CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6597 |
1.6641 |
0.0044 |
0.3% |
1.6391 |
| High |
1.6659 |
1.6733 |
0.0074 |
0.4% |
1.6733 |
| Low |
1.6587 |
1.6634 |
0.0047 |
0.3% |
1.6368 |
| Close |
1.6639 |
1.6727 |
0.0088 |
0.5% |
1.6727 |
| Range |
0.0072 |
0.0099 |
0.0027 |
37.5% |
0.0365 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,014 |
655 |
-359 |
-35.4% |
3,459 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6995 |
1.6960 |
1.6781 |
|
| R3 |
1.6896 |
1.6861 |
1.6754 |
|
| R2 |
1.6797 |
1.6797 |
1.6745 |
|
| R1 |
1.6762 |
1.6762 |
1.6736 |
1.6780 |
| PP |
1.6698 |
1.6698 |
1.6698 |
1.6707 |
| S1 |
1.6663 |
1.6663 |
1.6718 |
1.6681 |
| S2 |
1.6599 |
1.6599 |
1.6709 |
|
| S3 |
1.6500 |
1.6564 |
1.6700 |
|
| S4 |
1.6401 |
1.6465 |
1.6673 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7704 |
1.7581 |
1.6928 |
|
| R3 |
1.7339 |
1.7216 |
1.6827 |
|
| R2 |
1.6974 |
1.6974 |
1.6794 |
|
| R1 |
1.6851 |
1.6851 |
1.6760 |
1.6913 |
| PP |
1.6609 |
1.6609 |
1.6609 |
1.6640 |
| S1 |
1.6486 |
1.6486 |
1.6694 |
1.6548 |
| S2 |
1.6244 |
1.6244 |
1.6660 |
|
| S3 |
1.5879 |
1.6121 |
1.6627 |
|
| S4 |
1.5514 |
1.5756 |
1.6526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6733 |
1.6368 |
0.0365 |
2.2% |
0.0096 |
0.6% |
98% |
True |
False |
691 |
| 10 |
1.6733 |
1.6239 |
0.0494 |
3.0% |
0.0097 |
0.6% |
99% |
True |
False |
483 |
| 20 |
1.6733 |
1.6239 |
0.0494 |
3.0% |
0.0100 |
0.6% |
99% |
True |
False |
393 |
| 40 |
1.6733 |
1.6239 |
0.0494 |
3.0% |
0.0084 |
0.5% |
99% |
True |
False |
242 |
| 60 |
1.6733 |
1.6062 |
0.0671 |
4.0% |
0.0067 |
0.4% |
99% |
True |
False |
344 |
| 80 |
1.6733 |
1.5864 |
0.0869 |
5.2% |
0.0051 |
0.3% |
99% |
True |
False |
267 |
| 100 |
1.6733 |
1.5864 |
0.0869 |
5.2% |
0.0041 |
0.2% |
99% |
True |
False |
217 |
| 120 |
1.6733 |
1.5466 |
0.1267 |
7.6% |
0.0034 |
0.2% |
100% |
True |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7154 |
|
2.618 |
1.6992 |
|
1.618 |
1.6893 |
|
1.000 |
1.6832 |
|
0.618 |
1.6794 |
|
HIGH |
1.6733 |
|
0.618 |
1.6695 |
|
0.500 |
1.6684 |
|
0.382 |
1.6672 |
|
LOW |
1.6634 |
|
0.618 |
1.6573 |
|
1.000 |
1.6535 |
|
1.618 |
1.6474 |
|
2.618 |
1.6375 |
|
4.250 |
1.6213 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6713 |
1.6675 |
| PP |
1.6698 |
1.6624 |
| S1 |
1.6684 |
1.6572 |
|