CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6616 |
1.6618 |
0.0002 |
0.0% |
1.6736 |
| High |
1.6635 |
1.6720 |
0.0085 |
0.5% |
1.6784 |
| Low |
1.6568 |
1.6607 |
0.0039 |
0.2% |
1.6638 |
| Close |
1.6614 |
1.6615 |
0.0001 |
0.0% |
1.6725 |
| Range |
0.0067 |
0.0113 |
0.0046 |
68.7% |
0.0146 |
| ATR |
0.0093 |
0.0095 |
0.0001 |
1.5% |
0.0000 |
| Volume |
130,758 |
136,621 |
5,863 |
4.5% |
479,365 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6986 |
1.6914 |
1.6677 |
|
| R3 |
1.6873 |
1.6801 |
1.6646 |
|
| R2 |
1.6760 |
1.6760 |
1.6636 |
|
| R1 |
1.6688 |
1.6688 |
1.6625 |
1.6668 |
| PP |
1.6647 |
1.6647 |
1.6647 |
1.6637 |
| S1 |
1.6575 |
1.6575 |
1.6605 |
1.6555 |
| S2 |
1.6534 |
1.6534 |
1.6594 |
|
| S3 |
1.6421 |
1.6462 |
1.6584 |
|
| S4 |
1.6308 |
1.6349 |
1.6553 |
|
|
| 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% |
0.0087 |
0.5% |
22% |
False |
False |
116,294 |
| 10 |
1.6784 |
1.6568 |
0.0216 |
1.3% |
0.0089 |
0.5% |
22% |
False |
False |
108,629 |
| 20 |
1.6821 |
1.6568 |
0.0253 |
1.5% |
0.0094 |
0.6% |
19% |
False |
False |
110,746 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.5% |
0.0101 |
0.6% |
64% |
False |
False |
110,161 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0101 |
0.6% |
67% |
False |
False |
98,353 |
| 80 |
1.6821 |
1.6033 |
0.0788 |
4.7% |
0.0098 |
0.6% |
74% |
False |
False |
78,780 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
79% |
False |
False |
63,070 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0094 |
0.6% |
79% |
False |
False |
52,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7200 |
|
2.618 |
1.7016 |
|
1.618 |
1.6903 |
|
1.000 |
1.6833 |
|
0.618 |
1.6790 |
|
HIGH |
1.6720 |
|
0.618 |
1.6677 |
|
0.500 |
1.6664 |
|
0.382 |
1.6650 |
|
LOW |
1.6607 |
|
0.618 |
1.6537 |
|
1.000 |
1.6494 |
|
1.618 |
1.6424 |
|
2.618 |
1.6311 |
|
4.250 |
1.6127 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6664 |
1.6644 |
| PP |
1.6647 |
1.6634 |
| S1 |
1.6631 |
1.6625 |
|