CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6606 |
1.6653 |
0.0047 |
0.3% |
1.6408 |
| High |
1.6672 |
1.6747 |
0.0075 |
0.4% |
1.6747 |
| Low |
1.6593 |
1.6641 |
0.0048 |
0.3% |
1.6377 |
| Close |
1.6651 |
1.6739 |
0.0088 |
0.5% |
1.6739 |
| Range |
0.0079 |
0.0106 |
0.0027 |
34.2% |
0.0370 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.1% |
0.0000 |
| Volume |
115,454 |
95,437 |
-20,017 |
-17.3% |
513,061 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7027 |
1.6989 |
1.6797 |
|
| R3 |
1.6921 |
1.6883 |
1.6768 |
|
| R2 |
1.6815 |
1.6815 |
1.6758 |
|
| R1 |
1.6777 |
1.6777 |
1.6749 |
1.6796 |
| PP |
1.6709 |
1.6709 |
1.6709 |
1.6719 |
| S1 |
1.6671 |
1.6671 |
1.6729 |
1.6690 |
| S2 |
1.6603 |
1.6603 |
1.6720 |
|
| S3 |
1.6497 |
1.6565 |
1.6710 |
|
| S4 |
1.6391 |
1.6459 |
1.6681 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7731 |
1.7605 |
1.6943 |
|
| R3 |
1.7361 |
1.7235 |
1.6841 |
|
| R2 |
1.6991 |
1.6991 |
1.6807 |
|
| R1 |
1.6865 |
1.6865 |
1.6773 |
1.6928 |
| PP |
1.6621 |
1.6621 |
1.6621 |
1.6653 |
| S1 |
1.6495 |
1.6495 |
1.6705 |
1.6558 |
| S2 |
1.6251 |
1.6251 |
1.6671 |
|
| S3 |
1.5881 |
1.6125 |
1.6637 |
|
| S4 |
1.5511 |
1.5755 |
1.6536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6747 |
1.6377 |
0.0370 |
2.2% |
0.0100 |
0.6% |
98% |
True |
False |
102,612 |
| 10 |
1.6747 |
1.6247 |
0.0500 |
3.0% |
0.0103 |
0.6% |
98% |
True |
False |
106,737 |
| 20 |
1.6747 |
1.6247 |
0.0500 |
3.0% |
0.0108 |
0.6% |
98% |
True |
False |
109,840 |
| 40 |
1.6747 |
1.6247 |
0.0500 |
3.0% |
0.0104 |
0.6% |
98% |
True |
False |
93,460 |
| 60 |
1.6747 |
1.6048 |
0.0699 |
4.2% |
0.0100 |
0.6% |
99% |
True |
False |
71,632 |
| 80 |
1.6747 |
1.5840 |
0.0907 |
5.4% |
0.0098 |
0.6% |
99% |
True |
False |
53,784 |
| 100 |
1.6747 |
1.5840 |
0.0907 |
5.4% |
0.0095 |
0.6% |
99% |
True |
False |
43,041 |
| 120 |
1.6747 |
1.5450 |
0.1297 |
7.7% |
0.0084 |
0.5% |
99% |
True |
False |
35,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7198 |
|
2.618 |
1.7025 |
|
1.618 |
1.6919 |
|
1.000 |
1.6853 |
|
0.618 |
1.6813 |
|
HIGH |
1.6747 |
|
0.618 |
1.6707 |
|
0.500 |
1.6694 |
|
0.382 |
1.6681 |
|
LOW |
1.6641 |
|
0.618 |
1.6575 |
|
1.000 |
1.6535 |
|
1.618 |
1.6469 |
|
2.618 |
1.6363 |
|
4.250 |
1.6191 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6724 |
1.6688 |
| PP |
1.6709 |
1.6636 |
| S1 |
1.6694 |
1.6585 |
|