CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6310 |
1.6308 |
-0.0002 |
0.0% |
1.6413 |
| High |
1.6328 |
1.6400 |
0.0072 |
0.4% |
1.6418 |
| Low |
1.6259 |
1.6294 |
0.0035 |
0.2% |
1.6239 |
| Close |
1.6305 |
1.6395 |
0.0090 |
0.6% |
1.6395 |
| Range |
0.0069 |
0.0106 |
0.0037 |
53.6% |
0.0179 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
315 |
294 |
-21 |
-6.7% |
1,373 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6681 |
1.6644 |
1.6453 |
|
| R3 |
1.6575 |
1.6538 |
1.6424 |
|
| R2 |
1.6469 |
1.6469 |
1.6414 |
|
| R1 |
1.6432 |
1.6432 |
1.6405 |
1.6451 |
| PP |
1.6363 |
1.6363 |
1.6363 |
1.6372 |
| S1 |
1.6326 |
1.6326 |
1.6385 |
1.6345 |
| S2 |
1.6257 |
1.6257 |
1.6376 |
|
| S3 |
1.6151 |
1.6220 |
1.6366 |
|
| S4 |
1.6045 |
1.6114 |
1.6337 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6888 |
1.6820 |
1.6493 |
|
| R3 |
1.6709 |
1.6641 |
1.6444 |
|
| R2 |
1.6530 |
1.6530 |
1.6428 |
|
| R1 |
1.6462 |
1.6462 |
1.6411 |
1.6407 |
| PP |
1.6351 |
1.6351 |
1.6351 |
1.6323 |
| S1 |
1.6283 |
1.6283 |
1.6379 |
1.6228 |
| S2 |
1.6172 |
1.6172 |
1.6362 |
|
| S3 |
1.5993 |
1.6104 |
1.6346 |
|
| S4 |
1.5814 |
1.5925 |
1.6297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6418 |
1.6239 |
0.0179 |
1.1% |
0.0097 |
0.6% |
87% |
False |
False |
274 |
| 10 |
1.6601 |
1.6239 |
0.0362 |
2.2% |
0.0090 |
0.6% |
43% |
False |
False |
312 |
| 20 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0099 |
0.6% |
38% |
False |
False |
279 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0078 |
0.5% |
44% |
False |
False |
229 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0060 |
0.4% |
68% |
False |
False |
287 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0045 |
0.3% |
68% |
False |
False |
224 |
| 100 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0036 |
0.2% |
68% |
False |
False |
183 |
| 120 |
1.6648 |
1.5466 |
0.1182 |
7.2% |
0.0030 |
0.2% |
79% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6851 |
|
2.618 |
1.6678 |
|
1.618 |
1.6572 |
|
1.000 |
1.6506 |
|
0.618 |
1.6466 |
|
HIGH |
1.6400 |
|
0.618 |
1.6360 |
|
0.500 |
1.6347 |
|
0.382 |
1.6334 |
|
LOW |
1.6294 |
|
0.618 |
1.6228 |
|
1.000 |
1.6188 |
|
1.618 |
1.6122 |
|
2.618 |
1.6016 |
|
4.250 |
1.5844 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6379 |
1.6370 |
| PP |
1.6363 |
1.6345 |
| S1 |
1.6347 |
1.6320 |
|