CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6316 |
1.6408 |
0.0092 |
0.6% |
1.6426 |
| High |
1.6414 |
1.6423 |
0.0009 |
0.1% |
1.6435 |
| Low |
1.6295 |
1.6377 |
0.0082 |
0.5% |
1.6247 |
| Close |
1.6407 |
1.6400 |
-0.0007 |
0.0% |
1.6407 |
| Range |
0.0119 |
0.0046 |
-0.0073 |
-61.3% |
0.0188 |
| ATR |
0.0106 |
0.0101 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
111,857 |
57,690 |
-54,167 |
-48.4% |
554,311 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6538 |
1.6515 |
1.6425 |
|
| R3 |
1.6492 |
1.6469 |
1.6413 |
|
| R2 |
1.6446 |
1.6446 |
1.6408 |
|
| R1 |
1.6423 |
1.6423 |
1.6404 |
1.6412 |
| PP |
1.6400 |
1.6400 |
1.6400 |
1.6394 |
| S1 |
1.6377 |
1.6377 |
1.6396 |
1.6366 |
| S2 |
1.6354 |
1.6354 |
1.6392 |
|
| S3 |
1.6308 |
1.6331 |
1.6387 |
|
| S4 |
1.6262 |
1.6285 |
1.6375 |
|
|
| 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 |
1.6423 |
1.6247 |
0.0176 |
1.1% |
0.0084 |
0.5% |
87% |
True |
False |
92,907 |
| 10 |
1.6619 |
1.6247 |
0.0372 |
2.3% |
0.0093 |
0.6% |
41% |
False |
False |
99,271 |
| 20 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0108 |
0.7% |
37% |
False |
False |
106,789 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0103 |
0.6% |
43% |
False |
False |
90,875 |
| 60 |
1.6662 |
1.5872 |
0.0790 |
4.8% |
0.0100 |
0.6% |
67% |
False |
False |
64,060 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
68% |
False |
False |
48,097 |
| 100 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0094 |
0.6% |
68% |
False |
False |
38,489 |
| 120 |
1.6662 |
1.5450 |
0.1212 |
7.4% |
0.0080 |
0.5% |
78% |
False |
False |
32,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6619 |
|
2.618 |
1.6543 |
|
1.618 |
1.6497 |
|
1.000 |
1.6469 |
|
0.618 |
1.6451 |
|
HIGH |
1.6423 |
|
0.618 |
1.6405 |
|
0.500 |
1.6400 |
|
0.382 |
1.6395 |
|
LOW |
1.6377 |
|
0.618 |
1.6349 |
|
1.000 |
1.6331 |
|
1.618 |
1.6303 |
|
2.618 |
1.6257 |
|
4.250 |
1.6182 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6400 |
1.6382 |
| PP |
1.6400 |
1.6363 |
| S1 |
1.6400 |
1.6345 |
|