CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6466 |
1.6485 |
0.0019 |
0.1% |
1.6633 |
| High |
1.6527 |
1.6540 |
0.0013 |
0.1% |
1.6655 |
| Low |
1.6455 |
1.6471 |
0.0016 |
0.1% |
1.6465 |
| Close |
1.6484 |
1.6521 |
0.0037 |
0.2% |
1.6484 |
| Range |
0.0072 |
0.0069 |
-0.0003 |
-4.2% |
0.0190 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
68,147 |
82,892 |
14,745 |
21.6% |
434,029 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6718 |
1.6688 |
1.6559 |
|
| R3 |
1.6649 |
1.6619 |
1.6540 |
|
| R2 |
1.6580 |
1.6580 |
1.6534 |
|
| R1 |
1.6550 |
1.6550 |
1.6527 |
1.6565 |
| PP |
1.6511 |
1.6511 |
1.6511 |
1.6518 |
| S1 |
1.6481 |
1.6481 |
1.6515 |
1.6496 |
| S2 |
1.6442 |
1.6442 |
1.6508 |
|
| S3 |
1.6373 |
1.6412 |
1.6502 |
|
| S4 |
1.6304 |
1.6343 |
1.6483 |
|
|
| 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 |
1.6644 |
1.6455 |
0.0189 |
1.1% |
0.0084 |
0.5% |
35% |
False |
False |
83,130 |
| 10 |
1.6710 |
1.6455 |
0.0255 |
1.5% |
0.0084 |
0.5% |
26% |
False |
False |
83,879 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0084 |
0.5% |
21% |
False |
False |
49,402 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
50% |
False |
False |
25,349 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
50% |
False |
False |
16,956 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0078 |
0.5% |
54% |
False |
False |
12,854 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0064 |
0.4% |
70% |
False |
False |
10,291 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0053 |
0.3% |
70% |
False |
False |
8,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6833 |
|
2.618 |
1.6721 |
|
1.618 |
1.6652 |
|
1.000 |
1.6609 |
|
0.618 |
1.6583 |
|
HIGH |
1.6540 |
|
0.618 |
1.6514 |
|
0.500 |
1.6506 |
|
0.382 |
1.6497 |
|
LOW |
1.6471 |
|
0.618 |
1.6428 |
|
1.000 |
1.6402 |
|
1.618 |
1.6359 |
|
2.618 |
1.6290 |
|
4.250 |
1.6178 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6516 |
1.6513 |
| PP |
1.6511 |
1.6505 |
| S1 |
1.6506 |
1.6498 |
|