CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6651 |
1.6615 |
-0.0036 |
-0.2% |
1.6656 |
| High |
1.6651 |
1.6637 |
-0.0014 |
-0.1% |
1.6670 |
| Low |
1.6651 |
1.6615 |
-0.0036 |
-0.2% |
1.6619 |
| Close |
1.6651 |
1.6637 |
-0.0014 |
-0.1% |
1.6619 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0051 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6696 |
1.6688 |
1.6649 |
|
| R3 |
1.6674 |
1.6666 |
1.6643 |
|
| R2 |
1.6652 |
1.6652 |
1.6641 |
|
| R1 |
1.6644 |
1.6644 |
1.6639 |
1.6648 |
| PP |
1.6630 |
1.6630 |
1.6630 |
1.6632 |
| S1 |
1.6622 |
1.6622 |
1.6635 |
1.6626 |
| S2 |
1.6608 |
1.6608 |
1.6633 |
|
| S3 |
1.6586 |
1.6600 |
1.6631 |
|
| S4 |
1.6564 |
1.6578 |
1.6625 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6789 |
1.6755 |
1.6647 |
|
| R3 |
1.6738 |
1.6704 |
1.6633 |
|
| R2 |
1.6687 |
1.6687 |
1.6628 |
|
| R1 |
1.6653 |
1.6653 |
1.6624 |
1.6645 |
| PP |
1.6636 |
1.6636 |
1.6636 |
1.6632 |
| S1 |
1.6602 |
1.6602 |
1.6614 |
1.6594 |
| S2 |
1.6585 |
1.6585 |
1.6610 |
|
| S3 |
1.6534 |
1.6551 |
1.6605 |
|
| S4 |
1.6483 |
1.6500 |
1.6591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6651 |
1.6615 |
0.0036 |
0.2% |
0.0004 |
0.0% |
61% |
False |
True |
10 |
| 10 |
1.6714 |
1.6568 |
0.0146 |
0.9% |
0.0002 |
0.0% |
47% |
False |
False |
5 |
| 20 |
1.6714 |
1.6241 |
0.0473 |
2.8% |
0.0004 |
0.0% |
84% |
False |
False |
5 |
| 40 |
1.6714 |
1.6241 |
0.0473 |
2.8% |
0.0002 |
0.0% |
84% |
False |
False |
3 |
| 60 |
1.6714 |
1.6230 |
0.0484 |
2.9% |
0.0002 |
0.0% |
84% |
False |
False |
3 |
| 80 |
1.6714 |
1.5851 |
0.0863 |
5.2% |
0.0003 |
0.0% |
91% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6731 |
|
2.618 |
1.6695 |
|
1.618 |
1.6673 |
|
1.000 |
1.6659 |
|
0.618 |
1.6651 |
|
HIGH |
1.6637 |
|
0.618 |
1.6629 |
|
0.500 |
1.6626 |
|
0.382 |
1.6623 |
|
LOW |
1.6615 |
|
0.618 |
1.6601 |
|
1.000 |
1.6593 |
|
1.618 |
1.6579 |
|
2.618 |
1.6557 |
|
4.250 |
1.6522 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6633 |
1.6636 |
| PP |
1.6630 |
1.6634 |
| S1 |
1.6626 |
1.6633 |
|