CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6295 |
1.6305 |
0.0010 |
0.1% |
1.6469 |
| High |
1.6326 |
1.6325 |
-0.0001 |
0.0% |
1.6601 |
| Low |
1.6242 |
1.6239 |
-0.0003 |
0.0% |
1.6414 |
| Close |
1.6303 |
1.6295 |
-0.0008 |
0.0% |
1.6416 |
| Range |
0.0084 |
0.0086 |
0.0002 |
2.4% |
0.0187 |
| ATR |
0.0093 |
0.0092 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
177 |
211 |
34 |
19.2% |
1,756 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6544 |
1.6506 |
1.6342 |
|
| R3 |
1.6458 |
1.6420 |
1.6319 |
|
| R2 |
1.6372 |
1.6372 |
1.6311 |
|
| R1 |
1.6334 |
1.6334 |
1.6303 |
1.6310 |
| PP |
1.6286 |
1.6286 |
1.6286 |
1.6275 |
| S1 |
1.6248 |
1.6248 |
1.6287 |
1.6224 |
| S2 |
1.6200 |
1.6200 |
1.6279 |
|
| S3 |
1.6114 |
1.6162 |
1.6271 |
|
| S4 |
1.6028 |
1.6076 |
1.6248 |
|
|
| 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 |
1.6544 |
1.6239 |
0.0305 |
1.9% |
0.0098 |
0.6% |
18% |
False |
True |
329 |
| 10 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0099 |
0.6% |
14% |
False |
True |
335 |
| 20 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0095 |
0.6% |
14% |
False |
True |
255 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0075 |
0.5% |
22% |
False |
False |
343 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0057 |
0.3% |
55% |
False |
False |
276 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0043 |
0.3% |
55% |
False |
False |
217 |
| 100 |
1.6648 |
1.5851 |
0.0797 |
4.9% |
0.0034 |
0.2% |
56% |
False |
False |
178 |
| 120 |
1.6648 |
1.5466 |
0.1182 |
7.3% |
0.0029 |
0.2% |
70% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6691 |
|
2.618 |
1.6550 |
|
1.618 |
1.6464 |
|
1.000 |
1.6411 |
|
0.618 |
1.6378 |
|
HIGH |
1.6325 |
|
0.618 |
1.6292 |
|
0.500 |
1.6282 |
|
0.382 |
1.6272 |
|
LOW |
1.6239 |
|
0.618 |
1.6186 |
|
1.000 |
1.6153 |
|
1.618 |
1.6100 |
|
2.618 |
1.6014 |
|
4.250 |
1.5874 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6291 |
1.6329 |
| PP |
1.6286 |
1.6317 |
| S1 |
1.6282 |
1.6306 |
|