CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6596 |
1.6620 |
0.0024 |
0.1% |
1.6456 |
| High |
1.6630 |
1.6659 |
0.0029 |
0.2% |
1.6630 |
| Low |
1.6587 |
1.6598 |
0.0011 |
0.1% |
1.6448 |
| Close |
1.6623 |
1.6650 |
0.0027 |
0.2% |
1.6623 |
| Range |
0.0043 |
0.0061 |
0.0018 |
41.9% |
0.0182 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.0% |
0.0000 |
| Volume |
189 |
83 |
-106 |
-56.1% |
447 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6819 |
1.6795 |
1.6684 |
|
| R3 |
1.6758 |
1.6734 |
1.6667 |
|
| R2 |
1.6697 |
1.6697 |
1.6661 |
|
| R1 |
1.6673 |
1.6673 |
1.6656 |
1.6685 |
| PP |
1.6636 |
1.6636 |
1.6636 |
1.6642 |
| S1 |
1.6612 |
1.6612 |
1.6644 |
1.6624 |
| S2 |
1.6575 |
1.6575 |
1.6639 |
|
| S3 |
1.6514 |
1.6551 |
1.6633 |
|
| S4 |
1.6453 |
1.6490 |
1.6616 |
|
|
| 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 |
1.6659 |
1.6472 |
0.0187 |
1.1% |
0.0064 |
0.4% |
95% |
True |
False |
98 |
| 10 |
1.6659 |
1.6448 |
0.0211 |
1.3% |
0.0066 |
0.4% |
96% |
True |
False |
91 |
| 20 |
1.6714 |
1.6448 |
0.0266 |
1.6% |
0.0045 |
0.3% |
76% |
False |
False |
49 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0026 |
0.2% |
83% |
False |
False |
26 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0017 |
0.1% |
83% |
False |
False |
19 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0013 |
0.1% |
83% |
False |
False |
14 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0011 |
0.1% |
91% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6918 |
|
2.618 |
1.6819 |
|
1.618 |
1.6758 |
|
1.000 |
1.6720 |
|
0.618 |
1.6697 |
|
HIGH |
1.6659 |
|
0.618 |
1.6636 |
|
0.500 |
1.6629 |
|
0.382 |
1.6621 |
|
LOW |
1.6598 |
|
0.618 |
1.6560 |
|
1.000 |
1.6537 |
|
1.618 |
1.6499 |
|
2.618 |
1.6438 |
|
4.250 |
1.6339 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6643 |
1.6634 |
| PP |
1.6636 |
1.6618 |
| S1 |
1.6629 |
1.6602 |
|