CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6665 |
1.6663 |
-0.0002 |
0.0% |
1.6391 |
| High |
1.6715 |
1.6685 |
-0.0030 |
-0.2% |
1.6733 |
| Low |
1.6622 |
1.6612 |
-0.0010 |
-0.1% |
1.6368 |
| Close |
1.6682 |
1.6645 |
-0.0037 |
-0.2% |
1.6727 |
| Range |
0.0093 |
0.0073 |
-0.0020 |
-21.5% |
0.0365 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
1,573 |
13,420 |
11,847 |
753.1% |
3,459 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6866 |
1.6829 |
1.6685 |
|
| R3 |
1.6793 |
1.6756 |
1.6665 |
|
| R2 |
1.6720 |
1.6720 |
1.6658 |
|
| R1 |
1.6683 |
1.6683 |
1.6652 |
1.6665 |
| PP |
1.6647 |
1.6647 |
1.6647 |
1.6639 |
| S1 |
1.6610 |
1.6610 |
1.6638 |
1.6592 |
| S2 |
1.6574 |
1.6574 |
1.6632 |
|
| S3 |
1.6501 |
1.6537 |
1.6625 |
|
| S4 |
1.6428 |
1.6464 |
1.6605 |
|
|
| 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 |
1.6587 |
0.0218 |
1.3% |
0.0100 |
0.6% |
27% |
False |
False |
3,433 |
| 10 |
1.6805 |
1.6259 |
0.0546 |
3.3% |
0.0099 |
0.6% |
71% |
False |
False |
1,956 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0099 |
0.6% |
72% |
False |
False |
1,146 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0085 |
0.5% |
72% |
False |
False |
627 |
| 60 |
1.6805 |
1.6122 |
0.0683 |
4.1% |
0.0072 |
0.4% |
77% |
False |
False |
600 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0055 |
0.3% |
83% |
False |
False |
460 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0044 |
0.3% |
83% |
False |
False |
371 |
| 120 |
1.6805 |
1.5466 |
0.1339 |
8.0% |
0.0037 |
0.2% |
88% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6995 |
|
2.618 |
1.6876 |
|
1.618 |
1.6803 |
|
1.000 |
1.6758 |
|
0.618 |
1.6730 |
|
HIGH |
1.6685 |
|
0.618 |
1.6657 |
|
0.500 |
1.6649 |
|
0.382 |
1.6640 |
|
LOW |
1.6612 |
|
0.618 |
1.6567 |
|
1.000 |
1.6539 |
|
1.618 |
1.6494 |
|
2.618 |
1.6421 |
|
4.250 |
1.6302 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6649 |
1.6709 |
| PP |
1.6647 |
1.6687 |
| S1 |
1.6646 |
1.6666 |
|