CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6456 |
1.6487 |
0.0031 |
0.2% |
1.6628 |
| High |
1.6514 |
1.6525 |
0.0011 |
0.1% |
1.6640 |
| Low |
1.6448 |
1.6472 |
0.0024 |
0.1% |
1.6460 |
| Close |
1.6472 |
1.6509 |
0.0037 |
0.2% |
1.6473 |
| Range |
0.0066 |
0.0053 |
-0.0013 |
-19.7% |
0.0180 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.4% |
0.0000 |
| Volume |
40 |
60 |
20 |
50.0% |
392 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6661 |
1.6638 |
1.6538 |
|
| R3 |
1.6608 |
1.6585 |
1.6524 |
|
| R2 |
1.6555 |
1.6555 |
1.6519 |
|
| R1 |
1.6532 |
1.6532 |
1.6514 |
1.6544 |
| PP |
1.6502 |
1.6502 |
1.6502 |
1.6508 |
| S1 |
1.6479 |
1.6479 |
1.6504 |
1.6491 |
| S2 |
1.6449 |
1.6449 |
1.6499 |
|
| S3 |
1.6396 |
1.6426 |
1.6494 |
|
| S4 |
1.6343 |
1.6373 |
1.6480 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7064 |
1.6949 |
1.6572 |
|
| R3 |
1.6884 |
1.6769 |
1.6523 |
|
| R2 |
1.6704 |
1.6704 |
1.6506 |
|
| R1 |
1.6589 |
1.6589 |
1.6490 |
1.6557 |
| PP |
1.6524 |
1.6524 |
1.6524 |
1.6508 |
| S1 |
1.6409 |
1.6409 |
1.6457 |
1.6377 |
| S2 |
1.6344 |
1.6344 |
1.6440 |
|
| S3 |
1.6164 |
1.6229 |
1.6424 |
|
| S4 |
1.5984 |
1.6049 |
1.6374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6626 |
1.6448 |
0.0178 |
1.1% |
0.0064 |
0.4% |
34% |
False |
False |
94 |
| 10 |
1.6640 |
1.6448 |
0.0192 |
1.2% |
0.0050 |
0.3% |
32% |
False |
False |
52 |
| 20 |
1.6733 |
1.6448 |
0.0285 |
1.7% |
0.0035 |
0.2% |
21% |
False |
False |
28 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0019 |
0.1% |
54% |
False |
False |
16 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0013 |
0.1% |
54% |
False |
False |
11 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0010 |
0.1% |
55% |
False |
False |
9 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0009 |
0.1% |
75% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6750 |
|
2.618 |
1.6664 |
|
1.618 |
1.6611 |
|
1.000 |
1.6578 |
|
0.618 |
1.6558 |
|
HIGH |
1.6525 |
|
0.618 |
1.6505 |
|
0.500 |
1.6499 |
|
0.382 |
1.6492 |
|
LOW |
1.6472 |
|
0.618 |
1.6439 |
|
1.000 |
1.6419 |
|
1.618 |
1.6386 |
|
2.618 |
1.6333 |
|
4.250 |
1.6247 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6506 |
1.6502 |
| PP |
1.6502 |
1.6494 |
| S1 |
1.6499 |
1.6487 |
|