CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6730 |
1.6717 |
-0.0013 |
-0.1% |
1.6720 |
| High |
1.6773 |
1.6729 |
-0.0044 |
-0.3% |
1.6773 |
| Low |
1.6694 |
1.6610 |
-0.0084 |
-0.5% |
1.6627 |
| Close |
1.6714 |
1.6628 |
-0.0086 |
-0.5% |
1.6714 |
| Range |
0.0079 |
0.0119 |
0.0040 |
50.6% |
0.0146 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.2% |
0.0000 |
| Volume |
24,517 |
24,441 |
-76 |
-0.3% |
60,671 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7013 |
1.6939 |
1.6693 |
|
| R3 |
1.6894 |
1.6820 |
1.6661 |
|
| R2 |
1.6775 |
1.6775 |
1.6650 |
|
| R1 |
1.6701 |
1.6701 |
1.6639 |
1.6679 |
| PP |
1.6656 |
1.6656 |
1.6656 |
1.6644 |
| S1 |
1.6582 |
1.6582 |
1.6617 |
1.6560 |
| S2 |
1.6537 |
1.6537 |
1.6606 |
|
| S3 |
1.6418 |
1.6463 |
1.6595 |
|
| S4 |
1.6299 |
1.6344 |
1.6563 |
|
|
| 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 |
1.6610 |
0.0163 |
1.0% |
0.0090 |
0.5% |
11% |
False |
True |
16,676 |
| 10 |
1.6773 |
1.6608 |
0.0165 |
1.0% |
0.0088 |
0.5% |
12% |
False |
False |
9,214 |
| 20 |
1.6805 |
1.6368 |
0.0437 |
2.6% |
0.0095 |
0.6% |
59% |
False |
False |
5,672 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0097 |
0.6% |
69% |
False |
False |
2,976 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0084 |
0.5% |
71% |
False |
False |
2,043 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0068 |
0.4% |
81% |
False |
False |
1,633 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0055 |
0.3% |
81% |
False |
False |
1,314 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0046 |
0.3% |
81% |
False |
False |
1,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7235 |
|
2.618 |
1.7041 |
|
1.618 |
1.6922 |
|
1.000 |
1.6848 |
|
0.618 |
1.6803 |
|
HIGH |
1.6729 |
|
0.618 |
1.6684 |
|
0.500 |
1.6670 |
|
0.382 |
1.6655 |
|
LOW |
1.6610 |
|
0.618 |
1.6536 |
|
1.000 |
1.6491 |
|
1.618 |
1.6417 |
|
2.618 |
1.6298 |
|
4.250 |
1.6104 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6670 |
1.6692 |
| PP |
1.6656 |
1.6670 |
| S1 |
1.6642 |
1.6649 |
|