CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.6649 |
1.6619 |
-0.0030 |
-0.2% |
1.6741 |
High |
1.6711 |
1.6664 |
-0.0047 |
-0.3% |
1.6805 |
Low |
1.6600 |
1.6570 |
-0.0030 |
-0.2% |
1.6600 |
Close |
1.6632 |
1.6650 |
0.0018 |
0.1% |
1.6632 |
Range |
0.0111 |
0.0094 |
-0.0017 |
-15.3% |
0.0205 |
ATR |
0.0098 |
0.0098 |
0.0000 |
-0.3% |
0.0000 |
Volume |
1,274 |
1,079 |
-195 |
-15.3% |
16,774 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6910 |
1.6874 |
1.6702 |
|
R3 |
1.6816 |
1.6780 |
1.6676 |
|
R2 |
1.6722 |
1.6722 |
1.6667 |
|
R1 |
1.6686 |
1.6686 |
1.6659 |
1.6704 |
PP |
1.6628 |
1.6628 |
1.6628 |
1.6637 |
S1 |
1.6592 |
1.6592 |
1.6641 |
1.6610 |
S2 |
1.6534 |
1.6534 |
1.6633 |
|
S3 |
1.6440 |
1.6498 |
1.6624 |
|
S4 |
1.6346 |
1.6404 |
1.6598 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7294 |
1.7168 |
1.6745 |
|
R3 |
1.7089 |
1.6963 |
1.6688 |
|
R2 |
1.6884 |
1.6884 |
1.6670 |
|
R1 |
1.6758 |
1.6758 |
1.6651 |
1.6719 |
PP |
1.6679 |
1.6679 |
1.6679 |
1.6659 |
S1 |
1.6553 |
1.6553 |
1.6613 |
1.6514 |
S2 |
1.6474 |
1.6474 |
1.6594 |
|
S3 |
1.6269 |
1.6348 |
1.6576 |
|
S4 |
1.6064 |
1.6143 |
1.6519 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6805 |
1.6570 |
0.0235 |
1.4% |
0.0107 |
0.6% |
34% |
False |
True |
3,570 |
10 |
1.6805 |
1.6368 |
0.0437 |
2.6% |
0.0102 |
0.6% |
65% |
False |
False |
2,131 |
20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0096 |
0.6% |
73% |
False |
False |
1,222 |
40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
73% |
False |
False |
685 |
60 |
1.6805 |
1.6155 |
0.0650 |
3.9% |
0.0075 |
0.5% |
76% |
False |
False |
638 |
80 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0058 |
0.3% |
84% |
False |
False |
489 |
100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0046 |
0.3% |
84% |
False |
False |
394 |
120 |
1.6805 |
1.5535 |
0.1270 |
7.6% |
0.0039 |
0.2% |
88% |
False |
False |
332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7064 |
2.618 |
1.6910 |
1.618 |
1.6816 |
1.000 |
1.6758 |
0.618 |
1.6722 |
HIGH |
1.6664 |
0.618 |
1.6628 |
0.500 |
1.6617 |
0.382 |
1.6606 |
LOW |
1.6570 |
0.618 |
1.6512 |
1.000 |
1.6476 |
1.618 |
1.6418 |
2.618 |
1.6324 |
4.250 |
1.6171 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6639 |
1.6647 |
PP |
1.6628 |
1.6644 |
S1 |
1.6617 |
1.6641 |
|