CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6622 |
1.6639 |
0.0017 |
0.1% |
1.6725 |
| High |
1.6655 |
1.6665 |
0.0010 |
0.1% |
1.6741 |
| Low |
1.6588 |
1.6604 |
0.0016 |
0.1% |
1.6568 |
| Close |
1.6629 |
1.6665 |
0.0036 |
0.2% |
1.6629 |
| Range |
0.0067 |
0.0061 |
-0.0006 |
-9.0% |
0.0173 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
27,131 |
15,306 |
-11,825 |
-43.6% |
509,884 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6828 |
1.6807 |
1.6699 |
|
| R3 |
1.6767 |
1.6746 |
1.6682 |
|
| R2 |
1.6706 |
1.6706 |
1.6676 |
|
| R1 |
1.6685 |
1.6685 |
1.6671 |
1.6696 |
| PP |
1.6645 |
1.6645 |
1.6645 |
1.6650 |
| S1 |
1.6624 |
1.6624 |
1.6659 |
1.6635 |
| S2 |
1.6584 |
1.6584 |
1.6654 |
|
| S3 |
1.6523 |
1.6563 |
1.6648 |
|
| S4 |
1.6462 |
1.6502 |
1.6631 |
|
|
| 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 |
1.6720 |
1.6568 |
0.0152 |
0.9% |
0.0073 |
0.4% |
64% |
False |
False |
83,801 |
| 10 |
1.6784 |
1.6568 |
0.0216 |
1.3% |
0.0082 |
0.5% |
45% |
False |
False |
91,053 |
| 20 |
1.6821 |
1.6568 |
0.0253 |
1.5% |
0.0091 |
0.5% |
38% |
False |
False |
102,324 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0100 |
0.6% |
73% |
False |
False |
106,082 |
| 60 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0100 |
0.6% |
73% |
False |
False |
96,414 |
| 80 |
1.6821 |
1.6048 |
0.0773 |
4.6% |
0.0098 |
0.6% |
80% |
False |
False |
79,305 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
84% |
False |
False |
63,492 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0095 |
0.6% |
84% |
False |
False |
52,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6924 |
|
2.618 |
1.6825 |
|
1.618 |
1.6764 |
|
1.000 |
1.6726 |
|
0.618 |
1.6703 |
|
HIGH |
1.6665 |
|
0.618 |
1.6642 |
|
0.500 |
1.6635 |
|
0.382 |
1.6627 |
|
LOW |
1.6604 |
|
0.618 |
1.6566 |
|
1.000 |
1.6543 |
|
1.618 |
1.6505 |
|
2.618 |
1.6444 |
|
4.250 |
1.6345 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6655 |
1.6661 |
| PP |
1.6645 |
1.6658 |
| S1 |
1.6635 |
1.6654 |
|