CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6391 |
1.6388 |
-0.0003 |
0.0% |
1.6413 |
| High |
1.6409 |
1.6471 |
0.0062 |
0.4% |
1.6418 |
| Low |
1.6368 |
1.6375 |
0.0007 |
0.0% |
1.6239 |
| Close |
1.6388 |
1.6433 |
0.0045 |
0.3% |
1.6395 |
| Range |
0.0041 |
0.0096 |
0.0055 |
134.1% |
0.0179 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
346 |
109 |
-237 |
-68.5% |
1,373 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6714 |
1.6670 |
1.6486 |
|
| R3 |
1.6618 |
1.6574 |
1.6459 |
|
| R2 |
1.6522 |
1.6522 |
1.6451 |
|
| R1 |
1.6478 |
1.6478 |
1.6442 |
1.6500 |
| PP |
1.6426 |
1.6426 |
1.6426 |
1.6438 |
| S1 |
1.6382 |
1.6382 |
1.6424 |
1.6404 |
| S2 |
1.6330 |
1.6330 |
1.6415 |
|
| S3 |
1.6234 |
1.6286 |
1.6407 |
|
| S4 |
1.6138 |
1.6190 |
1.6380 |
|
|
| 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 |
1.6471 |
1.6239 |
0.0232 |
1.4% |
0.0080 |
0.5% |
84% |
True |
False |
255 |
| 10 |
1.6584 |
1.6239 |
0.0345 |
2.1% |
0.0086 |
0.5% |
56% |
False |
False |
303 |
| 20 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0095 |
0.6% |
47% |
False |
False |
285 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0078 |
0.5% |
53% |
False |
False |
169 |
| 60 |
1.6648 |
1.6030 |
0.0618 |
3.8% |
0.0062 |
0.4% |
65% |
False |
False |
294 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0047 |
0.3% |
73% |
False |
False |
230 |
| 100 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0038 |
0.2% |
73% |
False |
False |
188 |
| 120 |
1.6648 |
1.5466 |
0.1182 |
7.2% |
0.0031 |
0.2% |
82% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6879 |
|
2.618 |
1.6722 |
|
1.618 |
1.6626 |
|
1.000 |
1.6567 |
|
0.618 |
1.6530 |
|
HIGH |
1.6471 |
|
0.618 |
1.6434 |
|
0.500 |
1.6423 |
|
0.382 |
1.6412 |
|
LOW |
1.6375 |
|
0.618 |
1.6316 |
|
1.000 |
1.6279 |
|
1.618 |
1.6220 |
|
2.618 |
1.6124 |
|
4.250 |
1.5967 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6430 |
1.6416 |
| PP |
1.6426 |
1.6399 |
| S1 |
1.6423 |
1.6383 |
|