CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6426 |
1.6307 |
-0.0119 |
-0.7% |
1.6476 |
| High |
1.6435 |
1.6339 |
-0.0096 |
-0.6% |
1.6619 |
| Low |
1.6284 |
1.6252 |
-0.0032 |
-0.2% |
1.6422 |
| Close |
1.6301 |
1.6315 |
0.0014 |
0.1% |
1.6428 |
| Range |
0.0151 |
0.0087 |
-0.0064 |
-42.4% |
0.0197 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
147,462 |
103,297 |
-44,165 |
-30.0% |
464,302 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6563 |
1.6526 |
1.6363 |
|
| R3 |
1.6476 |
1.6439 |
1.6339 |
|
| R2 |
1.6389 |
1.6389 |
1.6331 |
|
| R1 |
1.6352 |
1.6352 |
1.6323 |
1.6371 |
| PP |
1.6302 |
1.6302 |
1.6302 |
1.6311 |
| S1 |
1.6265 |
1.6265 |
1.6307 |
1.6284 |
| S2 |
1.6215 |
1.6215 |
1.6299 |
|
| S3 |
1.6128 |
1.6178 |
1.6291 |
|
| S4 |
1.6041 |
1.6091 |
1.6267 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7081 |
1.6951 |
1.6536 |
|
| R3 |
1.6884 |
1.6754 |
1.6482 |
|
| R2 |
1.6687 |
1.6687 |
1.6464 |
|
| R1 |
1.6557 |
1.6557 |
1.6446 |
1.6524 |
| PP |
1.6490 |
1.6490 |
1.6490 |
1.6473 |
| S1 |
1.6360 |
1.6360 |
1.6410 |
1.6327 |
| S2 |
1.6293 |
1.6293 |
1.6392 |
|
| S3 |
1.6096 |
1.6163 |
1.6374 |
|
| S4 |
1.5899 |
1.5966 |
1.6320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6601 |
1.6252 |
0.0349 |
2.1% |
0.0102 |
0.6% |
18% |
False |
True |
108,715 |
| 10 |
1.6662 |
1.6252 |
0.0410 |
2.5% |
0.0113 |
0.7% |
15% |
False |
True |
113,761 |
| 20 |
1.6662 |
1.6252 |
0.0410 |
2.5% |
0.0109 |
0.7% |
15% |
False |
True |
106,450 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0104 |
0.6% |
24% |
False |
False |
85,985 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0101 |
0.6% |
58% |
False |
False |
58,051 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0097 |
0.6% |
58% |
False |
False |
43,585 |
| 100 |
1.6662 |
1.5793 |
0.0869 |
5.3% |
0.0091 |
0.6% |
60% |
False |
False |
34,877 |
| 120 |
1.6662 |
1.5450 |
0.1212 |
7.4% |
0.0077 |
0.5% |
71% |
False |
False |
29,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6709 |
|
2.618 |
1.6567 |
|
1.618 |
1.6480 |
|
1.000 |
1.6426 |
|
0.618 |
1.6393 |
|
HIGH |
1.6339 |
|
0.618 |
1.6306 |
|
0.500 |
1.6296 |
|
0.382 |
1.6285 |
|
LOW |
1.6252 |
|
0.618 |
1.6198 |
|
1.000 |
1.6165 |
|
1.618 |
1.6111 |
|
2.618 |
1.6024 |
|
4.250 |
1.5882 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6309 |
1.6373 |
| PP |
1.6302 |
1.6353 |
| S1 |
1.6296 |
1.6334 |
|