CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5503 |
1.5450 |
-0.0053 |
-0.3% |
1.5628 |
| High |
1.5519 |
1.5507 |
-0.0012 |
-0.1% |
1.5677 |
| Low |
1.5503 |
1.5450 |
-0.0053 |
-0.3% |
1.5553 |
| Close |
1.5519 |
1.5507 |
-0.0012 |
-0.1% |
1.5553 |
| Range |
0.0016 |
0.0057 |
0.0041 |
256.3% |
0.0124 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.6% |
0.0000 |
| Volume |
133 |
3 |
-130 |
-97.7% |
325 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5659 |
1.5640 |
1.5538 |
|
| R3 |
1.5602 |
1.5583 |
1.5523 |
|
| R2 |
1.5545 |
1.5545 |
1.5517 |
|
| R1 |
1.5526 |
1.5526 |
1.5512 |
1.5536 |
| PP |
1.5488 |
1.5488 |
1.5488 |
1.5493 |
| S1 |
1.5469 |
1.5469 |
1.5502 |
1.5479 |
| S2 |
1.5431 |
1.5431 |
1.5497 |
|
| S3 |
1.5374 |
1.5412 |
1.5491 |
|
| S4 |
1.5317 |
1.5355 |
1.5476 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5966 |
1.5884 |
1.5621 |
|
| R3 |
1.5842 |
1.5760 |
1.5587 |
|
| R2 |
1.5718 |
1.5718 |
1.5576 |
|
| R1 |
1.5636 |
1.5636 |
1.5564 |
1.5615 |
| PP |
1.5594 |
1.5594 |
1.5594 |
1.5584 |
| S1 |
1.5512 |
1.5512 |
1.5542 |
1.5491 |
| S2 |
1.5470 |
1.5470 |
1.5530 |
|
| S3 |
1.5346 |
1.5388 |
1.5519 |
|
| S4 |
1.5222 |
1.5264 |
1.5485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5563 |
1.5450 |
0.0113 |
0.7% |
0.0015 |
0.1% |
50% |
False |
True |
107 |
| 10 |
1.5677 |
1.5450 |
0.0227 |
1.5% |
0.0008 |
0.1% |
25% |
False |
True |
63 |
| 20 |
1.5677 |
1.5101 |
0.0576 |
3.7% |
0.0026 |
0.2% |
70% |
False |
False |
44 |
| 40 |
1.5677 |
1.4850 |
0.0827 |
5.3% |
0.0023 |
0.1% |
79% |
False |
False |
26 |
| 60 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0016 |
0.1% |
79% |
False |
False |
21 |
| 80 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0012 |
0.1% |
79% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5749 |
|
2.618 |
1.5656 |
|
1.618 |
1.5599 |
|
1.000 |
1.5564 |
|
0.618 |
1.5542 |
|
HIGH |
1.5507 |
|
0.618 |
1.5485 |
|
0.500 |
1.5479 |
|
0.382 |
1.5472 |
|
LOW |
1.5450 |
|
0.618 |
1.5415 |
|
1.000 |
1.5393 |
|
1.618 |
1.5358 |
|
2.618 |
1.5301 |
|
4.250 |
1.5208 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5498 |
1.5506 |
| PP |
1.5488 |
1.5504 |
| S1 |
1.5479 |
1.5503 |
|