CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6688 |
1.6736 |
0.0048 |
0.3% |
1.6630 |
| High |
1.6767 |
1.6757 |
-0.0010 |
-0.1% |
1.6767 |
| Low |
1.6675 |
1.6651 |
-0.0024 |
-0.1% |
1.6581 |
| Close |
1.6757 |
1.6658 |
-0.0099 |
-0.6% |
1.6757 |
| Range |
0.0092 |
0.0106 |
0.0014 |
15.2% |
0.0186 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.4% |
0.0000 |
| Volume |
124,178 |
94,018 |
-30,160 |
-24.3% |
500,833 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7007 |
1.6938 |
1.6716 |
|
| R3 |
1.6901 |
1.6832 |
1.6687 |
|
| R2 |
1.6795 |
1.6795 |
1.6677 |
|
| R1 |
1.6726 |
1.6726 |
1.6668 |
1.6708 |
| PP |
1.6689 |
1.6689 |
1.6689 |
1.6679 |
| S1 |
1.6620 |
1.6620 |
1.6648 |
1.6602 |
| S2 |
1.6583 |
1.6583 |
1.6639 |
|
| S3 |
1.6477 |
1.6514 |
1.6629 |
|
| S4 |
1.6371 |
1.6408 |
1.6600 |
|
|
| 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 |
1.6615 |
0.0152 |
0.9% |
0.0089 |
0.5% |
28% |
False |
False |
101,742 |
| 10 |
1.6821 |
1.6581 |
0.0240 |
1.4% |
0.0100 |
0.6% |
32% |
False |
False |
113,594 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0101 |
0.6% |
72% |
False |
False |
110,165 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0104 |
0.6% |
72% |
False |
False |
106,121 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0102 |
0.6% |
74% |
False |
False |
90,227 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0101 |
0.6% |
83% |
False |
False |
67,959 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
83% |
False |
False |
54,396 |
| 120 |
1.6821 |
1.5711 |
0.1110 |
6.7% |
0.0091 |
0.5% |
85% |
False |
False |
45,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7208 |
|
2.618 |
1.7035 |
|
1.618 |
1.6929 |
|
1.000 |
1.6863 |
|
0.618 |
1.6823 |
|
HIGH |
1.6757 |
|
0.618 |
1.6717 |
|
0.500 |
1.6704 |
|
0.382 |
1.6691 |
|
LOW |
1.6651 |
|
0.618 |
1.6585 |
|
1.000 |
1.6545 |
|
1.618 |
1.6479 |
|
2.618 |
1.6373 |
|
4.250 |
1.6201 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6704 |
1.6691 |
| PP |
1.6689 |
1.6680 |
| S1 |
1.6673 |
1.6669 |
|