CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6720 |
1.6648 |
-0.0072 |
-0.4% |
1.6619 |
| High |
1.6746 |
1.6703 |
-0.0043 |
-0.3% |
1.6752 |
| Low |
1.6639 |
1.6627 |
-0.0012 |
-0.1% |
1.6570 |
| Close |
1.6647 |
1.6661 |
0.0014 |
0.1% |
1.6746 |
| Range |
0.0107 |
0.0076 |
-0.0031 |
-29.0% |
0.0182 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,729 |
6,468 |
4,739 |
274.1% |
8,107 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6892 |
1.6852 |
1.6703 |
|
| R3 |
1.6816 |
1.6776 |
1.6682 |
|
| R2 |
1.6740 |
1.6740 |
1.6675 |
|
| R1 |
1.6700 |
1.6700 |
1.6668 |
1.6720 |
| PP |
1.6664 |
1.6664 |
1.6664 |
1.6674 |
| S1 |
1.6624 |
1.6624 |
1.6654 |
1.6644 |
| S2 |
1.6588 |
1.6588 |
1.6647 |
|
| S3 |
1.6512 |
1.6548 |
1.6640 |
|
| S4 |
1.6436 |
1.6472 |
1.6619 |
|
|
| 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% |
0.0084 |
0.5% |
37% |
False |
False |
2,656 |
| 10 |
1.6752 |
1.6570 |
0.0182 |
1.1% |
0.0087 |
0.5% |
50% |
False |
False |
3,257 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0093 |
0.6% |
75% |
False |
False |
1,876 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
75% |
False |
False |
1,062 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0079 |
0.5% |
76% |
False |
False |
891 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0064 |
0.4% |
85% |
False |
False |
678 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0051 |
0.3% |
85% |
False |
False |
545 |
| 120 |
1.6805 |
1.5784 |
0.1021 |
6.1% |
0.0043 |
0.3% |
86% |
False |
False |
458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7026 |
|
2.618 |
1.6902 |
|
1.618 |
1.6826 |
|
1.000 |
1.6779 |
|
0.618 |
1.6750 |
|
HIGH |
1.6703 |
|
0.618 |
1.6674 |
|
0.500 |
1.6665 |
|
0.382 |
1.6656 |
|
LOW |
1.6627 |
|
0.618 |
1.6580 |
|
1.000 |
1.6551 |
|
1.618 |
1.6504 |
|
2.618 |
1.6428 |
|
4.250 |
1.6304 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6665 |
1.6690 |
| PP |
1.6664 |
1.6680 |
| S1 |
1.6662 |
1.6671 |
|