CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6305 |
1.6310 |
0.0005 |
0.0% |
1.6469 |
| High |
1.6325 |
1.6328 |
0.0003 |
0.0% |
1.6601 |
| Low |
1.6239 |
1.6259 |
0.0020 |
0.1% |
1.6414 |
| Close |
1.6295 |
1.6305 |
0.0010 |
0.1% |
1.6416 |
| Range |
0.0086 |
0.0069 |
-0.0017 |
-19.8% |
0.0187 |
| ATR |
0.0092 |
0.0091 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
211 |
315 |
104 |
49.3% |
1,756 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6504 |
1.6474 |
1.6343 |
|
| R3 |
1.6435 |
1.6405 |
1.6324 |
|
| R2 |
1.6366 |
1.6366 |
1.6318 |
|
| R1 |
1.6336 |
1.6336 |
1.6311 |
1.6317 |
| PP |
1.6297 |
1.6297 |
1.6297 |
1.6288 |
| S1 |
1.6267 |
1.6267 |
1.6299 |
1.6248 |
| S2 |
1.6228 |
1.6228 |
1.6292 |
|
| S3 |
1.6159 |
1.6198 |
1.6286 |
|
| S4 |
1.6090 |
1.6129 |
1.6267 |
|
|
| 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 |
1.6481 |
1.6239 |
0.0242 |
1.5% |
0.0089 |
0.5% |
27% |
False |
False |
265 |
| 10 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0098 |
0.6% |
16% |
False |
False |
327 |
| 20 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0096 |
0.6% |
16% |
False |
False |
269 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0076 |
0.5% |
24% |
False |
False |
285 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0058 |
0.4% |
56% |
False |
False |
282 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0044 |
0.3% |
56% |
False |
False |
221 |
| 100 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0035 |
0.2% |
56% |
False |
False |
181 |
| 120 |
1.6648 |
1.5466 |
0.1182 |
7.2% |
0.0029 |
0.2% |
71% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6621 |
|
2.618 |
1.6509 |
|
1.618 |
1.6440 |
|
1.000 |
1.6397 |
|
0.618 |
1.6371 |
|
HIGH |
1.6328 |
|
0.618 |
1.6302 |
|
0.500 |
1.6294 |
|
0.382 |
1.6285 |
|
LOW |
1.6259 |
|
0.618 |
1.6216 |
|
1.000 |
1.6190 |
|
1.618 |
1.6147 |
|
2.618 |
1.6078 |
|
4.250 |
1.5966 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6301 |
1.6298 |
| PP |
1.6297 |
1.6291 |
| S1 |
1.6294 |
1.6284 |
|