CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6620 |
1.6647 |
0.0027 |
0.2% |
1.6456 |
| High |
1.6659 |
1.6647 |
-0.0012 |
-0.1% |
1.6630 |
| Low |
1.6598 |
1.6606 |
0.0008 |
0.0% |
1.6448 |
| Close |
1.6650 |
1.6608 |
-0.0042 |
-0.3% |
1.6623 |
| Range |
0.0061 |
0.0041 |
-0.0020 |
-32.8% |
0.0182 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
83 |
64 |
-19 |
-22.9% |
447 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6743 |
1.6717 |
1.6631 |
|
| R3 |
1.6702 |
1.6676 |
1.6619 |
|
| R2 |
1.6661 |
1.6661 |
1.6616 |
|
| R1 |
1.6635 |
1.6635 |
1.6612 |
1.6628 |
| PP |
1.6620 |
1.6620 |
1.6620 |
1.6617 |
| S1 |
1.6594 |
1.6594 |
1.6604 |
1.6587 |
| S2 |
1.6579 |
1.6579 |
1.6600 |
|
| S3 |
1.6538 |
1.6553 |
1.6597 |
|
| S4 |
1.6497 |
1.6512 |
1.6585 |
|
|
| 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 |
1.6493 |
0.0166 |
1.0% |
0.0061 |
0.4% |
69% |
False |
False |
98 |
| 10 |
1.6659 |
1.6448 |
0.0211 |
1.3% |
0.0063 |
0.4% |
76% |
False |
False |
96 |
| 20 |
1.6714 |
1.6448 |
0.0266 |
1.6% |
0.0045 |
0.3% |
60% |
False |
False |
52 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0027 |
0.2% |
75% |
False |
False |
28 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0018 |
0.1% |
75% |
False |
False |
20 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0014 |
0.1% |
75% |
False |
False |
15 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0011 |
0.1% |
86% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6821 |
|
2.618 |
1.6754 |
|
1.618 |
1.6713 |
|
1.000 |
1.6688 |
|
0.618 |
1.6672 |
|
HIGH |
1.6647 |
|
0.618 |
1.6631 |
|
0.500 |
1.6627 |
|
0.382 |
1.6622 |
|
LOW |
1.6606 |
|
0.618 |
1.6581 |
|
1.000 |
1.6565 |
|
1.618 |
1.6540 |
|
2.618 |
1.6499 |
|
4.250 |
1.6432 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6627 |
1.6623 |
| PP |
1.6620 |
1.6618 |
| S1 |
1.6614 |
1.6613 |
|