CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6610 |
1.6612 |
0.0002 |
0.0% |
1.6717 |
| High |
1.6710 |
1.6645 |
-0.0065 |
-0.4% |
1.6729 |
| Low |
1.6595 |
1.6576 |
-0.0019 |
-0.1% |
1.6557 |
| Close |
1.6604 |
1.6619 |
0.0015 |
0.1% |
1.6619 |
| Range |
0.0115 |
0.0069 |
-0.0046 |
-40.0% |
0.0172 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
93,448 |
89,368 |
-4,080 |
-4.4% |
337,229 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6820 |
1.6789 |
1.6657 |
|
| R3 |
1.6751 |
1.6720 |
1.6638 |
|
| R2 |
1.6682 |
1.6682 |
1.6632 |
|
| R1 |
1.6651 |
1.6651 |
1.6625 |
1.6667 |
| PP |
1.6613 |
1.6613 |
1.6613 |
1.6621 |
| S1 |
1.6582 |
1.6582 |
1.6613 |
1.6598 |
| S2 |
1.6544 |
1.6544 |
1.6606 |
|
| S3 |
1.6475 |
1.6513 |
1.6600 |
|
| S4 |
1.6406 |
1.6444 |
1.6581 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7151 |
1.7057 |
1.6714 |
|
| R3 |
1.6979 |
1.6885 |
1.6666 |
|
| R2 |
1.6807 |
1.6807 |
1.6651 |
|
| R1 |
1.6713 |
1.6713 |
1.6635 |
1.6674 |
| PP |
1.6635 |
1.6635 |
1.6635 |
1.6616 |
| S1 |
1.6541 |
1.6541 |
1.6603 |
1.6502 |
| S2 |
1.6463 |
1.6463 |
1.6587 |
|
| S3 |
1.6291 |
1.6369 |
1.6572 |
|
| S4 |
1.6119 |
1.6197 |
1.6524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6729 |
1.6557 |
0.0172 |
1.0% |
0.0085 |
0.5% |
36% |
False |
False |
67,445 |
| 10 |
1.6773 |
1.6557 |
0.0216 |
1.3% |
0.0086 |
0.5% |
29% |
False |
False |
39,790 |
| 20 |
1.6805 |
1.6557 |
0.0248 |
1.5% |
0.0091 |
0.5% |
25% |
False |
False |
21,171 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
67% |
False |
False |
10,770 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0085 |
0.5% |
70% |
False |
False |
7,208 |
| 80 |
1.6805 |
1.6062 |
0.0743 |
4.5% |
0.0071 |
0.4% |
75% |
False |
False |
5,542 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0058 |
0.4% |
80% |
False |
False |
4,441 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0049 |
0.3% |
80% |
False |
False |
3,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6938 |
|
2.618 |
1.6826 |
|
1.618 |
1.6757 |
|
1.000 |
1.6714 |
|
0.618 |
1.6688 |
|
HIGH |
1.6645 |
|
0.618 |
1.6619 |
|
0.500 |
1.6611 |
|
0.382 |
1.6602 |
|
LOW |
1.6576 |
|
0.618 |
1.6533 |
|
1.000 |
1.6507 |
|
1.618 |
1.6464 |
|
2.618 |
1.6395 |
|
4.250 |
1.6283 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6616 |
1.6634 |
| PP |
1.6613 |
1.6629 |
| S1 |
1.6611 |
1.6624 |
|