CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6585 |
1.6522 |
-0.0063 |
-0.4% |
1.6717 |
| High |
1.6644 |
1.6557 |
-0.0087 |
-0.5% |
1.6729 |
| Low |
1.6496 |
1.6469 |
-0.0027 |
-0.2% |
1.6557 |
| Close |
1.6521 |
1.6493 |
-0.0028 |
-0.2% |
1.6619 |
| Range |
0.0148 |
0.0088 |
-0.0060 |
-40.5% |
0.0172 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
118,619 |
78,804 |
-39,815 |
-33.6% |
337,229 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6770 |
1.6720 |
1.6541 |
|
| R3 |
1.6682 |
1.6632 |
1.6517 |
|
| R2 |
1.6594 |
1.6594 |
1.6509 |
|
| R1 |
1.6544 |
1.6544 |
1.6501 |
1.6525 |
| PP |
1.6506 |
1.6506 |
1.6506 |
1.6497 |
| S1 |
1.6456 |
1.6456 |
1.6485 |
1.6437 |
| S2 |
1.6418 |
1.6418 |
1.6477 |
|
| S3 |
1.6330 |
1.6368 |
1.6469 |
|
| S4 |
1.6242 |
1.6280 |
1.6445 |
|
|
| 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 |
1.6655 |
1.6469 |
0.0186 |
1.1% |
0.0094 |
0.6% |
13% |
False |
True |
91,241 |
| 10 |
1.6773 |
1.6469 |
0.0304 |
1.8% |
0.0091 |
0.5% |
8% |
False |
True |
72,858 |
| 20 |
1.6773 |
1.6469 |
0.0304 |
1.8% |
0.0089 |
0.5% |
8% |
False |
True |
38,706 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
45% |
False |
False |
19,926 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0087 |
0.5% |
45% |
False |
False |
13,320 |
| 80 |
1.6805 |
1.6122 |
0.0683 |
4.1% |
0.0076 |
0.5% |
54% |
False |
False |
10,127 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0062 |
0.4% |
67% |
False |
False |
8,109 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0052 |
0.3% |
67% |
False |
False |
6,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6931 |
|
2.618 |
1.6787 |
|
1.618 |
1.6699 |
|
1.000 |
1.6645 |
|
0.618 |
1.6611 |
|
HIGH |
1.6557 |
|
0.618 |
1.6523 |
|
0.500 |
1.6513 |
|
0.382 |
1.6503 |
|
LOW |
1.6469 |
|
0.618 |
1.6415 |
|
1.000 |
1.6381 |
|
1.618 |
1.6327 |
|
2.618 |
1.6239 |
|
4.250 |
1.6095 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6513 |
1.6557 |
| PP |
1.6506 |
1.6535 |
| S1 |
1.6500 |
1.6514 |
|