CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6662 |
1.6655 |
-0.0007 |
0.0% |
1.6741 |
| High |
1.6689 |
1.6680 |
-0.0009 |
-0.1% |
1.6805 |
| Low |
1.6609 |
1.6608 |
-0.0001 |
0.0% |
1.6600 |
| Close |
1.6650 |
1.6672 |
0.0022 |
0.1% |
1.6632 |
| Range |
0.0080 |
0.0072 |
-0.0008 |
-10.0% |
0.0205 |
| ATR |
0.0095 |
0.0094 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
871 |
966 |
95 |
10.9% |
16,774 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6869 |
1.6843 |
1.6712 |
|
| R3 |
1.6797 |
1.6771 |
1.6692 |
|
| R2 |
1.6725 |
1.6725 |
1.6685 |
|
| R1 |
1.6699 |
1.6699 |
1.6679 |
1.6712 |
| PP |
1.6653 |
1.6653 |
1.6653 |
1.6660 |
| S1 |
1.6627 |
1.6627 |
1.6665 |
1.6640 |
| S2 |
1.6581 |
1.6581 |
1.6659 |
|
| S3 |
1.6509 |
1.6555 |
1.6652 |
|
| S4 |
1.6437 |
1.6483 |
1.6632 |
|
|
| 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% |
72% |
False |
False |
1,226 |
| 10 |
1.6805 |
1.6570 |
0.0235 |
1.4% |
0.0094 |
0.6% |
43% |
False |
False |
2,330 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0096 |
0.6% |
77% |
False |
False |
1,367 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0092 |
0.6% |
77% |
False |
False |
778 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0078 |
0.5% |
78% |
False |
False |
701 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0061 |
0.4% |
86% |
False |
False |
536 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0049 |
0.3% |
86% |
False |
False |
431 |
| 120 |
1.6805 |
1.5605 |
0.1200 |
7.2% |
0.0041 |
0.2% |
89% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6986 |
|
2.618 |
1.6868 |
|
1.618 |
1.6796 |
|
1.000 |
1.6752 |
|
0.618 |
1.6724 |
|
HIGH |
1.6680 |
|
0.618 |
1.6652 |
|
0.500 |
1.6644 |
|
0.382 |
1.6636 |
|
LOW |
1.6608 |
|
0.618 |
1.6564 |
|
1.000 |
1.6536 |
|
1.618 |
1.6492 |
|
2.618 |
1.6420 |
|
4.250 |
1.6302 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6663 |
1.6668 |
| PP |
1.6653 |
1.6664 |
| S1 |
1.6644 |
1.6660 |
|