CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6630 |
1.6653 |
0.0023 |
0.1% |
1.6752 |
| High |
1.6676 |
1.6725 |
0.0049 |
0.3% |
1.6821 |
| Low |
1.6581 |
1.6639 |
0.0058 |
0.3% |
1.6608 |
| Close |
1.6662 |
1.6675 |
0.0013 |
0.1% |
1.6643 |
| Range |
0.0095 |
0.0086 |
-0.0009 |
-9.5% |
0.0213 |
| ATR |
0.0106 |
0.0104 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
86,139 |
125,981 |
39,842 |
46.3% |
541,096 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6938 |
1.6892 |
1.6722 |
|
| R3 |
1.6852 |
1.6806 |
1.6699 |
|
| R2 |
1.6766 |
1.6766 |
1.6691 |
|
| R1 |
1.6720 |
1.6720 |
1.6683 |
1.6743 |
| PP |
1.6680 |
1.6680 |
1.6680 |
1.6691 |
| S1 |
1.6634 |
1.6634 |
1.6667 |
1.6657 |
| S2 |
1.6594 |
1.6594 |
1.6659 |
|
| S3 |
1.6508 |
1.6548 |
1.6651 |
|
| S4 |
1.6422 |
1.6462 |
1.6628 |
|
|
| 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 |
1.6731 |
1.6581 |
0.0150 |
0.9% |
0.0094 |
0.6% |
63% |
False |
False |
111,982 |
| 10 |
1.6821 |
1.6387 |
0.0434 |
2.6% |
0.0110 |
0.7% |
66% |
False |
False |
120,858 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0101 |
0.6% |
75% |
False |
False |
110,065 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0107 |
0.6% |
75% |
False |
False |
102,719 |
| 60 |
1.6821 |
1.6184 |
0.0637 |
3.8% |
0.0103 |
0.6% |
77% |
False |
False |
83,969 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0099 |
0.6% |
85% |
False |
False |
63,191 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
85% |
False |
False |
50,572 |
| 120 |
1.6821 |
1.5571 |
0.1250 |
7.5% |
0.0088 |
0.5% |
88% |
False |
False |
42,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7091 |
|
2.618 |
1.6950 |
|
1.618 |
1.6864 |
|
1.000 |
1.6811 |
|
0.618 |
1.6778 |
|
HIGH |
1.6725 |
|
0.618 |
1.6692 |
|
0.500 |
1.6682 |
|
0.382 |
1.6672 |
|
LOW |
1.6639 |
|
0.618 |
1.6586 |
|
1.000 |
1.6553 |
|
1.618 |
1.6500 |
|
2.618 |
1.6414 |
|
4.250 |
1.6274 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6682 |
1.6668 |
| PP |
1.6680 |
1.6660 |
| S1 |
1.6677 |
1.6653 |
|