CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6597 |
1.6637 |
0.0040 |
0.2% |
1.6466 |
| High |
1.6643 |
1.6675 |
0.0032 |
0.2% |
1.6643 |
| Low |
1.6590 |
1.6603 |
0.0013 |
0.1% |
1.6455 |
| Close |
1.6635 |
1.6662 |
0.0027 |
0.2% |
1.6635 |
| Range |
0.0053 |
0.0072 |
0.0019 |
35.8% |
0.0188 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
66,472 |
86,889 |
20,417 |
30.7% |
383,790 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6863 |
1.6834 |
1.6702 |
|
| R3 |
1.6791 |
1.6762 |
1.6682 |
|
| R2 |
1.6719 |
1.6719 |
1.6675 |
|
| R1 |
1.6690 |
1.6690 |
1.6669 |
1.6705 |
| PP |
1.6647 |
1.6647 |
1.6647 |
1.6654 |
| S1 |
1.6618 |
1.6618 |
1.6655 |
1.6633 |
| S2 |
1.6575 |
1.6575 |
1.6649 |
|
| S3 |
1.6503 |
1.6546 |
1.6642 |
|
| S4 |
1.6431 |
1.6474 |
1.6622 |
|
|
| 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 |
1.6675 |
1.6471 |
0.0204 |
1.2% |
0.0075 |
0.4% |
94% |
True |
False |
80,506 |
| 10 |
1.6675 |
1.6455 |
0.0220 |
1.3% |
0.0083 |
0.5% |
94% |
True |
False |
83,779 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0082 |
0.5% |
65% |
False |
False |
65,043 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
75% |
False |
False |
33,308 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
75% |
False |
False |
22,282 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0080 |
0.5% |
77% |
False |
False |
16,848 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0067 |
0.4% |
85% |
False |
False |
13,487 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0056 |
0.3% |
85% |
False |
False |
11,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6981 |
|
2.618 |
1.6863 |
|
1.618 |
1.6791 |
|
1.000 |
1.6747 |
|
0.618 |
1.6719 |
|
HIGH |
1.6675 |
|
0.618 |
1.6647 |
|
0.500 |
1.6639 |
|
0.382 |
1.6631 |
|
LOW |
1.6603 |
|
0.618 |
1.6559 |
|
1.000 |
1.6531 |
|
1.618 |
1.6487 |
|
2.618 |
1.6415 |
|
4.250 |
1.6297 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6654 |
1.6645 |
| PP |
1.6647 |
1.6628 |
| S1 |
1.6639 |
1.6611 |
|