CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6408 |
1.6401 |
-0.0007 |
0.0% |
1.6426 |
| High |
1.6423 |
1.6484 |
0.0061 |
0.4% |
1.6435 |
| Low |
1.6377 |
1.6387 |
0.0010 |
0.1% |
1.6247 |
| Close |
1.6400 |
1.6445 |
0.0045 |
0.3% |
1.6407 |
| Range |
0.0046 |
0.0097 |
0.0051 |
110.9% |
0.0188 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
57,690 |
87,235 |
29,545 |
51.2% |
554,311 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6730 |
1.6684 |
1.6498 |
|
| R3 |
1.6633 |
1.6587 |
1.6472 |
|
| R2 |
1.6536 |
1.6536 |
1.6463 |
|
| R1 |
1.6490 |
1.6490 |
1.6454 |
1.6513 |
| PP |
1.6439 |
1.6439 |
1.6439 |
1.6450 |
| S1 |
1.6393 |
1.6393 |
1.6436 |
1.6416 |
| S2 |
1.6342 |
1.6342 |
1.6427 |
|
| S3 |
1.6245 |
1.6296 |
1.6418 |
|
| S4 |
1.6148 |
1.6199 |
1.6392 |
|
|
| 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 |
1.6484 |
1.6247 |
0.0237 |
1.4% |
0.0086 |
0.5% |
84% |
True |
False |
89,695 |
| 10 |
1.6601 |
1.6247 |
0.0354 |
2.2% |
0.0094 |
0.6% |
56% |
False |
False |
99,205 |
| 20 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0104 |
0.6% |
48% |
False |
False |
106,360 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0103 |
0.6% |
53% |
False |
False |
90,604 |
| 60 |
1.6662 |
1.5977 |
0.0685 |
4.2% |
0.0099 |
0.6% |
68% |
False |
False |
65,510 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
74% |
False |
False |
49,187 |
| 100 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0093 |
0.6% |
74% |
False |
False |
39,362 |
| 120 |
1.6662 |
1.5450 |
0.1212 |
7.4% |
0.0081 |
0.5% |
82% |
False |
False |
32,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6896 |
|
2.618 |
1.6738 |
|
1.618 |
1.6641 |
|
1.000 |
1.6581 |
|
0.618 |
1.6544 |
|
HIGH |
1.6484 |
|
0.618 |
1.6447 |
|
0.500 |
1.6436 |
|
0.382 |
1.6424 |
|
LOW |
1.6387 |
|
0.618 |
1.6327 |
|
1.000 |
1.6290 |
|
1.618 |
1.6230 |
|
2.618 |
1.6133 |
|
4.250 |
1.5975 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6442 |
1.6427 |
| PP |
1.6439 |
1.6408 |
| S1 |
1.6436 |
1.6390 |
|