CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6307 |
1.6321 |
0.0014 |
0.1% |
1.6476 |
| High |
1.6339 |
1.6337 |
-0.0002 |
0.0% |
1.6619 |
| Low |
1.6252 |
1.6247 |
-0.0005 |
0.0% |
1.6422 |
| Close |
1.6315 |
1.6307 |
-0.0008 |
0.0% |
1.6428 |
| Range |
0.0087 |
0.0090 |
0.0003 |
3.4% |
0.0197 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
103,297 |
109,910 |
6,613 |
6.4% |
464,302 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6567 |
1.6527 |
1.6357 |
|
| R3 |
1.6477 |
1.6437 |
1.6332 |
|
| R2 |
1.6387 |
1.6387 |
1.6324 |
|
| R1 |
1.6347 |
1.6347 |
1.6315 |
1.6322 |
| PP |
1.6297 |
1.6297 |
1.6297 |
1.6285 |
| S1 |
1.6257 |
1.6257 |
1.6299 |
1.6232 |
| S2 |
1.6207 |
1.6207 |
1.6291 |
|
| S3 |
1.6117 |
1.6167 |
1.6282 |
|
| S4 |
1.6027 |
1.6077 |
1.6258 |
|
|
| 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 |
1.6560 |
1.6247 |
0.0313 |
1.9% |
0.0104 |
0.6% |
19% |
False |
True |
112,289 |
| 10 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0109 |
0.7% |
14% |
False |
True |
111,696 |
| 20 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0110 |
0.7% |
14% |
False |
True |
108,757 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0103 |
0.6% |
23% |
False |
False |
88,379 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0101 |
0.6% |
57% |
False |
False |
59,880 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
57% |
False |
False |
44,958 |
| 100 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0092 |
0.6% |
57% |
False |
False |
35,976 |
| 120 |
1.6662 |
1.5450 |
0.1212 |
7.4% |
0.0078 |
0.5% |
71% |
False |
False |
29,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6720 |
|
2.618 |
1.6573 |
|
1.618 |
1.6483 |
|
1.000 |
1.6427 |
|
0.618 |
1.6393 |
|
HIGH |
1.6337 |
|
0.618 |
1.6303 |
|
0.500 |
1.6292 |
|
0.382 |
1.6281 |
|
LOW |
1.6247 |
|
0.618 |
1.6191 |
|
1.000 |
1.6157 |
|
1.618 |
1.6101 |
|
2.618 |
1.6011 |
|
4.250 |
1.5865 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6302 |
1.6341 |
| PP |
1.6297 |
1.6330 |
| S1 |
1.6292 |
1.6318 |
|