CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6427 |
1.6366 |
-0.0061 |
-0.4% |
1.6543 |
| High |
1.6453 |
1.6366 |
-0.0087 |
-0.5% |
1.6552 |
| Low |
1.6422 |
1.6301 |
-0.0121 |
-0.7% |
1.6513 |
| Close |
1.6422 |
1.6301 |
-0.0121 |
-0.7% |
1.6529 |
| Range |
0.0031 |
0.0065 |
0.0034 |
109.7% |
0.0039 |
| ATR |
0.0032 |
0.0038 |
0.0006 |
19.8% |
0.0000 |
| Volume |
42 |
4 |
-38 |
-90.5% |
210 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6518 |
1.6474 |
1.6337 |
|
| R3 |
1.6453 |
1.6409 |
1.6319 |
|
| R2 |
1.6388 |
1.6388 |
1.6313 |
|
| R1 |
1.6344 |
1.6344 |
1.6307 |
1.6334 |
| PP |
1.6323 |
1.6323 |
1.6323 |
1.6317 |
| S1 |
1.6279 |
1.6279 |
1.6295 |
1.6269 |
| S2 |
1.6258 |
1.6258 |
1.6289 |
|
| S3 |
1.6193 |
1.6214 |
1.6283 |
|
| S4 |
1.6128 |
1.6149 |
1.6265 |
|
|
| 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 |
1.6301 |
0.0251 |
1.5% |
0.0019 |
0.1% |
0% |
False |
True |
34 |
| 10 |
1.6552 |
1.6301 |
0.0251 |
1.5% |
0.0010 |
0.1% |
0% |
False |
True |
38 |
| 20 |
1.6793 |
1.6301 |
0.0492 |
3.0% |
0.0007 |
0.0% |
0% |
False |
True |
21 |
| 40 |
1.7096 |
1.6301 |
0.0795 |
4.9% |
0.0005 |
0.0% |
0% |
False |
True |
13 |
| 60 |
1.7109 |
1.6301 |
0.0808 |
5.0% |
0.0004 |
0.0% |
0% |
False |
True |
12 |
| 80 |
1.7109 |
1.6301 |
0.0808 |
5.0% |
0.0003 |
0.0% |
0% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6642 |
|
2.618 |
1.6536 |
|
1.618 |
1.6471 |
|
1.000 |
1.6431 |
|
0.618 |
1.6406 |
|
HIGH |
1.6366 |
|
0.618 |
1.6341 |
|
0.500 |
1.6334 |
|
0.382 |
1.6326 |
|
LOW |
1.6301 |
|
0.618 |
1.6261 |
|
1.000 |
1.6236 |
|
1.618 |
1.6196 |
|
2.618 |
1.6131 |
|
4.250 |
1.6025 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6334 |
1.6377 |
| PP |
1.6323 |
1.6352 |
| S1 |
1.6312 |
1.6326 |
|