CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6670 |
1.6701 |
0.0031 |
0.2% |
1.6690 |
| High |
1.6714 |
1.6701 |
-0.0013 |
-0.1% |
1.6714 |
| Low |
1.6670 |
1.6701 |
0.0031 |
0.2% |
1.6635 |
| Close |
1.6714 |
1.6701 |
-0.0013 |
-0.1% |
1.6701 |
| Range |
0.0044 |
0.0000 |
-0.0044 |
-100.0% |
0.0079 |
| ATR |
0.0049 |
0.0046 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
10 |
5 |
-5 |
-50.0% |
30 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6701 |
1.6701 |
1.6701 |
|
| R3 |
1.6701 |
1.6701 |
1.6701 |
|
| R2 |
1.6701 |
1.6701 |
1.6701 |
|
| R1 |
1.6701 |
1.6701 |
1.6701 |
1.6701 |
| PP |
1.6701 |
1.6701 |
1.6701 |
1.6701 |
| S1 |
1.6701 |
1.6701 |
1.6701 |
1.6701 |
| S2 |
1.6701 |
1.6701 |
1.6701 |
|
| S3 |
1.6701 |
1.6701 |
1.6701 |
|
| S4 |
1.6701 |
1.6701 |
1.6701 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6920 |
1.6890 |
1.6744 |
|
| R3 |
1.6841 |
1.6811 |
1.6723 |
|
| R2 |
1.6762 |
1.6762 |
1.6715 |
|
| R1 |
1.6732 |
1.6732 |
1.6708 |
1.6747 |
| PP |
1.6683 |
1.6683 |
1.6683 |
1.6691 |
| S1 |
1.6653 |
1.6653 |
1.6694 |
1.6668 |
| S2 |
1.6604 |
1.6604 |
1.6687 |
|
| S3 |
1.6525 |
1.6574 |
1.6679 |
|
| S4 |
1.6446 |
1.6495 |
1.6658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6714 |
1.6635 |
0.0079 |
0.5% |
0.0037 |
0.2% |
84% |
False |
False |
6 |
| 10 |
1.6733 |
1.6615 |
0.0118 |
0.7% |
0.0021 |
0.1% |
73% |
False |
False |
6 |
| 20 |
1.6733 |
1.6375 |
0.0358 |
2.1% |
0.0010 |
0.1% |
91% |
False |
False |
4 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
2.9% |
0.0007 |
0.0% |
93% |
False |
False |
4 |
| 60 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0005 |
0.0% |
94% |
False |
False |
3 |
| 80 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0004 |
0.0% |
96% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6701 |
|
2.618 |
1.6701 |
|
1.618 |
1.6701 |
|
1.000 |
1.6701 |
|
0.618 |
1.6701 |
|
HIGH |
1.6701 |
|
0.618 |
1.6701 |
|
0.500 |
1.6701 |
|
0.382 |
1.6701 |
|
LOW |
1.6701 |
|
0.618 |
1.6701 |
|
1.000 |
1.6701 |
|
1.618 |
1.6701 |
|
2.618 |
1.6701 |
|
4.250 |
1.6701 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6701 |
1.6695 |
| PP |
1.6701 |
1.6688 |
| S1 |
1.6701 |
1.6682 |
|