CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6624 |
1.6585 |
-0.0039 |
-0.2% |
1.6717 |
| High |
1.6637 |
1.6644 |
0.0007 |
0.0% |
1.6729 |
| Low |
1.6534 |
1.6496 |
-0.0038 |
-0.2% |
1.6557 |
| Close |
1.6575 |
1.6521 |
-0.0054 |
-0.3% |
1.6619 |
| Range |
0.0103 |
0.0148 |
0.0045 |
43.7% |
0.0172 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.8% |
0.0000 |
| Volume |
102,507 |
118,619 |
16,112 |
15.7% |
337,229 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6998 |
1.6907 |
1.6602 |
|
| R3 |
1.6850 |
1.6759 |
1.6562 |
|
| R2 |
1.6702 |
1.6702 |
1.6548 |
|
| R1 |
1.6611 |
1.6611 |
1.6535 |
1.6583 |
| PP |
1.6554 |
1.6554 |
1.6554 |
1.6539 |
| S1 |
1.6463 |
1.6463 |
1.6507 |
1.6435 |
| S2 |
1.6406 |
1.6406 |
1.6494 |
|
| S3 |
1.6258 |
1.6315 |
1.6480 |
|
| S4 |
1.6110 |
1.6167 |
1.6440 |
|
|
| 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 |
1.6496 |
0.0214 |
1.3% |
0.0099 |
0.6% |
12% |
False |
True |
94,170 |
| 10 |
1.6773 |
1.6496 |
0.0277 |
1.7% |
0.0091 |
0.5% |
9% |
False |
True |
67,202 |
| 20 |
1.6773 |
1.6496 |
0.0277 |
1.7% |
0.0089 |
0.5% |
9% |
False |
True |
35,436 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0095 |
0.6% |
50% |
False |
False |
17,961 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0086 |
0.5% |
50% |
False |
False |
12,007 |
| 80 |
1.6805 |
1.6122 |
0.0683 |
4.1% |
0.0075 |
0.5% |
58% |
False |
False |
9,142 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0061 |
0.4% |
70% |
False |
False |
7,321 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0051 |
0.3% |
70% |
False |
False |
6,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7273 |
|
2.618 |
1.7031 |
|
1.618 |
1.6883 |
|
1.000 |
1.6792 |
|
0.618 |
1.6735 |
|
HIGH |
1.6644 |
|
0.618 |
1.6587 |
|
0.500 |
1.6570 |
|
0.382 |
1.6553 |
|
LOW |
1.6496 |
|
0.618 |
1.6405 |
|
1.000 |
1.6348 |
|
1.618 |
1.6257 |
|
2.618 |
1.6109 |
|
4.250 |
1.5867 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6570 |
1.6576 |
| PP |
1.6554 |
1.6557 |
| S1 |
1.6537 |
1.6539 |
|