CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6013 |
1.6040 |
0.0027 |
0.2% |
1.5935 |
| High |
1.6026 |
1.6040 |
0.0014 |
0.1% |
1.6113 |
| Low |
1.5982 |
1.6027 |
0.0045 |
0.3% |
1.5877 |
| Close |
1.5999 |
1.6027 |
0.0028 |
0.2% |
1.5999 |
| Range |
0.0044 |
0.0013 |
-0.0031 |
-70.5% |
0.0236 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
61 |
87 |
26 |
42.6% |
129 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6070 |
1.6062 |
1.6034 |
|
| R3 |
1.6057 |
1.6049 |
1.6031 |
|
| R2 |
1.6044 |
1.6044 |
1.6029 |
|
| R1 |
1.6036 |
1.6036 |
1.6028 |
1.6034 |
| PP |
1.6031 |
1.6031 |
1.6031 |
1.6030 |
| S1 |
1.6023 |
1.6023 |
1.6026 |
1.6021 |
| S2 |
1.6018 |
1.6018 |
1.6025 |
|
| S3 |
1.6005 |
1.6010 |
1.6023 |
|
| S4 |
1.5992 |
1.5997 |
1.6020 |
|
|
| 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 |
1.5890 |
0.0223 |
1.4% |
0.0065 |
0.4% |
61% |
False |
False |
43 |
| 10 |
1.6113 |
1.5711 |
0.0402 |
2.5% |
0.0043 |
0.3% |
79% |
False |
False |
26 |
| 20 |
1.6113 |
1.5450 |
0.0663 |
4.1% |
0.0025 |
0.2% |
87% |
False |
False |
30 |
| 40 |
1.6113 |
1.5101 |
0.1012 |
6.3% |
0.0024 |
0.1% |
92% |
False |
False |
31 |
| 60 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0023 |
0.1% |
93% |
False |
False |
23 |
| 80 |
1.6113 |
1.4850 |
0.1263 |
7.9% |
0.0017 |
0.1% |
93% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6095 |
|
2.618 |
1.6074 |
|
1.618 |
1.6061 |
|
1.000 |
1.6053 |
|
0.618 |
1.6048 |
|
HIGH |
1.6040 |
|
0.618 |
1.6035 |
|
0.500 |
1.6034 |
|
0.382 |
1.6032 |
|
LOW |
1.6027 |
|
0.618 |
1.6019 |
|
1.000 |
1.6014 |
|
1.618 |
1.6006 |
|
2.618 |
1.5993 |
|
4.250 |
1.5972 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6048 |
| PP |
1.6031 |
1.6041 |
| S1 |
1.6029 |
1.6034 |
|