CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6678 |
1.6720 |
0.0042 |
0.3% |
1.6619 |
| High |
1.6752 |
1.6746 |
-0.0006 |
0.0% |
1.6752 |
| Low |
1.6668 |
1.6639 |
-0.0029 |
-0.2% |
1.6570 |
| Close |
1.6746 |
1.6647 |
-0.0099 |
-0.6% |
1.6746 |
| Range |
0.0084 |
0.0107 |
0.0023 |
27.4% |
0.0182 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.1% |
0.0000 |
| Volume |
3,247 |
1,729 |
-1,518 |
-46.8% |
8,107 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6998 |
1.6930 |
1.6706 |
|
| R3 |
1.6891 |
1.6823 |
1.6676 |
|
| R2 |
1.6784 |
1.6784 |
1.6667 |
|
| R1 |
1.6716 |
1.6716 |
1.6657 |
1.6697 |
| PP |
1.6677 |
1.6677 |
1.6677 |
1.6668 |
| S1 |
1.6609 |
1.6609 |
1.6637 |
1.6590 |
| S2 |
1.6570 |
1.6570 |
1.6627 |
|
| S3 |
1.6463 |
1.6502 |
1.6618 |
|
| S4 |
1.6356 |
1.6395 |
1.6588 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7235 |
1.7173 |
1.6846 |
|
| R3 |
1.7053 |
1.6991 |
1.6796 |
|
| R2 |
1.6871 |
1.6871 |
1.6779 |
|
| R1 |
1.6809 |
1.6809 |
1.6763 |
1.6840 |
| PP |
1.6689 |
1.6689 |
1.6689 |
1.6705 |
| S1 |
1.6627 |
1.6627 |
1.6729 |
1.6658 |
| S2 |
1.6507 |
1.6507 |
1.6713 |
|
| S3 |
1.6325 |
1.6445 |
1.6696 |
|
| S4 |
1.6143 |
1.6263 |
1.6646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6752 |
1.6608 |
0.0144 |
0.9% |
0.0085 |
0.5% |
27% |
False |
False |
1,751 |
| 10 |
1.6805 |
1.6570 |
0.0235 |
1.4% |
0.0096 |
0.6% |
33% |
False |
False |
2,661 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0096 |
0.6% |
72% |
False |
False |
1,572 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0093 |
0.6% |
72% |
False |
False |
901 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0079 |
0.5% |
74% |
False |
False |
783 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0063 |
0.4% |
83% |
False |
False |
598 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0051 |
0.3% |
83% |
False |
False |
481 |
| 120 |
1.6805 |
1.5701 |
0.1104 |
6.6% |
0.0042 |
0.3% |
86% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7201 |
|
2.618 |
1.7026 |
|
1.618 |
1.6919 |
|
1.000 |
1.6853 |
|
0.618 |
1.6812 |
|
HIGH |
1.6746 |
|
0.618 |
1.6705 |
|
0.500 |
1.6693 |
|
0.382 |
1.6680 |
|
LOW |
1.6639 |
|
0.618 |
1.6573 |
|
1.000 |
1.6532 |
|
1.618 |
1.6466 |
|
2.618 |
1.6359 |
|
4.250 |
1.6184 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6693 |
1.6680 |
| PP |
1.6677 |
1.6669 |
| S1 |
1.6662 |
1.6658 |
|