CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6676 |
1.6663 |
-0.0013 |
-0.1% |
1.6752 |
| High |
1.6700 |
1.6697 |
-0.0003 |
0.0% |
1.6821 |
| Low |
1.6619 |
1.6615 |
-0.0004 |
0.0% |
1.6608 |
| Close |
1.6661 |
1.6683 |
0.0022 |
0.1% |
1.6643 |
| Range |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0213 |
| ATR |
0.0103 |
0.0101 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
79,486 |
85,049 |
5,563 |
7.0% |
541,096 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6911 |
1.6879 |
1.6728 |
|
| R3 |
1.6829 |
1.6797 |
1.6706 |
|
| R2 |
1.6747 |
1.6747 |
1.6698 |
|
| R1 |
1.6715 |
1.6715 |
1.6691 |
1.6731 |
| PP |
1.6665 |
1.6665 |
1.6665 |
1.6673 |
| S1 |
1.6633 |
1.6633 |
1.6675 |
1.6649 |
| S2 |
1.6583 |
1.6583 |
1.6668 |
|
| S3 |
1.6501 |
1.6551 |
1.6660 |
|
| S4 |
1.6419 |
1.6469 |
1.6638 |
|
|
| 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 |
1.6725 |
1.6581 |
0.0144 |
0.9% |
0.0092 |
0.6% |
71% |
False |
False |
99,856 |
| 10 |
1.6821 |
1.6581 |
0.0240 |
1.4% |
0.0099 |
0.6% |
43% |
False |
False |
112,864 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0101 |
0.6% |
76% |
False |
False |
109,295 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0105 |
0.6% |
76% |
False |
False |
103,563 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0102 |
0.6% |
78% |
False |
False |
86,645 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0100 |
0.6% |
86% |
False |
False |
65,238 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0099 |
0.6% |
86% |
False |
False |
52,216 |
| 120 |
1.6821 |
1.5614 |
0.1207 |
7.2% |
0.0090 |
0.5% |
89% |
False |
False |
43,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7046 |
|
2.618 |
1.6912 |
|
1.618 |
1.6830 |
|
1.000 |
1.6779 |
|
0.618 |
1.6748 |
|
HIGH |
1.6697 |
|
0.618 |
1.6666 |
|
0.500 |
1.6656 |
|
0.382 |
1.6646 |
|
LOW |
1.6615 |
|
0.618 |
1.6564 |
|
1.000 |
1.6533 |
|
1.618 |
1.6482 |
|
2.618 |
1.6400 |
|
4.250 |
1.6267 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6674 |
1.6679 |
| PP |
1.6665 |
1.6674 |
| S1 |
1.6656 |
1.6670 |
|