CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6645 |
1.6616 |
-0.0029 |
-0.2% |
1.6736 |
| High |
1.6652 |
1.6635 |
-0.0017 |
-0.1% |
1.6784 |
| Low |
1.6596 |
1.6568 |
-0.0028 |
-0.2% |
1.6638 |
| Close |
1.6626 |
1.6614 |
-0.0012 |
-0.1% |
1.6725 |
| Range |
0.0056 |
0.0067 |
0.0011 |
19.6% |
0.0146 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
109,190 |
130,758 |
21,568 |
19.8% |
479,365 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6807 |
1.6777 |
1.6651 |
|
| R3 |
1.6740 |
1.6710 |
1.6632 |
|
| R2 |
1.6673 |
1.6673 |
1.6626 |
|
| R1 |
1.6643 |
1.6643 |
1.6620 |
1.6625 |
| PP |
1.6606 |
1.6606 |
1.6606 |
1.6596 |
| S1 |
1.6576 |
1.6576 |
1.6608 |
1.6558 |
| S2 |
1.6539 |
1.6539 |
1.6602 |
|
| S3 |
1.6472 |
1.6509 |
1.6596 |
|
| S4 |
1.6405 |
1.6442 |
1.6577 |
|
|
| 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 |
1.6568 |
0.0216 |
1.3% |
0.0083 |
0.5% |
21% |
False |
True |
111,243 |
| 10 |
1.6784 |
1.6568 |
0.0216 |
1.3% |
0.0086 |
0.5% |
21% |
False |
True |
103,472 |
| 20 |
1.6821 |
1.6422 |
0.0399 |
2.4% |
0.0097 |
0.6% |
48% |
False |
False |
111,778 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.5% |
0.0101 |
0.6% |
64% |
False |
False |
109,069 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0101 |
0.6% |
67% |
False |
False |
97,662 |
| 80 |
1.6821 |
1.5977 |
0.0844 |
5.1% |
0.0098 |
0.6% |
75% |
False |
False |
77,077 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
79% |
False |
False |
61,705 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0094 |
0.6% |
79% |
False |
False |
51,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6920 |
|
2.618 |
1.6810 |
|
1.618 |
1.6743 |
|
1.000 |
1.6702 |
|
0.618 |
1.6676 |
|
HIGH |
1.6635 |
|
0.618 |
1.6609 |
|
0.500 |
1.6602 |
|
0.382 |
1.6594 |
|
LOW |
1.6568 |
|
0.618 |
1.6527 |
|
1.000 |
1.6501 |
|
1.618 |
1.6460 |
|
2.618 |
1.6393 |
|
4.250 |
1.6283 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6610 |
1.6655 |
| PP |
1.6606 |
1.6641 |
| S1 |
1.6602 |
1.6628 |
|