CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6568 |
1.6597 |
0.0029 |
0.2% |
1.6466 |
| High |
1.6638 |
1.6643 |
0.0005 |
0.0% |
1.6643 |
| Low |
1.6546 |
1.6590 |
0.0044 |
0.3% |
1.6455 |
| Close |
1.6606 |
1.6635 |
0.0029 |
0.2% |
1.6635 |
| Range |
0.0092 |
0.0053 |
-0.0039 |
-42.4% |
0.0188 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
91,858 |
66,472 |
-25,386 |
-27.6% |
383,790 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6782 |
1.6761 |
1.6664 |
|
| R3 |
1.6729 |
1.6708 |
1.6650 |
|
| R2 |
1.6676 |
1.6676 |
1.6645 |
|
| R1 |
1.6655 |
1.6655 |
1.6640 |
1.6666 |
| PP |
1.6623 |
1.6623 |
1.6623 |
1.6628 |
| S1 |
1.6602 |
1.6602 |
1.6630 |
1.6613 |
| S2 |
1.6570 |
1.6570 |
1.6625 |
|
| S3 |
1.6517 |
1.6549 |
1.6620 |
|
| S4 |
1.6464 |
1.6496 |
1.6606 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7142 |
1.7076 |
1.6738 |
|
| R3 |
1.6954 |
1.6888 |
1.6687 |
|
| R2 |
1.6766 |
1.6766 |
1.6669 |
|
| R1 |
1.6700 |
1.6700 |
1.6652 |
1.6733 |
| PP |
1.6578 |
1.6578 |
1.6578 |
1.6594 |
| S1 |
1.6512 |
1.6512 |
1.6618 |
1.6545 |
| S2 |
1.6390 |
1.6390 |
1.6601 |
|
| S3 |
1.6202 |
1.6324 |
1.6583 |
|
| S4 |
1.6014 |
1.6136 |
1.6532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6643 |
1.6455 |
0.0188 |
1.1% |
0.0075 |
0.4% |
96% |
True |
False |
76,758 |
| 10 |
1.6655 |
1.6455 |
0.0200 |
1.2% |
0.0082 |
0.5% |
90% |
False |
False |
81,781 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0084 |
0.5% |
57% |
False |
False |
60,785 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
70% |
False |
False |
31,141 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
70% |
False |
False |
20,835 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0080 |
0.5% |
72% |
False |
False |
15,762 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0066 |
0.4% |
82% |
False |
False |
12,618 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0055 |
0.3% |
82% |
False |
False |
10,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6868 |
|
2.618 |
1.6782 |
|
1.618 |
1.6729 |
|
1.000 |
1.6696 |
|
0.618 |
1.6676 |
|
HIGH |
1.6643 |
|
0.618 |
1.6623 |
|
0.500 |
1.6617 |
|
0.382 |
1.6610 |
|
LOW |
1.6590 |
|
0.618 |
1.6557 |
|
1.000 |
1.6537 |
|
1.618 |
1.6504 |
|
2.618 |
1.6451 |
|
4.250 |
1.6365 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6629 |
1.6614 |
| PP |
1.6623 |
1.6592 |
| S1 |
1.6617 |
1.6571 |
|