CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6733 |
1.6690 |
-0.0043 |
-0.3% |
1.6638 |
| High |
1.6733 |
1.6695 |
-0.0038 |
-0.2% |
1.6733 |
| Low |
1.6733 |
1.6635 |
-0.0098 |
-0.6% |
1.6615 |
| Close |
1.6733 |
1.6635 |
-0.0098 |
-0.6% |
1.6733 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0118 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
8.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6835 |
1.6795 |
1.6668 |
|
| R3 |
1.6775 |
1.6735 |
1.6652 |
|
| R2 |
1.6715 |
1.6715 |
1.6646 |
|
| R1 |
1.6675 |
1.6675 |
1.6641 |
1.6665 |
| PP |
1.6655 |
1.6655 |
1.6655 |
1.6650 |
| S1 |
1.6615 |
1.6615 |
1.6630 |
1.6605 |
| S2 |
1.6595 |
1.6595 |
1.6624 |
|
| S3 |
1.6535 |
1.6555 |
1.6619 |
|
| S4 |
1.6475 |
1.6495 |
1.6602 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7048 |
1.7008 |
1.6798 |
|
| R3 |
1.6930 |
1.6890 |
1.6765 |
|
| R2 |
1.6812 |
1.6812 |
1.6755 |
|
| R1 |
1.6772 |
1.6772 |
1.6744 |
1.6792 |
| PP |
1.6694 |
1.6694 |
1.6694 |
1.6704 |
| S1 |
1.6654 |
1.6654 |
1.6722 |
1.6674 |
| S2 |
1.6576 |
1.6576 |
1.6711 |
|
| S3 |
1.6458 |
1.6536 |
1.6701 |
|
| S4 |
1.6340 |
1.6418 |
1.6668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6733 |
1.6615 |
0.0118 |
0.7% |
0.0016 |
0.1% |
17% |
False |
False |
5 |
| 10 |
1.6733 |
1.6615 |
0.0118 |
0.7% |
0.0008 |
0.0% |
17% |
False |
False |
5 |
| 20 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0007 |
0.0% |
80% |
False |
False |
3 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
3.0% |
0.0004 |
0.0% |
80% |
False |
False |
3 |
| 60 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0002 |
0.0% |
81% |
False |
False |
3 |
| 80 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0003 |
0.0% |
89% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6950 |
|
2.618 |
1.6852 |
|
1.618 |
1.6792 |
|
1.000 |
1.6755 |
|
0.618 |
1.6732 |
|
HIGH |
1.6695 |
|
0.618 |
1.6672 |
|
0.500 |
1.6665 |
|
0.382 |
1.6658 |
|
LOW |
1.6635 |
|
0.618 |
1.6598 |
|
1.000 |
1.6575 |
|
1.618 |
1.6538 |
|
2.618 |
1.6478 |
|
4.250 |
1.6380 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6665 |
1.6684 |
| PP |
1.6655 |
1.6668 |
| S1 |
1.6645 |
1.6651 |
|