CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6522 |
1.6498 |
-0.0024 |
-0.1% |
1.6633 |
| High |
1.6557 |
1.6510 |
-0.0047 |
-0.3% |
1.6655 |
| Low |
1.6469 |
1.6465 |
-0.0004 |
0.0% |
1.6465 |
| Close |
1.6493 |
1.6484 |
-0.0009 |
-0.1% |
1.6484 |
| Range |
0.0088 |
0.0045 |
-0.0043 |
-48.9% |
0.0190 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
78,804 |
67,188 |
-11,616 |
-14.7% |
434,029 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6621 |
1.6598 |
1.6509 |
|
| R3 |
1.6576 |
1.6553 |
1.6496 |
|
| R2 |
1.6531 |
1.6531 |
1.6492 |
|
| R1 |
1.6508 |
1.6508 |
1.6488 |
1.6497 |
| PP |
1.6486 |
1.6486 |
1.6486 |
1.6481 |
| S1 |
1.6463 |
1.6463 |
1.6480 |
1.6452 |
| S2 |
1.6441 |
1.6441 |
1.6476 |
|
| S3 |
1.6396 |
1.6418 |
1.6472 |
|
| S4 |
1.6351 |
1.6373 |
1.6459 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7105 |
1.6984 |
1.6589 |
|
| R3 |
1.6915 |
1.6794 |
1.6536 |
|
| R2 |
1.6725 |
1.6725 |
1.6519 |
|
| R1 |
1.6604 |
1.6604 |
1.6501 |
1.6570 |
| PP |
1.6535 |
1.6535 |
1.6535 |
1.6517 |
| S1 |
1.6414 |
1.6414 |
1.6467 |
1.6380 |
| S2 |
1.6345 |
1.6345 |
1.6449 |
|
| S3 |
1.6155 |
1.6224 |
1.6432 |
|
| S4 |
1.5965 |
1.6034 |
1.6380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6655 |
1.6465 |
0.0190 |
1.2% |
0.0089 |
0.5% |
10% |
False |
True |
86,805 |
| 10 |
1.6729 |
1.6465 |
0.0264 |
1.6% |
0.0087 |
0.5% |
7% |
False |
True |
77,125 |
| 20 |
1.6773 |
1.6465 |
0.0308 |
1.9% |
0.0086 |
0.5% |
6% |
False |
True |
42,001 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0093 |
0.6% |
43% |
False |
False |
21,595 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0087 |
0.5% |
43% |
False |
False |
14,439 |
| 80 |
1.6805 |
1.6122 |
0.0683 |
4.1% |
0.0077 |
0.5% |
53% |
False |
False |
10,966 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0063 |
0.4% |
66% |
False |
False |
8,781 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0052 |
0.3% |
66% |
False |
False |
7,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6701 |
|
2.618 |
1.6628 |
|
1.618 |
1.6583 |
|
1.000 |
1.6555 |
|
0.618 |
1.6538 |
|
HIGH |
1.6510 |
|
0.618 |
1.6493 |
|
0.500 |
1.6488 |
|
0.382 |
1.6482 |
|
LOW |
1.6465 |
|
0.618 |
1.6437 |
|
1.000 |
1.6420 |
|
1.618 |
1.6392 |
|
2.618 |
1.6347 |
|
4.250 |
1.6274 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6488 |
1.6555 |
| PP |
1.6486 |
1.6531 |
| S1 |
1.6485 |
1.6508 |
|