CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6485 |
1.6523 |
0.0038 |
0.2% |
1.6633 |
| High |
1.6540 |
1.6587 |
0.0047 |
0.3% |
1.6655 |
| Low |
1.6471 |
1.6499 |
0.0028 |
0.2% |
1.6465 |
| Close |
1.6521 |
1.6565 |
0.0044 |
0.3% |
1.6484 |
| Range |
0.0069 |
0.0088 |
0.0019 |
27.5% |
0.0190 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
82,892 |
74,421 |
-8,471 |
-10.2% |
434,029 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6814 |
1.6778 |
1.6613 |
|
| R3 |
1.6726 |
1.6690 |
1.6589 |
|
| R2 |
1.6638 |
1.6638 |
1.6581 |
|
| R1 |
1.6602 |
1.6602 |
1.6573 |
1.6620 |
| PP |
1.6550 |
1.6550 |
1.6550 |
1.6560 |
| S1 |
1.6514 |
1.6514 |
1.6557 |
1.6532 |
| S2 |
1.6462 |
1.6462 |
1.6549 |
|
| S3 |
1.6374 |
1.6426 |
1.6541 |
|
| S4 |
1.6286 |
1.6338 |
1.6517 |
|
|
| 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 |
1.6587 |
1.6455 |
0.0132 |
0.8% |
0.0072 |
0.4% |
83% |
True |
False |
74,290 |
| 10 |
1.6710 |
1.6455 |
0.0255 |
1.5% |
0.0086 |
0.5% |
43% |
False |
False |
84,230 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0085 |
0.5% |
35% |
False |
False |
53,080 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
58% |
False |
False |
27,207 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
58% |
False |
False |
18,197 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0079 |
0.5% |
61% |
False |
False |
13,784 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0065 |
0.4% |
74% |
False |
False |
11,035 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0054 |
0.3% |
74% |
False |
False |
9,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6961 |
|
2.618 |
1.6817 |
|
1.618 |
1.6729 |
|
1.000 |
1.6675 |
|
0.618 |
1.6641 |
|
HIGH |
1.6587 |
|
0.618 |
1.6553 |
|
0.500 |
1.6543 |
|
0.382 |
1.6533 |
|
LOW |
1.6499 |
|
0.618 |
1.6445 |
|
1.000 |
1.6411 |
|
1.618 |
1.6357 |
|
2.618 |
1.6269 |
|
4.250 |
1.6125 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6558 |
1.6550 |
| PP |
1.6550 |
1.6536 |
| S1 |
1.6543 |
1.6521 |
|