CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6648 |
1.6650 |
0.0002 |
0.0% |
1.6619 |
| High |
1.6703 |
1.6728 |
0.0025 |
0.1% |
1.6752 |
| Low |
1.6627 |
1.6643 |
0.0016 |
0.1% |
1.6570 |
| Close |
1.6661 |
1.6702 |
0.0041 |
0.2% |
1.6746 |
| Range |
0.0076 |
0.0085 |
0.0009 |
11.8% |
0.0182 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
6,468 |
5,718 |
-750 |
-11.6% |
8,107 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6946 |
1.6909 |
1.6749 |
|
| R3 |
1.6861 |
1.6824 |
1.6725 |
|
| R2 |
1.6776 |
1.6776 |
1.6718 |
|
| R1 |
1.6739 |
1.6739 |
1.6710 |
1.6758 |
| PP |
1.6691 |
1.6691 |
1.6691 |
1.6700 |
| S1 |
1.6654 |
1.6654 |
1.6694 |
1.6673 |
| S2 |
1.6606 |
1.6606 |
1.6686 |
|
| S3 |
1.6521 |
1.6569 |
1.6679 |
|
| S4 |
1.6436 |
1.6484 |
1.6655 |
|
|
| 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% |
65% |
False |
False |
3,625 |
| 10 |
1.6752 |
1.6570 |
0.0182 |
1.1% |
0.0087 |
0.5% |
73% |
False |
False |
3,671 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0093 |
0.6% |
82% |
False |
False |
2,153 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0093 |
0.6% |
82% |
False |
False |
1,203 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0080 |
0.5% |
83% |
False |
False |
986 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0065 |
0.4% |
89% |
False |
False |
746 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0052 |
0.3% |
89% |
False |
False |
602 |
| 120 |
1.6805 |
1.5784 |
0.1021 |
6.1% |
0.0044 |
0.3% |
90% |
False |
False |
505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7089 |
|
2.618 |
1.6951 |
|
1.618 |
1.6866 |
|
1.000 |
1.6813 |
|
0.618 |
1.6781 |
|
HIGH |
1.6728 |
|
0.618 |
1.6696 |
|
0.500 |
1.6686 |
|
0.382 |
1.6675 |
|
LOW |
1.6643 |
|
0.618 |
1.6590 |
|
1.000 |
1.6558 |
|
1.618 |
1.6505 |
|
2.618 |
1.6420 |
|
4.250 |
1.6282 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6697 |
1.6697 |
| PP |
1.6691 |
1.6692 |
| S1 |
1.6686 |
1.6687 |
|