CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6413 |
1.6295 |
-0.0118 |
-0.7% |
1.6469 |
| High |
1.6418 |
1.6326 |
-0.0092 |
-0.6% |
1.6601 |
| Low |
1.6278 |
1.6242 |
-0.0036 |
-0.2% |
1.6414 |
| Close |
1.6289 |
1.6303 |
0.0014 |
0.1% |
1.6416 |
| Range |
0.0140 |
0.0084 |
-0.0056 |
-40.0% |
0.0187 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
376 |
177 |
-199 |
-52.9% |
1,756 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6542 |
1.6507 |
1.6349 |
|
| R3 |
1.6458 |
1.6423 |
1.6326 |
|
| R2 |
1.6374 |
1.6374 |
1.6318 |
|
| R1 |
1.6339 |
1.6339 |
1.6311 |
1.6357 |
| PP |
1.6290 |
1.6290 |
1.6290 |
1.6299 |
| S1 |
1.6255 |
1.6255 |
1.6295 |
1.6273 |
| S2 |
1.6206 |
1.6206 |
1.6288 |
|
| S3 |
1.6122 |
1.6171 |
1.6280 |
|
| S4 |
1.6038 |
1.6087 |
1.6257 |
|
|
| 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 |
1.6584 |
1.6242 |
0.0342 |
2.1% |
0.0093 |
0.6% |
18% |
False |
True |
351 |
| 10 |
1.6648 |
1.6242 |
0.0406 |
2.5% |
0.0104 |
0.6% |
15% |
False |
True |
335 |
| 20 |
1.6648 |
1.6242 |
0.0406 |
2.5% |
0.0094 |
0.6% |
15% |
False |
True |
253 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0073 |
0.4% |
24% |
False |
False |
402 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0056 |
0.3% |
56% |
False |
False |
277 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0042 |
0.3% |
56% |
False |
False |
214 |
| 100 |
1.6648 |
1.5784 |
0.0864 |
5.3% |
0.0034 |
0.2% |
60% |
False |
False |
176 |
| 120 |
1.6648 |
1.5466 |
0.1182 |
7.3% |
0.0028 |
0.2% |
71% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6683 |
|
2.618 |
1.6546 |
|
1.618 |
1.6462 |
|
1.000 |
1.6410 |
|
0.618 |
1.6378 |
|
HIGH |
1.6326 |
|
0.618 |
1.6294 |
|
0.500 |
1.6284 |
|
0.382 |
1.6274 |
|
LOW |
1.6242 |
|
0.618 |
1.6190 |
|
1.000 |
1.6158 |
|
1.618 |
1.6106 |
|
2.618 |
1.6022 |
|
4.250 |
1.5885 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6297 |
1.6362 |
| PP |
1.6290 |
1.6342 |
| S1 |
1.6284 |
1.6323 |
|