CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6308 |
1.6316 |
0.0008 |
0.0% |
1.6426 |
| High |
1.6343 |
1.6414 |
0.0071 |
0.4% |
1.6435 |
| Low |
1.6267 |
1.6295 |
0.0028 |
0.2% |
1.6247 |
| Close |
1.6317 |
1.6407 |
0.0090 |
0.6% |
1.6407 |
| Range |
0.0076 |
0.0119 |
0.0043 |
56.6% |
0.0188 |
| ATR |
0.0104 |
0.0106 |
0.0001 |
1.0% |
0.0000 |
| Volume |
81,785 |
111,857 |
30,072 |
36.8% |
554,311 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6729 |
1.6687 |
1.6472 |
|
| R3 |
1.6610 |
1.6568 |
1.6440 |
|
| R2 |
1.6491 |
1.6491 |
1.6429 |
|
| R1 |
1.6449 |
1.6449 |
1.6418 |
1.6470 |
| PP |
1.6372 |
1.6372 |
1.6372 |
1.6383 |
| S1 |
1.6330 |
1.6330 |
1.6396 |
1.6351 |
| S2 |
1.6253 |
1.6253 |
1.6385 |
|
| S3 |
1.6134 |
1.6211 |
1.6374 |
|
| S4 |
1.6015 |
1.6092 |
1.6342 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6927 |
1.6855 |
1.6510 |
|
| R3 |
1.6739 |
1.6667 |
1.6459 |
|
| R2 |
1.6551 |
1.6551 |
1.6441 |
|
| R1 |
1.6479 |
1.6479 |
1.6424 |
1.6421 |
| PP |
1.6363 |
1.6363 |
1.6363 |
1.6334 |
| S1 |
1.6291 |
1.6291 |
1.6390 |
1.6233 |
| S2 |
1.6175 |
1.6175 |
1.6373 |
|
| S3 |
1.5987 |
1.6103 |
1.6355 |
|
| S4 |
1.5799 |
1.5915 |
1.6304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6435 |
1.6247 |
0.0188 |
1.1% |
0.0105 |
0.6% |
85% |
False |
False |
110,862 |
| 10 |
1.6619 |
1.6247 |
0.0372 |
2.3% |
0.0100 |
0.6% |
43% |
False |
False |
101,861 |
| 20 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0112 |
0.7% |
39% |
False |
False |
109,919 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0104 |
0.6% |
44% |
False |
False |
91,536 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0101 |
0.6% |
69% |
False |
False |
63,099 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0099 |
0.6% |
69% |
False |
False |
47,377 |
| 100 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0094 |
0.6% |
69% |
False |
False |
37,913 |
| 120 |
1.6662 |
1.5450 |
0.1212 |
7.4% |
0.0080 |
0.5% |
79% |
False |
False |
31,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6920 |
|
2.618 |
1.6726 |
|
1.618 |
1.6607 |
|
1.000 |
1.6533 |
|
0.618 |
1.6488 |
|
HIGH |
1.6414 |
|
0.618 |
1.6369 |
|
0.500 |
1.6355 |
|
0.382 |
1.6340 |
|
LOW |
1.6295 |
|
0.618 |
1.6221 |
|
1.000 |
1.6176 |
|
1.618 |
1.6102 |
|
2.618 |
1.5983 |
|
4.250 |
1.5789 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6390 |
1.6382 |
| PP |
1.6372 |
1.6356 |
| S1 |
1.6355 |
1.6331 |
|