CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6441 |
1.6427 |
-0.0014 |
-0.1% |
1.6543 |
| High |
1.6441 |
1.6453 |
0.0012 |
0.1% |
1.6552 |
| Low |
1.6441 |
1.6422 |
-0.0019 |
-0.1% |
1.6513 |
| Close |
1.6441 |
1.6422 |
-0.0019 |
-0.1% |
1.6529 |
| Range |
0.0000 |
0.0031 |
0.0031 |
|
0.0039 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
42 |
42 |
0 |
0.0% |
210 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6525 |
1.6505 |
1.6439 |
|
| R3 |
1.6494 |
1.6474 |
1.6431 |
|
| R2 |
1.6463 |
1.6463 |
1.6428 |
|
| R1 |
1.6443 |
1.6443 |
1.6425 |
1.6438 |
| PP |
1.6432 |
1.6432 |
1.6432 |
1.6430 |
| S1 |
1.6412 |
1.6412 |
1.6419 |
1.6407 |
| S2 |
1.6401 |
1.6401 |
1.6416 |
|
| S3 |
1.6370 |
1.6381 |
1.6413 |
|
| S4 |
1.6339 |
1.6350 |
1.6405 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6648 |
1.6628 |
1.6550 |
|
| R3 |
1.6609 |
1.6589 |
1.6540 |
|
| R2 |
1.6570 |
1.6570 |
1.6536 |
|
| R1 |
1.6550 |
1.6550 |
1.6533 |
1.6541 |
| PP |
1.6531 |
1.6531 |
1.6531 |
1.6527 |
| S1 |
1.6511 |
1.6511 |
1.6525 |
1.6502 |
| S2 |
1.6492 |
1.6492 |
1.6522 |
|
| S3 |
1.6453 |
1.6472 |
1.6518 |
|
| S4 |
1.6414 |
1.6433 |
1.6508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6552 |
1.6422 |
0.0130 |
0.8% |
0.0006 |
0.0% |
0% |
False |
True |
42 |
| 10 |
1.6562 |
1.6422 |
0.0140 |
0.9% |
0.0003 |
0.0% |
0% |
False |
True |
42 |
| 20 |
1.6803 |
1.6422 |
0.0381 |
2.3% |
0.0003 |
0.0% |
0% |
False |
True |
21 |
| 40 |
1.7108 |
1.6422 |
0.0686 |
4.2% |
0.0004 |
0.0% |
0% |
False |
True |
13 |
| 60 |
1.7109 |
1.6422 |
0.0687 |
4.2% |
0.0003 |
0.0% |
0% |
False |
True |
11 |
| 80 |
1.7109 |
1.6422 |
0.0687 |
4.2% |
0.0002 |
0.0% |
0% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6585 |
|
2.618 |
1.6534 |
|
1.618 |
1.6503 |
|
1.000 |
1.6484 |
|
0.618 |
1.6472 |
|
HIGH |
1.6453 |
|
0.618 |
1.6441 |
|
0.500 |
1.6438 |
|
0.382 |
1.6434 |
|
LOW |
1.6422 |
|
0.618 |
1.6403 |
|
1.000 |
1.6391 |
|
1.618 |
1.6372 |
|
2.618 |
1.6341 |
|
4.250 |
1.6290 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6438 |
1.6476 |
| PP |
1.6432 |
1.6458 |
| S1 |
1.6427 |
1.6440 |
|