CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6476 |
1.6413 |
-0.0063 |
-0.4% |
1.6469 |
| High |
1.6481 |
1.6418 |
-0.0063 |
-0.4% |
1.6601 |
| Low |
1.6414 |
1.6278 |
-0.0136 |
-0.8% |
1.6414 |
| Close |
1.6416 |
1.6289 |
-0.0127 |
-0.8% |
1.6416 |
| Range |
0.0067 |
0.0140 |
0.0073 |
109.0% |
0.0187 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.0% |
0.0000 |
| Volume |
246 |
376 |
130 |
52.8% |
1,756 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6748 |
1.6659 |
1.6366 |
|
| R3 |
1.6608 |
1.6519 |
1.6328 |
|
| R2 |
1.6468 |
1.6468 |
1.6315 |
|
| R1 |
1.6379 |
1.6379 |
1.6302 |
1.6354 |
| PP |
1.6328 |
1.6328 |
1.6328 |
1.6316 |
| S1 |
1.6239 |
1.6239 |
1.6276 |
1.6214 |
| S2 |
1.6188 |
1.6188 |
1.6263 |
|
| S3 |
1.6048 |
1.6099 |
1.6251 |
|
| S4 |
1.5908 |
1.5959 |
1.6212 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7038 |
1.6914 |
1.6519 |
|
| R3 |
1.6851 |
1.6727 |
1.6467 |
|
| R2 |
1.6664 |
1.6664 |
1.6450 |
|
| R1 |
1.6540 |
1.6540 |
1.6433 |
1.6509 |
| PP |
1.6477 |
1.6477 |
1.6477 |
1.6461 |
| S1 |
1.6353 |
1.6353 |
1.6399 |
1.6322 |
| S2 |
1.6290 |
1.6290 |
1.6382 |
|
| S3 |
1.6103 |
1.6166 |
1.6365 |
|
| S4 |
1.5916 |
1.5979 |
1.6313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6601 |
1.6278 |
0.0323 |
2.0% |
0.0092 |
0.6% |
3% |
False |
True |
335 |
| 10 |
1.6648 |
1.6278 |
0.0370 |
2.3% |
0.0103 |
0.6% |
3% |
False |
True |
335 |
| 20 |
1.6648 |
1.6278 |
0.0370 |
2.3% |
0.0094 |
0.6% |
3% |
False |
True |
248 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0072 |
0.4% |
21% |
False |
False |
398 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0055 |
0.3% |
54% |
False |
False |
279 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0041 |
0.3% |
54% |
False |
False |
212 |
| 100 |
1.6648 |
1.5784 |
0.0864 |
5.3% |
0.0033 |
0.2% |
58% |
False |
False |
174 |
| 120 |
1.6648 |
1.5416 |
0.1232 |
7.6% |
0.0027 |
0.2% |
71% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7013 |
|
2.618 |
1.6785 |
|
1.618 |
1.6645 |
|
1.000 |
1.6558 |
|
0.618 |
1.6505 |
|
HIGH |
1.6418 |
|
0.618 |
1.6365 |
|
0.500 |
1.6348 |
|
0.382 |
1.6331 |
|
LOW |
1.6278 |
|
0.618 |
1.6191 |
|
1.000 |
1.6138 |
|
1.618 |
1.6051 |
|
2.618 |
1.5911 |
|
4.250 |
1.5683 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6348 |
1.6411 |
| PP |
1.6328 |
1.6370 |
| S1 |
1.6309 |
1.6330 |
|