CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6523 |
1.6568 |
0.0045 |
0.3% |
1.6633 |
| High |
1.6587 |
1.6638 |
0.0051 |
0.3% |
1.6655 |
| Low |
1.6499 |
1.6546 |
0.0047 |
0.3% |
1.6465 |
| Close |
1.6565 |
1.6606 |
0.0041 |
0.2% |
1.6484 |
| Range |
0.0088 |
0.0092 |
0.0004 |
4.5% |
0.0190 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.5% |
0.0000 |
| Volume |
74,421 |
91,858 |
17,437 |
23.4% |
434,029 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6873 |
1.6831 |
1.6657 |
|
| R3 |
1.6781 |
1.6739 |
1.6631 |
|
| R2 |
1.6689 |
1.6689 |
1.6623 |
|
| R1 |
1.6647 |
1.6647 |
1.6614 |
1.6668 |
| PP |
1.6597 |
1.6597 |
1.6597 |
1.6607 |
| S1 |
1.6555 |
1.6555 |
1.6598 |
1.6576 |
| S2 |
1.6505 |
1.6505 |
1.6589 |
|
| S3 |
1.6413 |
1.6463 |
1.6581 |
|
| S4 |
1.6321 |
1.6371 |
1.6555 |
|
|
| 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 |
1.6638 |
1.6455 |
0.0183 |
1.1% |
0.0073 |
0.4% |
83% |
True |
False |
76,901 |
| 10 |
1.6655 |
1.6455 |
0.0200 |
1.2% |
0.0084 |
0.5% |
76% |
False |
False |
84,071 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0086 |
0.5% |
47% |
False |
False |
57,624 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0091 |
0.5% |
65% |
False |
False |
29,496 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
65% |
False |
False |
19,727 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0080 |
0.5% |
67% |
False |
False |
14,932 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0066 |
0.4% |
79% |
False |
False |
11,954 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0055 |
0.3% |
79% |
False |
False |
9,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7029 |
|
2.618 |
1.6879 |
|
1.618 |
1.6787 |
|
1.000 |
1.6730 |
|
0.618 |
1.6695 |
|
HIGH |
1.6638 |
|
0.618 |
1.6603 |
|
0.500 |
1.6592 |
|
0.382 |
1.6581 |
|
LOW |
1.6546 |
|
0.618 |
1.6489 |
|
1.000 |
1.6454 |
|
1.618 |
1.6397 |
|
2.618 |
1.6305 |
|
4.250 |
1.6155 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6601 |
1.6589 |
| PP |
1.6597 |
1.6572 |
| S1 |
1.6592 |
1.6555 |
|