CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6619 |
1.6513 |
-0.0106 |
-0.6% |
1.6616 |
| High |
1.6626 |
1.6520 |
-0.0106 |
-0.6% |
1.6624 |
| Low |
1.6509 |
1.6460 |
-0.0049 |
-0.3% |
1.6575 |
| Close |
1.6509 |
1.6481 |
-0.0028 |
-0.2% |
1.6607 |
| Range |
0.0117 |
0.0060 |
-0.0057 |
-48.7% |
0.0049 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.4% |
0.0000 |
| Volume |
185 |
66 |
-119 |
-64.3% |
43 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6667 |
1.6634 |
1.6514 |
|
| R3 |
1.6607 |
1.6574 |
1.6498 |
|
| R2 |
1.6547 |
1.6547 |
1.6492 |
|
| R1 |
1.6514 |
1.6514 |
1.6487 |
1.6501 |
| PP |
1.6487 |
1.6487 |
1.6487 |
1.6480 |
| S1 |
1.6454 |
1.6454 |
1.6476 |
1.6441 |
| S2 |
1.6427 |
1.6427 |
1.6470 |
|
| S3 |
1.6367 |
1.6394 |
1.6465 |
|
| S4 |
1.6307 |
1.6334 |
1.6448 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6749 |
1.6727 |
1.6634 |
|
| R3 |
1.6700 |
1.6678 |
1.6620 |
|
| R2 |
1.6651 |
1.6651 |
1.6616 |
|
| R1 |
1.6629 |
1.6629 |
1.6611 |
1.6616 |
| PP |
1.6602 |
1.6602 |
1.6602 |
1.6595 |
| S1 |
1.6580 |
1.6580 |
1.6603 |
1.6567 |
| S2 |
1.6553 |
1.6553 |
1.6598 |
|
| S3 |
1.6504 |
1.6531 |
1.6594 |
|
| S4 |
1.6455 |
1.6482 |
1.6580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6640 |
1.6460 |
0.0180 |
1.1% |
0.0066 |
0.4% |
12% |
False |
True |
55 |
| 10 |
1.6701 |
1.6460 |
0.0241 |
1.5% |
0.0036 |
0.2% |
9% |
False |
True |
32 |
| 20 |
1.6733 |
1.6460 |
0.0273 |
1.7% |
0.0028 |
0.2% |
8% |
False |
True |
19 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0016 |
0.1% |
49% |
False |
False |
11 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0011 |
0.1% |
49% |
False |
False |
8 |
| 80 |
1.6733 |
1.6109 |
0.0624 |
3.8% |
0.0009 |
0.1% |
60% |
False |
False |
6 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.4% |
0.0008 |
0.0% |
71% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6775 |
|
2.618 |
1.6677 |
|
1.618 |
1.6617 |
|
1.000 |
1.6580 |
|
0.618 |
1.6557 |
|
HIGH |
1.6520 |
|
0.618 |
1.6497 |
|
0.500 |
1.6490 |
|
0.382 |
1.6483 |
|
LOW |
1.6460 |
|
0.618 |
1.6423 |
|
1.000 |
1.6400 |
|
1.618 |
1.6363 |
|
2.618 |
1.6303 |
|
4.250 |
1.6205 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6490 |
1.6543 |
| PP |
1.6487 |
1.6522 |
| S1 |
1.6484 |
1.6502 |
|