CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6649 |
1.6630 |
-0.0019 |
-0.1% |
1.6752 |
| High |
1.6723 |
1.6676 |
-0.0047 |
-0.3% |
1.6821 |
| Low |
1.6608 |
1.6581 |
-0.0027 |
-0.2% |
1.6608 |
| Close |
1.6643 |
1.6662 |
0.0019 |
0.1% |
1.6643 |
| Range |
0.0115 |
0.0095 |
-0.0020 |
-17.4% |
0.0213 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
122,627 |
86,139 |
-36,488 |
-29.8% |
541,096 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6925 |
1.6888 |
1.6714 |
|
| R3 |
1.6830 |
1.6793 |
1.6688 |
|
| R2 |
1.6735 |
1.6735 |
1.6679 |
|
| R1 |
1.6698 |
1.6698 |
1.6671 |
1.6717 |
| PP |
1.6640 |
1.6640 |
1.6640 |
1.6649 |
| S1 |
1.6603 |
1.6603 |
1.6653 |
1.6622 |
| S2 |
1.6545 |
1.6545 |
1.6645 |
|
| S3 |
1.6450 |
1.6508 |
1.6636 |
|
| S4 |
1.6355 |
1.6413 |
1.6610 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7330 |
1.7199 |
1.6760 |
|
| R3 |
1.7117 |
1.6986 |
1.6702 |
|
| R2 |
1.6904 |
1.6904 |
1.6682 |
|
| R1 |
1.6773 |
1.6773 |
1.6663 |
1.6732 |
| PP |
1.6691 |
1.6691 |
1.6691 |
1.6670 |
| S1 |
1.6560 |
1.6560 |
1.6623 |
1.6519 |
| S2 |
1.6478 |
1.6478 |
1.6604 |
|
| S3 |
1.6265 |
1.6347 |
1.6584 |
|
| S4 |
1.6052 |
1.6134 |
1.6526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6821 |
1.6581 |
0.0240 |
1.4% |
0.0111 |
0.7% |
34% |
False |
True |
125,447 |
| 10 |
1.6821 |
1.6377 |
0.0444 |
2.7% |
0.0106 |
0.6% |
64% |
False |
False |
114,029 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0103 |
0.6% |
72% |
False |
False |
107,945 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0107 |
0.6% |
72% |
False |
False |
100,093 |
| 60 |
1.6821 |
1.6126 |
0.0695 |
4.2% |
0.0103 |
0.6% |
77% |
False |
False |
82,035 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0099 |
0.6% |
84% |
False |
False |
61,618 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
84% |
False |
False |
49,313 |
| 120 |
1.6821 |
1.5543 |
0.1278 |
7.7% |
0.0088 |
0.5% |
88% |
False |
False |
41,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7080 |
|
2.618 |
1.6925 |
|
1.618 |
1.6830 |
|
1.000 |
1.6771 |
|
0.618 |
1.6735 |
|
HIGH |
1.6676 |
|
0.618 |
1.6640 |
|
0.500 |
1.6629 |
|
0.382 |
1.6617 |
|
LOW |
1.6581 |
|
0.618 |
1.6522 |
|
1.000 |
1.6486 |
|
1.618 |
1.6427 |
|
2.618 |
1.6332 |
|
4.250 |
1.6177 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6651 |
1.6659 |
| PP |
1.6640 |
1.6655 |
| S1 |
1.6629 |
1.6652 |
|