CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6488 |
1.6426 |
-0.0062 |
-0.4% |
1.6476 |
| High |
1.6493 |
1.6435 |
-0.0058 |
-0.4% |
1.6619 |
| Low |
1.6422 |
1.6284 |
-0.0138 |
-0.8% |
1.6422 |
| Close |
1.6428 |
1.6301 |
-0.0127 |
-0.8% |
1.6428 |
| Range |
0.0071 |
0.0151 |
0.0080 |
112.7% |
0.0197 |
| ATR |
0.0106 |
0.0110 |
0.0003 |
3.0% |
0.0000 |
| Volume |
101,561 |
147,462 |
45,901 |
45.2% |
464,302 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6793 |
1.6698 |
1.6384 |
|
| R3 |
1.6642 |
1.6547 |
1.6343 |
|
| R2 |
1.6491 |
1.6491 |
1.6329 |
|
| R1 |
1.6396 |
1.6396 |
1.6315 |
1.6368 |
| PP |
1.6340 |
1.6340 |
1.6340 |
1.6326 |
| S1 |
1.6245 |
1.6245 |
1.6287 |
1.6217 |
| S2 |
1.6189 |
1.6189 |
1.6273 |
|
| S3 |
1.6038 |
1.6094 |
1.6259 |
|
| S4 |
1.5887 |
1.5943 |
1.6218 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7081 |
1.6951 |
1.6536 |
|
| R3 |
1.6884 |
1.6754 |
1.6482 |
|
| R2 |
1.6687 |
1.6687 |
1.6464 |
|
| R1 |
1.6557 |
1.6557 |
1.6446 |
1.6524 |
| PP |
1.6490 |
1.6490 |
1.6490 |
1.6473 |
| S1 |
1.6360 |
1.6360 |
1.6410 |
1.6327 |
| S2 |
1.6293 |
1.6293 |
1.6392 |
|
| S3 |
1.6096 |
1.6163 |
1.6374 |
|
| S4 |
1.5899 |
1.5966 |
1.6320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6619 |
1.6284 |
0.0335 |
2.1% |
0.0103 |
0.6% |
5% |
False |
True |
105,635 |
| 10 |
1.6662 |
1.6284 |
0.0378 |
2.3% |
0.0114 |
0.7% |
4% |
False |
True |
116,562 |
| 20 |
1.6662 |
1.6284 |
0.0378 |
2.3% |
0.0110 |
0.7% |
4% |
False |
True |
105,461 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0104 |
0.6% |
21% |
False |
False |
83,598 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0101 |
0.6% |
56% |
False |
False |
56,344 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
56% |
False |
False |
42,297 |
| 100 |
1.6662 |
1.5758 |
0.0904 |
5.5% |
0.0091 |
0.6% |
60% |
False |
False |
33,845 |
| 120 |
1.6662 |
1.5424 |
0.1238 |
7.6% |
0.0077 |
0.5% |
71% |
False |
False |
28,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7077 |
|
2.618 |
1.6830 |
|
1.618 |
1.6679 |
|
1.000 |
1.6586 |
|
0.618 |
1.6528 |
|
HIGH |
1.6435 |
|
0.618 |
1.6377 |
|
0.500 |
1.6360 |
|
0.382 |
1.6342 |
|
LOW |
1.6284 |
|
0.618 |
1.6191 |
|
1.000 |
1.6133 |
|
1.618 |
1.6040 |
|
2.618 |
1.5889 |
|
4.250 |
1.5642 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6360 |
1.6422 |
| PP |
1.6340 |
1.6382 |
| S1 |
1.6321 |
1.6341 |
|