CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5682 |
1.5711 |
0.0029 |
0.2% |
1.5543 |
| High |
1.5682 |
1.5711 |
0.0029 |
0.2% |
1.5614 |
| Low |
1.5682 |
1.5711 |
0.0029 |
0.2% |
1.5543 |
| Close |
1.5682 |
1.5711 |
0.0029 |
0.2% |
1.5614 |
| Range |
|
|
|
|
|
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
23 |
23 |
0 |
0.0% |
52 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5711 |
1.5711 |
|
| R3 |
1.5711 |
1.5711 |
1.5711 |
|
| R2 |
1.5711 |
1.5711 |
1.5711 |
|
| R1 |
1.5711 |
1.5711 |
1.5711 |
1.5711 |
| PP |
1.5711 |
1.5711 |
1.5711 |
1.5711 |
| S1 |
1.5711 |
1.5711 |
1.5711 |
1.5711 |
| S2 |
1.5711 |
1.5711 |
1.5711 |
|
| S3 |
1.5711 |
1.5711 |
1.5711 |
|
| S4 |
1.5711 |
1.5711 |
1.5711 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5780 |
1.5653 |
|
| R3 |
1.5732 |
1.5709 |
1.5634 |
|
| R2 |
1.5661 |
1.5661 |
1.5627 |
|
| R1 |
1.5638 |
1.5638 |
1.5621 |
1.5650 |
| PP |
1.5590 |
1.5590 |
1.5590 |
1.5596 |
| S1 |
1.5567 |
1.5567 |
1.5607 |
1.5579 |
| S2 |
1.5519 |
1.5519 |
1.5601 |
|
| S3 |
1.5448 |
1.5496 |
1.5594 |
|
| S4 |
1.5377 |
1.5425 |
1.5575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5711 |
1.5571 |
0.0140 |
0.9% |
0.0000 |
0.0% |
100% |
True |
False |
19 |
| 10 |
1.5711 |
1.5450 |
0.0261 |
1.7% |
0.0007 |
0.0% |
100% |
True |
False |
24 |
| 20 |
1.5711 |
1.5424 |
0.0287 |
1.8% |
0.0004 |
0.0% |
100% |
True |
False |
38 |
| 40 |
1.5711 |
1.5090 |
0.0621 |
4.0% |
0.0016 |
0.1% |
100% |
True |
False |
26 |
| 60 |
1.5711 |
1.4850 |
0.0861 |
5.5% |
0.0016 |
0.1% |
100% |
True |
False |
19 |
| 80 |
1.5711 |
1.4850 |
0.0861 |
5.5% |
0.0012 |
0.1% |
100% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5711 |
|
2.618 |
1.5711 |
|
1.618 |
1.5711 |
|
1.000 |
1.5711 |
|
0.618 |
1.5711 |
|
HIGH |
1.5711 |
|
0.618 |
1.5711 |
|
0.500 |
1.5711 |
|
0.382 |
1.5711 |
|
LOW |
1.5711 |
|
0.618 |
1.5711 |
|
1.000 |
1.5711 |
|
1.618 |
1.5711 |
|
2.618 |
1.5711 |
|
4.250 |
1.5711 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5711 |
1.5695 |
| PP |
1.5711 |
1.5679 |
| S1 |
1.5711 |
1.5663 |
|