CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6487 |
1.6493 |
0.0006 |
0.0% |
1.6628 |
| High |
1.6525 |
1.6573 |
0.0048 |
0.3% |
1.6640 |
| Low |
1.6472 |
1.6493 |
0.0021 |
0.1% |
1.6460 |
| Close |
1.6509 |
1.6553 |
0.0044 |
0.3% |
1.6473 |
| Range |
0.0053 |
0.0080 |
0.0027 |
50.9% |
0.0180 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.2% |
0.0000 |
| Volume |
60 |
43 |
-17 |
-28.3% |
392 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6780 |
1.6746 |
1.6597 |
|
| R3 |
1.6700 |
1.6666 |
1.6575 |
|
| R2 |
1.6620 |
1.6620 |
1.6568 |
|
| R1 |
1.6586 |
1.6586 |
1.6560 |
1.6603 |
| PP |
1.6540 |
1.6540 |
1.6540 |
1.6548 |
| S1 |
1.6506 |
1.6506 |
1.6546 |
1.6523 |
| S2 |
1.6460 |
1.6460 |
1.6538 |
|
| S3 |
1.6380 |
1.6426 |
1.6531 |
|
| S4 |
1.6300 |
1.6346 |
1.6509 |
|
|
| 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 |
1.6573 |
1.6448 |
0.0125 |
0.8% |
0.0056 |
0.3% |
84% |
True |
False |
65 |
| 10 |
1.6640 |
1.6448 |
0.0192 |
1.2% |
0.0055 |
0.3% |
55% |
False |
False |
54 |
| 20 |
1.6733 |
1.6448 |
0.0285 |
1.7% |
0.0038 |
0.2% |
37% |
False |
False |
30 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0021 |
0.1% |
63% |
False |
False |
17 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0014 |
0.1% |
63% |
False |
False |
12 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0011 |
0.1% |
64% |
False |
False |
10 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0010 |
0.1% |
80% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6913 |
|
2.618 |
1.6782 |
|
1.618 |
1.6702 |
|
1.000 |
1.6653 |
|
0.618 |
1.6622 |
|
HIGH |
1.6573 |
|
0.618 |
1.6542 |
|
0.500 |
1.6533 |
|
0.382 |
1.6524 |
|
LOW |
1.6493 |
|
0.618 |
1.6444 |
|
1.000 |
1.6413 |
|
1.618 |
1.6364 |
|
2.618 |
1.6284 |
|
4.250 |
1.6153 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6546 |
1.6539 |
| PP |
1.6540 |
1.6525 |
| S1 |
1.6533 |
1.6511 |
|