CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6568 |
1.6559 |
-0.0009 |
-0.1% |
1.6620 |
| High |
1.6580 |
1.6603 |
0.0023 |
0.1% |
1.6659 |
| Low |
1.6550 |
1.6559 |
0.0009 |
0.1% |
1.6550 |
| Close |
1.6558 |
1.6589 |
0.0031 |
0.2% |
1.6558 |
| Range |
0.0030 |
0.0044 |
0.0014 |
46.7% |
0.0109 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
83 |
25 |
-58 |
-69.9% |
327 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6716 |
1.6696 |
1.6613 |
|
| R3 |
1.6672 |
1.6652 |
1.6601 |
|
| R2 |
1.6628 |
1.6628 |
1.6597 |
|
| R1 |
1.6608 |
1.6608 |
1.6593 |
1.6618 |
| PP |
1.6584 |
1.6584 |
1.6584 |
1.6589 |
| S1 |
1.6564 |
1.6564 |
1.6585 |
1.6574 |
| S2 |
1.6540 |
1.6540 |
1.6581 |
|
| S3 |
1.6496 |
1.6520 |
1.6577 |
|
| S4 |
1.6452 |
1.6476 |
1.6565 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6916 |
1.6846 |
1.6618 |
|
| R3 |
1.6807 |
1.6737 |
1.6588 |
|
| R2 |
1.6698 |
1.6698 |
1.6578 |
|
| R1 |
1.6628 |
1.6628 |
1.6568 |
1.6609 |
| PP |
1.6589 |
1.6589 |
1.6589 |
1.6579 |
| S1 |
1.6519 |
1.6519 |
1.6548 |
1.6500 |
| S2 |
1.6480 |
1.6480 |
1.6538 |
|
| S3 |
1.6371 |
1.6410 |
1.6528 |
|
| S4 |
1.6262 |
1.6301 |
1.6498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6647 |
1.6550 |
0.0097 |
0.6% |
0.0046 |
0.3% |
40% |
False |
False |
53 |
| 10 |
1.6659 |
1.6472 |
0.0187 |
1.1% |
0.0055 |
0.3% |
63% |
False |
False |
75 |
| 20 |
1.6659 |
1.6448 |
0.0211 |
1.3% |
0.0050 |
0.3% |
67% |
False |
False |
61 |
| 40 |
1.6733 |
1.6375 |
0.0358 |
2.2% |
0.0030 |
0.2% |
60% |
False |
False |
33 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0021 |
0.1% |
71% |
False |
False |
23 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0016 |
0.1% |
71% |
False |
False |
18 |
| 100 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0013 |
0.1% |
84% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6790 |
|
2.618 |
1.6718 |
|
1.618 |
1.6674 |
|
1.000 |
1.6647 |
|
0.618 |
1.6630 |
|
HIGH |
1.6603 |
|
0.618 |
1.6586 |
|
0.500 |
1.6581 |
|
0.382 |
1.6576 |
|
LOW |
1.6559 |
|
0.618 |
1.6532 |
|
1.000 |
1.6515 |
|
1.618 |
1.6488 |
|
2.618 |
1.6444 |
|
4.250 |
1.6372 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6586 |
1.6589 |
| PP |
1.6584 |
1.6589 |
| S1 |
1.6581 |
1.6589 |
|