CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6644 |
1.6662 |
0.0018 |
0.1% |
1.6741 |
| High |
1.6712 |
1.6689 |
-0.0023 |
-0.1% |
1.6805 |
| Low |
1.6629 |
1.6609 |
-0.0020 |
-0.1% |
1.6600 |
| Close |
1.6663 |
1.6650 |
-0.0013 |
-0.1% |
1.6632 |
| Range |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0205 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,944 |
871 |
-1,073 |
-55.2% |
16,774 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6889 |
1.6850 |
1.6694 |
|
| R3 |
1.6809 |
1.6770 |
1.6672 |
|
| R2 |
1.6729 |
1.6729 |
1.6665 |
|
| R1 |
1.6690 |
1.6690 |
1.6657 |
1.6670 |
| PP |
1.6649 |
1.6649 |
1.6649 |
1.6639 |
| S1 |
1.6610 |
1.6610 |
1.6643 |
1.6590 |
| S2 |
1.6569 |
1.6569 |
1.6635 |
|
| S3 |
1.6489 |
1.6530 |
1.6628 |
|
| S4 |
1.6409 |
1.6450 |
1.6606 |
|
|
| 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 |
1.6712 |
1.6570 |
0.0142 |
0.9% |
0.0088 |
0.5% |
56% |
False |
False |
3,717 |
| 10 |
1.6805 |
1.6411 |
0.0394 |
2.4% |
0.0104 |
0.6% |
61% |
False |
False |
2,367 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0095 |
0.6% |
73% |
False |
False |
1,335 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0091 |
0.5% |
73% |
False |
False |
755 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0077 |
0.5% |
75% |
False |
False |
685 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0060 |
0.4% |
84% |
False |
False |
524 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0048 |
0.3% |
84% |
False |
False |
422 |
| 120 |
1.6805 |
1.5563 |
0.1242 |
7.5% |
0.0040 |
0.2% |
88% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7029 |
|
2.618 |
1.6898 |
|
1.618 |
1.6818 |
|
1.000 |
1.6769 |
|
0.618 |
1.6738 |
|
HIGH |
1.6689 |
|
0.618 |
1.6658 |
|
0.500 |
1.6649 |
|
0.382 |
1.6640 |
|
LOW |
1.6609 |
|
0.618 |
1.6560 |
|
1.000 |
1.6529 |
|
1.618 |
1.6480 |
|
2.618 |
1.6400 |
|
4.250 |
1.6269 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6650 |
1.6647 |
| PP |
1.6649 |
1.6644 |
| S1 |
1.6649 |
1.6641 |
|