CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6650 |
1.6707 |
0.0057 |
0.3% |
1.6619 |
| High |
1.6728 |
1.6765 |
0.0037 |
0.2% |
1.6752 |
| Low |
1.6643 |
1.6675 |
0.0032 |
0.2% |
1.6570 |
| Close |
1.6702 |
1.6727 |
0.0025 |
0.1% |
1.6746 |
| Range |
0.0085 |
0.0090 |
0.0005 |
5.9% |
0.0182 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
5,718 |
22,239 |
16,521 |
288.9% |
8,107 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6992 |
1.6950 |
1.6777 |
|
| R3 |
1.6902 |
1.6860 |
1.6752 |
|
| R2 |
1.6812 |
1.6812 |
1.6744 |
|
| R1 |
1.6770 |
1.6770 |
1.6735 |
1.6791 |
| PP |
1.6722 |
1.6722 |
1.6722 |
1.6733 |
| S1 |
1.6680 |
1.6680 |
1.6719 |
1.6701 |
| S2 |
1.6632 |
1.6632 |
1.6711 |
|
| S3 |
1.6542 |
1.6590 |
1.6702 |
|
| S4 |
1.6452 |
1.6500 |
1.6678 |
|
|
| 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 |
1.6765 |
1.6627 |
0.0138 |
0.8% |
0.0088 |
0.5% |
72% |
True |
False |
7,880 |
| 10 |
1.6765 |
1.6570 |
0.0195 |
1.2% |
0.0088 |
0.5% |
81% |
True |
False |
4,553 |
| 20 |
1.6805 |
1.6259 |
0.0546 |
3.3% |
0.0093 |
0.6% |
86% |
False |
False |
3,255 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
86% |
False |
False |
1,755 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0081 |
0.5% |
87% |
False |
False |
1,313 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0066 |
0.4% |
92% |
False |
False |
1,021 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0053 |
0.3% |
92% |
False |
False |
824 |
| 120 |
1.6805 |
1.5851 |
0.0954 |
5.7% |
0.0044 |
0.3% |
92% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7148 |
|
2.618 |
1.7001 |
|
1.618 |
1.6911 |
|
1.000 |
1.6855 |
|
0.618 |
1.6821 |
|
HIGH |
1.6765 |
|
0.618 |
1.6731 |
|
0.500 |
1.6720 |
|
0.382 |
1.6709 |
|
LOW |
1.6675 |
|
0.618 |
1.6619 |
|
1.000 |
1.6585 |
|
1.618 |
1.6529 |
|
2.618 |
1.6439 |
|
4.250 |
1.6293 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6725 |
1.6717 |
| PP |
1.6722 |
1.6706 |
| S1 |
1.6720 |
1.6696 |
|