CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6741 |
1.6665 |
-0.0076 |
-0.5% |
1.6391 |
| High |
1.6805 |
1.6715 |
-0.0090 |
-0.5% |
1.6733 |
| Low |
1.6640 |
1.6622 |
-0.0018 |
-0.1% |
1.6368 |
| Close |
1.6668 |
1.6682 |
0.0014 |
0.1% |
1.6727 |
| Range |
0.0165 |
0.0093 |
-0.0072 |
-43.6% |
0.0365 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
507 |
1,573 |
1,066 |
210.3% |
3,459 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6952 |
1.6910 |
1.6733 |
|
| R3 |
1.6859 |
1.6817 |
1.6708 |
|
| R2 |
1.6766 |
1.6766 |
1.6699 |
|
| R1 |
1.6724 |
1.6724 |
1.6691 |
1.6745 |
| PP |
1.6673 |
1.6673 |
1.6673 |
1.6684 |
| S1 |
1.6631 |
1.6631 |
1.6673 |
1.6652 |
| S2 |
1.6580 |
1.6580 |
1.6665 |
|
| S3 |
1.6487 |
1.6538 |
1.6656 |
|
| S4 |
1.6394 |
1.6445 |
1.6631 |
|
|
| 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 |
1.6805 |
1.6411 |
0.0394 |
2.4% |
0.0120 |
0.7% |
69% |
False |
False |
1,016 |
| 10 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0100 |
0.6% |
78% |
False |
False |
635 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0102 |
0.6% |
78% |
False |
False |
485 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0085 |
0.5% |
78% |
False |
False |
292 |
| 60 |
1.6805 |
1.6122 |
0.0683 |
4.1% |
0.0071 |
0.4% |
82% |
False |
False |
377 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0055 |
0.3% |
87% |
False |
False |
293 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0044 |
0.3% |
87% |
False |
False |
237 |
| 120 |
1.6805 |
1.5466 |
0.1339 |
8.0% |
0.0036 |
0.2% |
91% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7110 |
|
2.618 |
1.6958 |
|
1.618 |
1.6865 |
|
1.000 |
1.6808 |
|
0.618 |
1.6772 |
|
HIGH |
1.6715 |
|
0.618 |
1.6679 |
|
0.500 |
1.6669 |
|
0.382 |
1.6658 |
|
LOW |
1.6622 |
|
0.618 |
1.6565 |
|
1.000 |
1.6529 |
|
1.618 |
1.6472 |
|
2.618 |
1.6379 |
|
4.250 |
1.6227 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6678 |
1.6714 |
| PP |
1.6673 |
1.6703 |
| S1 |
1.6669 |
1.6693 |
|