CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6737 |
1.6725 |
-0.0012 |
-0.1% |
1.6736 |
| High |
1.6784 |
1.6741 |
-0.0043 |
-0.3% |
1.6784 |
| Low |
1.6706 |
1.6620 |
-0.0086 |
-0.5% |
1.6638 |
| Close |
1.6725 |
1.6639 |
-0.0086 |
-0.5% |
1.6725 |
| Range |
0.0078 |
0.0121 |
0.0043 |
55.1% |
0.0146 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.8% |
0.0000 |
| Volume |
98,719 |
106,184 |
7,465 |
7.6% |
479,365 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7030 |
1.6955 |
1.6706 |
|
| R3 |
1.6909 |
1.6834 |
1.6672 |
|
| R2 |
1.6788 |
1.6788 |
1.6661 |
|
| R1 |
1.6713 |
1.6713 |
1.6650 |
1.6690 |
| PP |
1.6667 |
1.6667 |
1.6667 |
1.6655 |
| S1 |
1.6592 |
1.6592 |
1.6628 |
1.6569 |
| S2 |
1.6546 |
1.6546 |
1.6617 |
|
| S3 |
1.6425 |
1.6471 |
1.6606 |
|
| S4 |
1.6304 |
1.6350 |
1.6572 |
|
|
| 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 |
1.6620 |
0.0164 |
1.0% |
0.0091 |
0.5% |
12% |
False |
True |
98,306 |
| 10 |
1.6784 |
1.6615 |
0.0169 |
1.0% |
0.0090 |
0.5% |
14% |
False |
False |
100,024 |
| 20 |
1.6821 |
1.6377 |
0.0444 |
2.7% |
0.0098 |
0.6% |
59% |
False |
False |
107,026 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0105 |
0.6% |
68% |
False |
False |
108,473 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0102 |
0.6% |
71% |
False |
False |
96,700 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0100 |
0.6% |
81% |
False |
False |
74,081 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
81% |
False |
False |
59,307 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0094 |
0.6% |
81% |
False |
False |
49,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7255 |
|
2.618 |
1.7058 |
|
1.618 |
1.6937 |
|
1.000 |
1.6862 |
|
0.618 |
1.6816 |
|
HIGH |
1.6741 |
|
0.618 |
1.6695 |
|
0.500 |
1.6681 |
|
0.382 |
1.6666 |
|
LOW |
1.6620 |
|
0.618 |
1.6545 |
|
1.000 |
1.6499 |
|
1.618 |
1.6424 |
|
2.618 |
1.6303 |
|
4.250 |
1.6106 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6681 |
1.6702 |
| PP |
1.6667 |
1.6681 |
| S1 |
1.6653 |
1.6660 |
|