CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6707 |
1.6730 |
0.0023 |
0.1% |
1.6720 |
| High |
1.6765 |
1.6773 |
0.0008 |
0.0% |
1.6773 |
| Low |
1.6675 |
1.6694 |
0.0019 |
0.1% |
1.6627 |
| Close |
1.6727 |
1.6714 |
-0.0013 |
-0.1% |
1.6714 |
| Range |
0.0090 |
0.0079 |
-0.0011 |
-12.2% |
0.0146 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
22,239 |
24,517 |
2,278 |
10.2% |
60,671 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6964 |
1.6918 |
1.6757 |
|
| R3 |
1.6885 |
1.6839 |
1.6736 |
|
| R2 |
1.6806 |
1.6806 |
1.6728 |
|
| R1 |
1.6760 |
1.6760 |
1.6721 |
1.6744 |
| PP |
1.6727 |
1.6727 |
1.6727 |
1.6719 |
| S1 |
1.6681 |
1.6681 |
1.6707 |
1.6665 |
| S2 |
1.6648 |
1.6648 |
1.6700 |
|
| S3 |
1.6569 |
1.6602 |
1.6692 |
|
| S4 |
1.6490 |
1.6523 |
1.6671 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7143 |
1.7074 |
1.6794 |
|
| R3 |
1.6997 |
1.6928 |
1.6754 |
|
| R2 |
1.6851 |
1.6851 |
1.6741 |
|
| R1 |
1.6782 |
1.6782 |
1.6727 |
1.6744 |
| PP |
1.6705 |
1.6705 |
1.6705 |
1.6685 |
| S1 |
1.6636 |
1.6636 |
1.6701 |
1.6598 |
| S2 |
1.6559 |
1.6559 |
1.6687 |
|
| S3 |
1.6413 |
1.6490 |
1.6674 |
|
| S4 |
1.6267 |
1.6344 |
1.6634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6773 |
1.6627 |
0.0146 |
0.9% |
0.0087 |
0.5% |
60% |
True |
False |
12,134 |
| 10 |
1.6773 |
1.6570 |
0.0203 |
1.2% |
0.0085 |
0.5% |
71% |
True |
False |
6,877 |
| 20 |
1.6805 |
1.6294 |
0.0511 |
3.1% |
0.0094 |
0.6% |
82% |
False |
False |
4,465 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0095 |
0.6% |
84% |
False |
False |
2,367 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0082 |
0.5% |
85% |
False |
False |
1,679 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0067 |
0.4% |
90% |
False |
False |
1,327 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0054 |
0.3% |
90% |
False |
False |
1,070 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0045 |
0.3% |
90% |
False |
False |
895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7109 |
|
2.618 |
1.6980 |
|
1.618 |
1.6901 |
|
1.000 |
1.6852 |
|
0.618 |
1.6822 |
|
HIGH |
1.6773 |
|
0.618 |
1.6743 |
|
0.500 |
1.6734 |
|
0.382 |
1.6724 |
|
LOW |
1.6694 |
|
0.618 |
1.6645 |
|
1.000 |
1.6615 |
|
1.618 |
1.6566 |
|
2.618 |
1.6487 |
|
4.250 |
1.6358 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6734 |
1.6712 |
| PP |
1.6727 |
1.6710 |
| S1 |
1.6721 |
1.6708 |
|