CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.6752 |
1.6679 |
-0.0073 |
-0.4% |
1.6408 |
High |
1.6821 |
1.6731 |
-0.0090 |
-0.5% |
1.6747 |
Low |
1.6652 |
1.6634 |
-0.0018 |
-0.1% |
1.6377 |
Close |
1.6680 |
1.6694 |
0.0014 |
0.1% |
1.6739 |
Range |
0.0169 |
0.0097 |
-0.0072 |
-42.6% |
0.0370 |
ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
193,305 |
126,770 |
-66,535 |
-34.4% |
513,061 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6977 |
1.6933 |
1.6747 |
|
R3 |
1.6880 |
1.6836 |
1.6721 |
|
R2 |
1.6783 |
1.6783 |
1.6712 |
|
R1 |
1.6739 |
1.6739 |
1.6703 |
1.6761 |
PP |
1.6686 |
1.6686 |
1.6686 |
1.6698 |
S1 |
1.6642 |
1.6642 |
1.6685 |
1.6664 |
S2 |
1.6589 |
1.6589 |
1.6676 |
|
S3 |
1.6492 |
1.6545 |
1.6667 |
|
S4 |
1.6395 |
1.6448 |
1.6641 |
|
|
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 |
1.6422 |
0.0399 |
2.4% |
0.0125 |
0.7% |
68% |
False |
False |
137,642 |
10 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0105 |
0.6% |
78% |
False |
False |
113,668 |
20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0109 |
0.7% |
78% |
False |
False |
113,715 |
40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0104 |
0.6% |
78% |
False |
False |
96,030 |
60 |
1.6821 |
1.6059 |
0.0762 |
4.6% |
0.0102 |
0.6% |
83% |
False |
False |
76,957 |
80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0099 |
0.6% |
87% |
False |
False |
57,784 |
100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
87% |
False |
False |
46,242 |
120 |
1.6821 |
1.5450 |
0.1371 |
8.2% |
0.0086 |
0.5% |
91% |
False |
False |
38,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7143 |
2.618 |
1.6985 |
1.618 |
1.6888 |
1.000 |
1.6828 |
0.618 |
1.6791 |
HIGH |
1.6731 |
0.618 |
1.6694 |
0.500 |
1.6683 |
0.382 |
1.6671 |
LOW |
1.6634 |
0.618 |
1.6574 |
1.000 |
1.6537 |
1.618 |
1.6477 |
2.618 |
1.6380 |
4.250 |
1.6222 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6690 |
1.6728 |
PP |
1.6686 |
1.6716 |
S1 |
1.6683 |
1.6705 |
|