range |
|
|
|
|
|
| ATR |
0.0072 |
0.0076 |
0.0005 |
6.3% |
0.0000 |
| Volume |
18 |
18 |
0 |
0.0% |
31 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5619 |
1.5619 |
1.5619 |
|
| R3 |
1.5619 |
1.5619 |
1.5619 |
|
| R2 |
1.5619 |
1.5619 |
1.5619 |
|
| R1 |
1.5619 |
1.5619 |
1.5619 |
1.5619 |
| PP |
1.5619 |
1.5619 |
1.5619 |
1.5619 |
| S1 |
1.5619 |
1.5619 |
1.5619 |
1.5619 |
| S2 |
1.5619 |
1.5619 |
1.5619 |
|
| S3 |
1.5619 |
1.5619 |
1.5619 |
|
| S4 |
1.5619 |
1.5619 |
1.5619 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6377 |
1.6257 |
1.5670 |
|
| R3 |
1.6054 |
1.5934 |
1.5581 |
|
| R2 |
1.5731 |
1.5731 |
1.5551 |
|
| R1 |
1.5611 |
1.5611 |
1.5522 |
1.5671 |
| PP |
1.5408 |
1.5408 |
1.5408 |
1.5438 |
| S1 |
1.5288 |
1.5288 |
1.5462 |
1.5348 |
| S2 |
1.5085 |
1.5085 |
1.5433 |
|
| S3 |
1.4762 |
1.4965 |
1.5403 |
|
| S4 |
1.4439 |
1.4642 |
1.5314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5619 |
1.5424 |
0.0195 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
44 |
| 10 |
1.5619 |
1.5135 |
0.0484 |
3.1% |
0.0040 |
0.3% |
100% |
True |
False |
26 |
| 20 |
1.5619 |
1.5101 |
0.0518 |
3.3% |
0.0022 |
0.1% |
100% |
True |
False |
16 |
| 40 |
1.5619 |
1.4850 |
0.0769 |
4.9% |
0.0022 |
0.1% |
100% |
True |
False |
11 |
| 60 |
1.5680 |
1.4850 |
0.0830 |
5.3% |
0.0015 |
0.1% |
93% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5619 |
|
2.618 |
1.5619 |
|
1.618 |
1.5619 |
|
1.000 |
1.5619 |
|
0.618 |
1.5619 |
|
HIGH |
1.5619 |
|
0.618 |
1.5619 |
|
0.500 |
1.5619 |
|
0.382 |
1.5619 |
|
LOW |
1.5619 |
|
0.618 |
1.5619 |
|
1.000 |
1.5619 |
|
1.618 |
1.5619 |
|
2.618 |
1.5619 |
|
4.250 |
1.5619 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5619 |
1.5587 |
| PP |
1.5619 |
1.5554 |
| S1 |
1.5619 |
1.5522 |
|