CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6546 |
1.6596 |
0.0050 |
0.3% |
1.6456 |
| High |
1.6625 |
1.6630 |
0.0005 |
0.0% |
1.6630 |
| Low |
1.6544 |
1.6587 |
0.0043 |
0.3% |
1.6448 |
| Close |
1.6594 |
1.6623 |
0.0029 |
0.2% |
1.6623 |
| Range |
0.0081 |
0.0043 |
-0.0038 |
-46.9% |
0.0182 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
115 |
189 |
74 |
64.3% |
447 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6742 |
1.6726 |
1.6647 |
|
| R3 |
1.6699 |
1.6683 |
1.6635 |
|
| R2 |
1.6656 |
1.6656 |
1.6631 |
|
| R1 |
1.6640 |
1.6640 |
1.6627 |
1.6648 |
| PP |
1.6613 |
1.6613 |
1.6613 |
1.6618 |
| S1 |
1.6597 |
1.6597 |
1.6619 |
1.6605 |
| S2 |
1.6570 |
1.6570 |
1.6615 |
|
| S3 |
1.6527 |
1.6554 |
1.6611 |
|
| S4 |
1.6484 |
1.6511 |
1.6599 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7113 |
1.7050 |
1.6723 |
|
| R3 |
1.6931 |
1.6868 |
1.6673 |
|
| R2 |
1.6749 |
1.6749 |
1.6656 |
|
| R1 |
1.6686 |
1.6686 |
1.6640 |
1.6718 |
| PP |
1.6567 |
1.6567 |
1.6567 |
1.6583 |
| S1 |
1.6504 |
1.6504 |
1.6606 |
1.6536 |
| S2 |
1.6385 |
1.6385 |
1.6590 |
|
| S3 |
1.6203 |
1.6322 |
1.6573 |
|
| S4 |
1.6021 |
1.6140 |
1.6523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6630 |
1.6448 |
0.0182 |
1.1% |
0.0065 |
0.4% |
96% |
True |
False |
89 |
| 10 |
1.6640 |
1.6448 |
0.0192 |
1.2% |
0.0063 |
0.4% |
91% |
False |
False |
83 |
| 20 |
1.6714 |
1.6448 |
0.0266 |
1.6% |
0.0045 |
0.3% |
66% |
False |
False |
45 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0024 |
0.1% |
78% |
False |
False |
24 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0016 |
0.1% |
78% |
False |
False |
17 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0012 |
0.1% |
78% |
False |
False |
13 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0010 |
0.1% |
88% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6813 |
|
2.618 |
1.6743 |
|
1.618 |
1.6700 |
|
1.000 |
1.6673 |
|
0.618 |
1.6657 |
|
HIGH |
1.6630 |
|
0.618 |
1.6614 |
|
0.500 |
1.6609 |
|
0.382 |
1.6603 |
|
LOW |
1.6587 |
|
0.618 |
1.6560 |
|
1.000 |
1.6544 |
|
1.618 |
1.6517 |
|
2.618 |
1.6474 |
|
4.250 |
1.6404 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6618 |
1.6603 |
| PP |
1.6613 |
1.6582 |
| S1 |
1.6609 |
1.6562 |
|