CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6388 |
1.6433 |
0.0045 |
0.3% |
1.6413 |
| High |
1.6471 |
1.6584 |
0.0113 |
0.7% |
1.6418 |
| Low |
1.6375 |
1.6411 |
0.0036 |
0.2% |
1.6239 |
| Close |
1.6433 |
1.6581 |
0.0148 |
0.9% |
1.6395 |
| Range |
0.0096 |
0.0173 |
0.0077 |
80.2% |
0.0179 |
| ATR |
0.0089 |
0.0095 |
0.0006 |
6.8% |
0.0000 |
| Volume |
109 |
1,335 |
1,226 |
1,124.8% |
1,373 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7044 |
1.6986 |
1.6676 |
|
| R3 |
1.6871 |
1.6813 |
1.6629 |
|
| R2 |
1.6698 |
1.6698 |
1.6613 |
|
| R1 |
1.6640 |
1.6640 |
1.6597 |
1.6669 |
| PP |
1.6525 |
1.6525 |
1.6525 |
1.6540 |
| S1 |
1.6467 |
1.6467 |
1.6565 |
1.6496 |
| S2 |
1.6352 |
1.6352 |
1.6549 |
|
| S3 |
1.6179 |
1.6294 |
1.6533 |
|
| S4 |
1.6006 |
1.6121 |
1.6486 |
|
|
| 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 |
1.6584 |
1.6259 |
0.0325 |
2.0% |
0.0097 |
0.6% |
99% |
True |
False |
479 |
| 10 |
1.6584 |
1.6239 |
0.0345 |
2.1% |
0.0097 |
0.6% |
99% |
True |
False |
404 |
| 20 |
1.6648 |
1.6239 |
0.0409 |
2.5% |
0.0100 |
0.6% |
84% |
False |
False |
334 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.7% |
0.0081 |
0.5% |
85% |
False |
False |
201 |
| 60 |
1.6648 |
1.6040 |
0.0608 |
3.7% |
0.0064 |
0.4% |
89% |
False |
False |
316 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0049 |
0.3% |
91% |
False |
False |
246 |
| 100 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0039 |
0.2% |
91% |
False |
False |
201 |
| 120 |
1.6648 |
1.5466 |
0.1182 |
7.1% |
0.0033 |
0.2% |
94% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7319 |
|
2.618 |
1.7037 |
|
1.618 |
1.6864 |
|
1.000 |
1.6757 |
|
0.618 |
1.6691 |
|
HIGH |
1.6584 |
|
0.618 |
1.6518 |
|
0.500 |
1.6498 |
|
0.382 |
1.6477 |
|
LOW |
1.6411 |
|
0.618 |
1.6304 |
|
1.000 |
1.6238 |
|
1.618 |
1.6131 |
|
2.618 |
1.5958 |
|
4.250 |
1.5676 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6553 |
1.6546 |
| PP |
1.6525 |
1.6511 |
| S1 |
1.6498 |
1.6476 |
|