CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6647 |
1.6615 |
-0.0032 |
-0.2% |
1.6456 |
| High |
1.6647 |
1.6640 |
-0.0007 |
0.0% |
1.6630 |
| Low |
1.6606 |
1.6604 |
-0.0002 |
0.0% |
1.6448 |
| Close |
1.6608 |
1.6604 |
-0.0004 |
0.0% |
1.6623 |
| Range |
0.0041 |
0.0036 |
-0.0005 |
-12.2% |
0.0182 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
64 |
28 |
-36 |
-56.3% |
447 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6724 |
1.6700 |
1.6624 |
|
| R3 |
1.6688 |
1.6664 |
1.6614 |
|
| R2 |
1.6652 |
1.6652 |
1.6611 |
|
| R1 |
1.6628 |
1.6628 |
1.6607 |
1.6622 |
| PP |
1.6616 |
1.6616 |
1.6616 |
1.6613 |
| S1 |
1.6592 |
1.6592 |
1.6601 |
1.6586 |
| S2 |
1.6580 |
1.6580 |
1.6597 |
|
| S3 |
1.6544 |
1.6556 |
1.6594 |
|
| S4 |
1.6508 |
1.6520 |
1.6584 |
|
|
| 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 |
1.6544 |
0.0115 |
0.7% |
0.0052 |
0.3% |
52% |
False |
False |
95 |
| 10 |
1.6659 |
1.6448 |
0.0211 |
1.3% |
0.0054 |
0.3% |
74% |
False |
False |
80 |
| 20 |
1.6714 |
1.6448 |
0.0266 |
1.6% |
0.0045 |
0.3% |
59% |
False |
False |
53 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0028 |
0.2% |
74% |
False |
False |
28 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0019 |
0.1% |
74% |
False |
False |
20 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0014 |
0.1% |
74% |
False |
False |
15 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0012 |
0.1% |
85% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6793 |
|
2.618 |
1.6734 |
|
1.618 |
1.6698 |
|
1.000 |
1.6676 |
|
0.618 |
1.6662 |
|
HIGH |
1.6640 |
|
0.618 |
1.6626 |
|
0.500 |
1.6622 |
|
0.382 |
1.6618 |
|
LOW |
1.6604 |
|
0.618 |
1.6582 |
|
1.000 |
1.6568 |
|
1.618 |
1.6546 |
|
2.618 |
1.6510 |
|
4.250 |
1.6451 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6622 |
1.6629 |
| PP |
1.6616 |
1.6620 |
| S1 |
1.6610 |
1.6612 |
|