CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5478 |
1.5474 |
-0.0004 |
0.0% |
1.5556 |
| High |
1.5478 |
1.5474 |
-0.0004 |
0.0% |
1.5556 |
| Low |
1.5478 |
1.5474 |
-0.0004 |
0.0% |
1.5450 |
| Close |
1.5478 |
1.5474 |
-0.0004 |
0.0% |
1.5474 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0051 |
-0.0004 |
-6.6% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
275 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5474 |
1.5474 |
1.5474 |
|
| R3 |
1.5474 |
1.5474 |
1.5474 |
|
| R2 |
1.5474 |
1.5474 |
1.5474 |
|
| R1 |
1.5474 |
1.5474 |
1.5474 |
1.5474 |
| PP |
1.5474 |
1.5474 |
1.5474 |
1.5474 |
| S1 |
1.5474 |
1.5474 |
1.5474 |
1.5474 |
| S2 |
1.5474 |
1.5474 |
1.5474 |
|
| S3 |
1.5474 |
1.5474 |
1.5474 |
|
| S4 |
1.5474 |
1.5474 |
1.5474 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5811 |
1.5749 |
1.5532 |
|
| R3 |
1.5705 |
1.5643 |
1.5503 |
|
| R2 |
1.5599 |
1.5599 |
1.5493 |
|
| R1 |
1.5537 |
1.5537 |
1.5484 |
1.5515 |
| PP |
1.5493 |
1.5493 |
1.5493 |
1.5483 |
| S1 |
1.5431 |
1.5431 |
1.5464 |
1.5409 |
| S2 |
1.5387 |
1.5387 |
1.5455 |
|
| S3 |
1.5281 |
1.5325 |
1.5445 |
|
| S4 |
1.5175 |
1.5219 |
1.5416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5556 |
1.5450 |
0.0106 |
0.7% |
0.0015 |
0.1% |
23% |
False |
False |
55 |
| 10 |
1.5677 |
1.5450 |
0.0227 |
1.5% |
0.0008 |
0.1% |
11% |
False |
False |
60 |
| 20 |
1.5677 |
1.5204 |
0.0473 |
3.1% |
0.0018 |
0.1% |
57% |
False |
False |
43 |
| 40 |
1.5677 |
1.4850 |
0.0827 |
5.3% |
0.0019 |
0.1% |
75% |
False |
False |
25 |
| 60 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0016 |
0.1% |
75% |
False |
False |
20 |
| 80 |
1.5680 |
1.4850 |
0.0830 |
5.4% |
0.0012 |
0.1% |
75% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5474 |
|
2.618 |
1.5474 |
|
1.618 |
1.5474 |
|
1.000 |
1.5474 |
|
0.618 |
1.5474 |
|
HIGH |
1.5474 |
|
0.618 |
1.5474 |
|
0.500 |
1.5474 |
|
0.382 |
1.5474 |
|
LOW |
1.5474 |
|
0.618 |
1.5474 |
|
1.000 |
1.5474 |
|
1.618 |
1.5474 |
|
2.618 |
1.5474 |
|
4.250 |
1.5474 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5474 |
1.5479 |
| PP |
1.5474 |
1.5477 |
| S1 |
1.5474 |
1.5476 |
|