CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6493 |
1.6546 |
0.0053 |
0.3% |
1.6628 |
| High |
1.6573 |
1.6625 |
0.0052 |
0.3% |
1.6640 |
| Low |
1.6493 |
1.6544 |
0.0051 |
0.3% |
1.6460 |
| Close |
1.6553 |
1.6594 |
0.0041 |
0.2% |
1.6473 |
| Range |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0180 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.9% |
0.0000 |
| Volume |
43 |
115 |
72 |
167.4% |
392 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6831 |
1.6793 |
1.6639 |
|
| R3 |
1.6750 |
1.6712 |
1.6616 |
|
| R2 |
1.6669 |
1.6669 |
1.6609 |
|
| R1 |
1.6631 |
1.6631 |
1.6601 |
1.6650 |
| PP |
1.6588 |
1.6588 |
1.6588 |
1.6597 |
| S1 |
1.6550 |
1.6550 |
1.6587 |
1.6569 |
| S2 |
1.6507 |
1.6507 |
1.6579 |
|
| S3 |
1.6426 |
1.6469 |
1.6572 |
|
| S4 |
1.6345 |
1.6388 |
1.6549 |
|
|
| 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 |
1.6625 |
1.6448 |
0.0177 |
1.1% |
0.0061 |
0.4% |
82% |
True |
False |
75 |
| 10 |
1.6640 |
1.6448 |
0.0192 |
1.2% |
0.0064 |
0.4% |
76% |
False |
False |
65 |
| 20 |
1.6733 |
1.6448 |
0.0285 |
1.7% |
0.0042 |
0.3% |
51% |
False |
False |
36 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0023 |
0.1% |
72% |
False |
False |
20 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0016 |
0.1% |
72% |
False |
False |
14 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0012 |
0.1% |
72% |
False |
False |
11 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0011 |
0.1% |
84% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6969 |
|
2.618 |
1.6837 |
|
1.618 |
1.6756 |
|
1.000 |
1.6706 |
|
0.618 |
1.6675 |
|
HIGH |
1.6625 |
|
0.618 |
1.6594 |
|
0.500 |
1.6585 |
|
0.382 |
1.6575 |
|
LOW |
1.6544 |
|
0.618 |
1.6494 |
|
1.000 |
1.6463 |
|
1.618 |
1.6413 |
|
2.618 |
1.6332 |
|
4.250 |
1.6200 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6591 |
1.6579 |
| PP |
1.6588 |
1.6564 |
| S1 |
1.6585 |
1.6549 |
|