CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6619 |
1.6644 |
0.0025 |
0.2% |
1.6741 |
| High |
1.6664 |
1.6712 |
0.0048 |
0.3% |
1.6805 |
| Low |
1.6570 |
1.6629 |
0.0059 |
0.4% |
1.6600 |
| Close |
1.6650 |
1.6663 |
0.0013 |
0.1% |
1.6632 |
| Range |
0.0094 |
0.0083 |
-0.0011 |
-11.7% |
0.0205 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,079 |
1,944 |
865 |
80.2% |
16,774 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6917 |
1.6873 |
1.6709 |
|
| R3 |
1.6834 |
1.6790 |
1.6686 |
|
| R2 |
1.6751 |
1.6751 |
1.6678 |
|
| R1 |
1.6707 |
1.6707 |
1.6671 |
1.6729 |
| PP |
1.6668 |
1.6668 |
1.6668 |
1.6679 |
| S1 |
1.6624 |
1.6624 |
1.6655 |
1.6646 |
| S2 |
1.6585 |
1.6585 |
1.6648 |
|
| S3 |
1.6502 |
1.6541 |
1.6640 |
|
| S4 |
1.6419 |
1.6458 |
1.6617 |
|
|
| 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 |
1.6715 |
1.6570 |
0.0145 |
0.9% |
0.0091 |
0.5% |
64% |
False |
False |
3,858 |
| 10 |
1.6805 |
1.6375 |
0.0430 |
2.6% |
0.0106 |
0.6% |
67% |
False |
False |
2,291 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0095 |
0.6% |
75% |
False |
False |
1,296 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0092 |
0.6% |
75% |
False |
False |
733 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0076 |
0.5% |
77% |
False |
False |
671 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0059 |
0.4% |
85% |
False |
False |
513 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0047 |
0.3% |
85% |
False |
False |
413 |
| 120 |
1.6805 |
1.5563 |
0.1242 |
7.5% |
0.0039 |
0.2% |
89% |
False |
False |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7065 |
|
2.618 |
1.6929 |
|
1.618 |
1.6846 |
|
1.000 |
1.6795 |
|
0.618 |
1.6763 |
|
HIGH |
1.6712 |
|
0.618 |
1.6680 |
|
0.500 |
1.6671 |
|
0.382 |
1.6661 |
|
LOW |
1.6629 |
|
0.618 |
1.6578 |
|
1.000 |
1.6546 |
|
1.618 |
1.6495 |
|
2.618 |
1.6412 |
|
4.250 |
1.6276 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6671 |
1.6656 |
| PP |
1.6668 |
1.6648 |
| S1 |
1.6666 |
1.6641 |
|