CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6653 |
1.6752 |
0.0099 |
0.6% |
1.6408 |
| High |
1.6747 |
1.6821 |
0.0074 |
0.4% |
1.6747 |
| Low |
1.6641 |
1.6652 |
0.0011 |
0.1% |
1.6377 |
| Close |
1.6739 |
1.6680 |
-0.0059 |
-0.4% |
1.6739 |
| Range |
0.0106 |
0.0169 |
0.0063 |
59.4% |
0.0370 |
| ATR |
0.0104 |
0.0109 |
0.0005 |
4.4% |
0.0000 |
| Volume |
95,437 |
193,305 |
97,868 |
102.5% |
513,061 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7225 |
1.7121 |
1.6773 |
|
| R3 |
1.7056 |
1.6952 |
1.6726 |
|
| R2 |
1.6887 |
1.6887 |
1.6711 |
|
| R1 |
1.6783 |
1.6783 |
1.6695 |
1.6751 |
| PP |
1.6718 |
1.6718 |
1.6718 |
1.6701 |
| S1 |
1.6614 |
1.6614 |
1.6665 |
1.6582 |
| S2 |
1.6549 |
1.6549 |
1.6649 |
|
| S3 |
1.6380 |
1.6445 |
1.6634 |
|
| S4 |
1.6211 |
1.6276 |
1.6587 |
|
|
| 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 |
1.6821 |
1.6387 |
0.0434 |
2.6% |
0.0125 |
0.7% |
68% |
True |
False |
129,735 |
| 10 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0104 |
0.6% |
75% |
True |
False |
111,321 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0109 |
0.7% |
75% |
True |
False |
113,941 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0103 |
0.6% |
75% |
True |
False |
94,635 |
| 60 |
1.6821 |
1.6059 |
0.0762 |
4.6% |
0.0102 |
0.6% |
81% |
True |
False |
74,849 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0099 |
0.6% |
86% |
True |
False |
56,200 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
86% |
True |
False |
44,974 |
| 120 |
1.6821 |
1.5450 |
0.1371 |
8.2% |
0.0085 |
0.5% |
90% |
True |
False |
37,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7539 |
|
2.618 |
1.7263 |
|
1.618 |
1.7094 |
|
1.000 |
1.6990 |
|
0.618 |
1.6925 |
|
HIGH |
1.6821 |
|
0.618 |
1.6756 |
|
0.500 |
1.6737 |
|
0.382 |
1.6717 |
|
LOW |
1.6652 |
|
0.618 |
1.6548 |
|
1.000 |
1.6483 |
|
1.618 |
1.6379 |
|
2.618 |
1.6210 |
|
4.250 |
1.5934 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6737 |
1.6707 |
| PP |
1.6718 |
1.6698 |
| S1 |
1.6699 |
1.6689 |
|