CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6725 |
1.6645 |
-0.0080 |
-0.5% |
1.6736 |
| High |
1.6741 |
1.6652 |
-0.0089 |
-0.5% |
1.6784 |
| Low |
1.6620 |
1.6596 |
-0.0024 |
-0.1% |
1.6638 |
| Close |
1.6639 |
1.6626 |
-0.0013 |
-0.1% |
1.6725 |
| Range |
0.0121 |
0.0056 |
-0.0065 |
-53.7% |
0.0146 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
106,184 |
109,190 |
3,006 |
2.8% |
479,365 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6793 |
1.6765 |
1.6657 |
|
| R3 |
1.6737 |
1.6709 |
1.6641 |
|
| R2 |
1.6681 |
1.6681 |
1.6636 |
|
| R1 |
1.6653 |
1.6653 |
1.6631 |
1.6639 |
| PP |
1.6625 |
1.6625 |
1.6625 |
1.6618 |
| S1 |
1.6597 |
1.6597 |
1.6621 |
1.6583 |
| S2 |
1.6569 |
1.6569 |
1.6616 |
|
| S3 |
1.6513 |
1.6541 |
1.6611 |
|
| S4 |
1.6457 |
1.6485 |
1.6595 |
|
|
| 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 |
1.6596 |
0.0188 |
1.1% |
0.0087 |
0.5% |
16% |
False |
True |
103,409 |
| 10 |
1.6784 |
1.6596 |
0.0188 |
1.1% |
0.0087 |
0.5% |
16% |
False |
True |
98,345 |
| 20 |
1.6821 |
1.6387 |
0.0434 |
2.6% |
0.0098 |
0.6% |
55% |
False |
False |
109,601 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.5% |
0.0103 |
0.6% |
66% |
False |
False |
108,195 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0101 |
0.6% |
68% |
False |
False |
97,117 |
| 80 |
1.6821 |
1.5872 |
0.0949 |
5.7% |
0.0100 |
0.6% |
79% |
False |
False |
75,445 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
80% |
False |
False |
60,398 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0095 |
0.6% |
80% |
False |
False |
50,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6890 |
|
2.618 |
1.6799 |
|
1.618 |
1.6743 |
|
1.000 |
1.6708 |
|
0.618 |
1.6687 |
|
HIGH |
1.6652 |
|
0.618 |
1.6631 |
|
0.500 |
1.6624 |
|
0.382 |
1.6617 |
|
LOW |
1.6596 |
|
0.618 |
1.6561 |
|
1.000 |
1.6540 |
|
1.618 |
1.6505 |
|
2.618 |
1.6449 |
|
4.250 |
1.6358 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6625 |
1.6690 |
| PP |
1.6625 |
1.6669 |
| S1 |
1.6624 |
1.6647 |
|