CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6612 |
1.6633 |
0.0021 |
0.1% |
1.6717 |
| High |
1.6645 |
1.6655 |
0.0010 |
0.1% |
1.6729 |
| Low |
1.6576 |
1.6593 |
0.0017 |
0.1% |
1.6557 |
| Close |
1.6619 |
1.6626 |
0.0007 |
0.0% |
1.6619 |
| Range |
0.0069 |
0.0062 |
-0.0007 |
-10.1% |
0.0172 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
89,368 |
66,911 |
-22,457 |
-25.1% |
337,229 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6811 |
1.6780 |
1.6660 |
|
| R3 |
1.6749 |
1.6718 |
1.6643 |
|
| R2 |
1.6687 |
1.6687 |
1.6637 |
|
| R1 |
1.6656 |
1.6656 |
1.6632 |
1.6641 |
| PP |
1.6625 |
1.6625 |
1.6625 |
1.6617 |
| S1 |
1.6594 |
1.6594 |
1.6620 |
1.6579 |
| S2 |
1.6563 |
1.6563 |
1.6615 |
|
| S3 |
1.6501 |
1.6532 |
1.6609 |
|
| S4 |
1.6439 |
1.6470 |
1.6592 |
|
|
| 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 |
1.6710 |
1.6557 |
0.0153 |
0.9% |
0.0074 |
0.4% |
45% |
False |
False |
75,939 |
| 10 |
1.6773 |
1.6557 |
0.0216 |
1.3% |
0.0082 |
0.5% |
32% |
False |
False |
46,308 |
| 20 |
1.6805 |
1.6557 |
0.0248 |
1.5% |
0.0089 |
0.5% |
28% |
False |
False |
24,484 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
68% |
False |
False |
12,439 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0086 |
0.5% |
68% |
False |
False |
8,323 |
| 80 |
1.6805 |
1.6062 |
0.0743 |
4.5% |
0.0072 |
0.4% |
76% |
False |
False |
6,379 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0059 |
0.4% |
81% |
False |
False |
5,110 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0049 |
0.3% |
81% |
False |
False |
4,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6919 |
|
2.618 |
1.6817 |
|
1.618 |
1.6755 |
|
1.000 |
1.6717 |
|
0.618 |
1.6693 |
|
HIGH |
1.6655 |
|
0.618 |
1.6631 |
|
0.500 |
1.6624 |
|
0.382 |
1.6617 |
|
LOW |
1.6593 |
|
0.618 |
1.6555 |
|
1.000 |
1.6531 |
|
1.618 |
1.6493 |
|
2.618 |
1.6431 |
|
4.250 |
1.6330 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6625 |
1.6643 |
| PP |
1.6625 |
1.6637 |
| S1 |
1.6624 |
1.6632 |
|