CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.6321 |
1.6308 |
-0.0013 |
-0.1% |
1.6476 |
High |
1.6337 |
1.6343 |
0.0006 |
0.0% |
1.6619 |
Low |
1.6247 |
1.6267 |
0.0020 |
0.1% |
1.6422 |
Close |
1.6307 |
1.6317 |
0.0010 |
0.1% |
1.6428 |
Range |
0.0090 |
0.0076 |
-0.0014 |
-15.6% |
0.0197 |
ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
109,910 |
81,785 |
-28,125 |
-25.6% |
464,302 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6537 |
1.6503 |
1.6359 |
|
R3 |
1.6461 |
1.6427 |
1.6338 |
|
R2 |
1.6385 |
1.6385 |
1.6331 |
|
R1 |
1.6351 |
1.6351 |
1.6324 |
1.6368 |
PP |
1.6309 |
1.6309 |
1.6309 |
1.6318 |
S1 |
1.6275 |
1.6275 |
1.6310 |
1.6292 |
S2 |
1.6233 |
1.6233 |
1.6303 |
|
S3 |
1.6157 |
1.6199 |
1.6296 |
|
S4 |
1.6081 |
1.6123 |
1.6275 |
|
|
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 |
1.6493 |
1.6247 |
0.0246 |
1.5% |
0.0095 |
0.6% |
28% |
False |
False |
108,803 |
10 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0107 |
0.7% |
17% |
False |
False |
106,382 |
20 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0109 |
0.7% |
17% |
False |
False |
108,431 |
40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0103 |
0.6% |
25% |
False |
False |
89,946 |
60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0100 |
0.6% |
58% |
False |
False |
61,238 |
80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
58% |
False |
False |
45,980 |
100 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0093 |
0.6% |
58% |
False |
False |
36,794 |
120 |
1.6662 |
1.5450 |
0.1212 |
7.4% |
0.0079 |
0.5% |
72% |
False |
False |
30,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6666 |
2.618 |
1.6542 |
1.618 |
1.6466 |
1.000 |
1.6419 |
0.618 |
1.6390 |
HIGH |
1.6343 |
0.618 |
1.6314 |
0.500 |
1.6305 |
0.382 |
1.6296 |
LOW |
1.6267 |
0.618 |
1.6220 |
1.000 |
1.6191 |
1.618 |
1.6144 |
2.618 |
1.6068 |
4.250 |
1.5944 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6313 |
1.6310 |
PP |
1.6309 |
1.6302 |
S1 |
1.6305 |
1.6295 |
|