CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6308 |
1.6391 |
0.0083 |
0.5% |
1.6413 |
| High |
1.6400 |
1.6409 |
0.0009 |
0.1% |
1.6418 |
| Low |
1.6294 |
1.6368 |
0.0074 |
0.5% |
1.6239 |
| Close |
1.6395 |
1.6388 |
-0.0007 |
0.0% |
1.6395 |
| Range |
0.0106 |
0.0041 |
-0.0065 |
-61.3% |
0.0179 |
| ATR |
0.0092 |
0.0088 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
294 |
346 |
52 |
17.7% |
1,373 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6511 |
1.6491 |
1.6411 |
|
| R3 |
1.6470 |
1.6450 |
1.6399 |
|
| R2 |
1.6429 |
1.6429 |
1.6396 |
|
| R1 |
1.6409 |
1.6409 |
1.6392 |
1.6399 |
| PP |
1.6388 |
1.6388 |
1.6388 |
1.6383 |
| S1 |
1.6368 |
1.6368 |
1.6384 |
1.6358 |
| S2 |
1.6347 |
1.6347 |
1.6380 |
|
| S3 |
1.6306 |
1.6327 |
1.6377 |
|
| S4 |
1.6265 |
1.6286 |
1.6365 |
|
|
| 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 |
1.6409 |
1.6239 |
0.0170 |
1.0% |
0.0077 |
0.5% |
88% |
True |
False |
268 |
| 10 |
1.6601 |
1.6239 |
0.0362 |
2.2% |
0.0085 |
0.5% |
41% |
False |
False |
302 |
| 20 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0094 |
0.6% |
36% |
False |
False |
294 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0077 |
0.5% |
43% |
False |
False |
173 |
| 60 |
1.6648 |
1.5995 |
0.0653 |
4.0% |
0.0060 |
0.4% |
60% |
False |
False |
292 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0046 |
0.3% |
67% |
False |
False |
228 |
| 100 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0037 |
0.2% |
67% |
False |
False |
187 |
| 120 |
1.6648 |
1.5466 |
0.1182 |
7.2% |
0.0031 |
0.2% |
78% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6583 |
|
2.618 |
1.6516 |
|
1.618 |
1.6475 |
|
1.000 |
1.6450 |
|
0.618 |
1.6434 |
|
HIGH |
1.6409 |
|
0.618 |
1.6393 |
|
0.500 |
1.6389 |
|
0.382 |
1.6384 |
|
LOW |
1.6368 |
|
0.618 |
1.6343 |
|
1.000 |
1.6327 |
|
1.618 |
1.6302 |
|
2.618 |
1.6261 |
|
4.250 |
1.6194 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6389 |
1.6370 |
| PP |
1.6388 |
1.6352 |
| S1 |
1.6388 |
1.6334 |
|