CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6663 |
1.6688 |
0.0025 |
0.2% |
1.6630 |
| High |
1.6697 |
1.6767 |
0.0070 |
0.4% |
1.6767 |
| Low |
1.6615 |
1.6675 |
0.0060 |
0.4% |
1.6581 |
| Close |
1.6683 |
1.6757 |
0.0074 |
0.4% |
1.6757 |
| Range |
0.0082 |
0.0092 |
0.0010 |
12.2% |
0.0186 |
| ATR |
0.0101 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
85,049 |
124,178 |
39,129 |
46.0% |
500,833 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7009 |
1.6975 |
1.6808 |
|
| R3 |
1.6917 |
1.6883 |
1.6782 |
|
| R2 |
1.6825 |
1.6825 |
1.6774 |
|
| R1 |
1.6791 |
1.6791 |
1.6765 |
1.6808 |
| PP |
1.6733 |
1.6733 |
1.6733 |
1.6742 |
| S1 |
1.6699 |
1.6699 |
1.6749 |
1.6716 |
| S2 |
1.6641 |
1.6641 |
1.6740 |
|
| S3 |
1.6549 |
1.6607 |
1.6732 |
|
| S4 |
1.6457 |
1.6515 |
1.6706 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7260 |
1.7194 |
1.6859 |
|
| R3 |
1.7074 |
1.7008 |
1.6808 |
|
| R2 |
1.6888 |
1.6888 |
1.6791 |
|
| R1 |
1.6822 |
1.6822 |
1.6774 |
1.6855 |
| PP |
1.6702 |
1.6702 |
1.6702 |
1.6718 |
| S1 |
1.6636 |
1.6636 |
1.6740 |
1.6669 |
| S2 |
1.6516 |
1.6516 |
1.6723 |
|
| S3 |
1.6330 |
1.6450 |
1.6706 |
|
| S4 |
1.6144 |
1.6264 |
1.6655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6767 |
1.6581 |
0.0186 |
1.1% |
0.0087 |
0.5% |
95% |
True |
False |
100,166 |
| 10 |
1.6821 |
1.6581 |
0.0240 |
1.4% |
0.0100 |
0.6% |
73% |
False |
False |
113,736 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0100 |
0.6% |
89% |
False |
False |
110,543 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0105 |
0.6% |
89% |
False |
False |
105,682 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0101 |
0.6% |
90% |
False |
False |
88,687 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0100 |
0.6% |
93% |
False |
False |
66,786 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
93% |
False |
False |
53,457 |
| 120 |
1.6821 |
1.5682 |
0.1139 |
6.8% |
0.0091 |
0.5% |
94% |
False |
False |
44,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7158 |
|
2.618 |
1.7008 |
|
1.618 |
1.6916 |
|
1.000 |
1.6859 |
|
0.618 |
1.6824 |
|
HIGH |
1.6767 |
|
0.618 |
1.6732 |
|
0.500 |
1.6721 |
|
0.382 |
1.6710 |
|
LOW |
1.6675 |
|
0.618 |
1.6618 |
|
1.000 |
1.6583 |
|
1.618 |
1.6526 |
|
2.618 |
1.6434 |
|
4.250 |
1.6284 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6745 |
1.6735 |
| PP |
1.6733 |
1.6713 |
| S1 |
1.6721 |
1.6691 |
|