CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6719 |
1.6737 |
0.0018 |
0.1% |
1.6736 |
| High |
1.6777 |
1.6784 |
0.0007 |
0.0% |
1.6784 |
| Low |
1.6684 |
1.6706 |
0.0022 |
0.1% |
1.6638 |
| Close |
1.6738 |
1.6725 |
-0.0013 |
-0.1% |
1.6725 |
| Range |
0.0093 |
0.0078 |
-0.0015 |
-16.1% |
0.0146 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
111,364 |
98,719 |
-12,645 |
-11.4% |
479,365 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6972 |
1.6927 |
1.6768 |
|
| R3 |
1.6894 |
1.6849 |
1.6746 |
|
| R2 |
1.6816 |
1.6816 |
1.6739 |
|
| R1 |
1.6771 |
1.6771 |
1.6732 |
1.6755 |
| PP |
1.6738 |
1.6738 |
1.6738 |
1.6730 |
| S1 |
1.6693 |
1.6693 |
1.6718 |
1.6677 |
| S2 |
1.6660 |
1.6660 |
1.6711 |
|
| S3 |
1.6582 |
1.6615 |
1.6704 |
|
| S4 |
1.6504 |
1.6537 |
1.6682 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7154 |
1.7085 |
1.6805 |
|
| R3 |
1.7008 |
1.6939 |
1.6765 |
|
| R2 |
1.6862 |
1.6862 |
1.6752 |
|
| R1 |
1.6793 |
1.6793 |
1.6738 |
1.6755 |
| PP |
1.6716 |
1.6716 |
1.6716 |
1.6696 |
| S1 |
1.6647 |
1.6647 |
1.6712 |
1.6609 |
| S2 |
1.6570 |
1.6570 |
1.6698 |
|
| S3 |
1.6424 |
1.6501 |
1.6685 |
|
| S4 |
1.6278 |
1.6355 |
1.6645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6784 |
1.6638 |
0.0146 |
0.9% |
0.0088 |
0.5% |
60% |
True |
False |
95,873 |
| 10 |
1.6784 |
1.6581 |
0.0203 |
1.2% |
0.0088 |
0.5% |
71% |
True |
False |
98,019 |
| 20 |
1.6821 |
1.6295 |
0.0526 |
3.1% |
0.0098 |
0.6% |
82% |
False |
False |
107,310 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0104 |
0.6% |
83% |
False |
False |
107,871 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0101 |
0.6% |
84% |
False |
False |
95,734 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0100 |
0.6% |
90% |
False |
False |
72,756 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
90% |
False |
False |
58,246 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0094 |
0.6% |
90% |
False |
False |
48,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7116 |
|
2.618 |
1.6988 |
|
1.618 |
1.6910 |
|
1.000 |
1.6862 |
|
0.618 |
1.6832 |
|
HIGH |
1.6784 |
|
0.618 |
1.6754 |
|
0.500 |
1.6745 |
|
0.382 |
1.6736 |
|
LOW |
1.6706 |
|
0.618 |
1.6658 |
|
1.000 |
1.6628 |
|
1.618 |
1.6580 |
|
2.618 |
1.6502 |
|
4.250 |
1.6375 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6745 |
1.6723 |
| PP |
1.6738 |
1.6721 |
| S1 |
1.6732 |
1.6720 |
|