CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6618 |
1.6622 |
0.0004 |
0.0% |
1.6725 |
| High |
1.6720 |
1.6655 |
-0.0065 |
-0.4% |
1.6741 |
| Low |
1.6607 |
1.6588 |
-0.0019 |
-0.1% |
1.6568 |
| Close |
1.6615 |
1.6629 |
0.0014 |
0.1% |
1.6629 |
| Range |
0.0113 |
0.0067 |
-0.0046 |
-40.7% |
0.0173 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
136,621 |
27,131 |
-109,490 |
-80.1% |
509,884 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6825 |
1.6794 |
1.6666 |
|
| R3 |
1.6758 |
1.6727 |
1.6647 |
|
| R2 |
1.6691 |
1.6691 |
1.6641 |
|
| R1 |
1.6660 |
1.6660 |
1.6635 |
1.6676 |
| PP |
1.6624 |
1.6624 |
1.6624 |
1.6632 |
| S1 |
1.6593 |
1.6593 |
1.6623 |
1.6609 |
| S2 |
1.6557 |
1.6557 |
1.6617 |
|
| S3 |
1.6490 |
1.6526 |
1.6611 |
|
| S4 |
1.6423 |
1.6459 |
1.6592 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7165 |
1.7070 |
1.6724 |
|
| R3 |
1.6992 |
1.6897 |
1.6677 |
|
| R2 |
1.6819 |
1.6819 |
1.6661 |
|
| R1 |
1.6724 |
1.6724 |
1.6645 |
1.6685 |
| PP |
1.6646 |
1.6646 |
1.6646 |
1.6627 |
| S1 |
1.6551 |
1.6551 |
1.6613 |
1.6512 |
| S2 |
1.6473 |
1.6473 |
1.6597 |
|
| S3 |
1.6300 |
1.6378 |
1.6581 |
|
| S4 |
1.6127 |
1.6205 |
1.6534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6741 |
1.6568 |
0.0173 |
1.0% |
0.0085 |
0.5% |
35% |
False |
False |
101,976 |
| 10 |
1.6784 |
1.6568 |
0.0216 |
1.3% |
0.0086 |
0.5% |
28% |
False |
False |
98,924 |
| 20 |
1.6821 |
1.6568 |
0.0253 |
1.5% |
0.0093 |
0.6% |
24% |
False |
False |
106,330 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.5% |
0.0100 |
0.6% |
67% |
False |
False |
107,940 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0101 |
0.6% |
69% |
False |
False |
97,554 |
| 80 |
1.6821 |
1.6048 |
0.0773 |
4.6% |
0.0098 |
0.6% |
75% |
False |
False |
79,117 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
80% |
False |
False |
63,340 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0094 |
0.6% |
80% |
False |
False |
52,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6940 |
|
2.618 |
1.6830 |
|
1.618 |
1.6763 |
|
1.000 |
1.6722 |
|
0.618 |
1.6696 |
|
HIGH |
1.6655 |
|
0.618 |
1.6629 |
|
0.500 |
1.6622 |
|
0.382 |
1.6614 |
|
LOW |
1.6588 |
|
0.618 |
1.6547 |
|
1.000 |
1.6521 |
|
1.618 |
1.6480 |
|
2.618 |
1.6413 |
|
4.250 |
1.6303 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6627 |
1.6644 |
| PP |
1.6624 |
1.6639 |
| S1 |
1.6622 |
1.6634 |
|