CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6401 |
1.6448 |
0.0047 |
0.3% |
1.6426 |
| High |
1.6484 |
1.6596 |
0.0112 |
0.7% |
1.6435 |
| Low |
1.6387 |
1.6422 |
0.0035 |
0.2% |
1.6247 |
| Close |
1.6445 |
1.6593 |
0.0148 |
0.9% |
1.6407 |
| Range |
0.0097 |
0.0174 |
0.0077 |
79.4% |
0.0188 |
| ATR |
0.0101 |
0.0106 |
0.0005 |
5.2% |
0.0000 |
| Volume |
87,235 |
157,245 |
70,010 |
80.3% |
554,311 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7059 |
1.7000 |
1.6689 |
|
| R3 |
1.6885 |
1.6826 |
1.6641 |
|
| R2 |
1.6711 |
1.6711 |
1.6625 |
|
| R1 |
1.6652 |
1.6652 |
1.6609 |
1.6682 |
| PP |
1.6537 |
1.6537 |
1.6537 |
1.6552 |
| S1 |
1.6478 |
1.6478 |
1.6577 |
1.6508 |
| S2 |
1.6363 |
1.6363 |
1.6561 |
|
| S3 |
1.6189 |
1.6304 |
1.6545 |
|
| S4 |
1.6015 |
1.6130 |
1.6497 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6927 |
1.6855 |
1.6510 |
|
| R3 |
1.6739 |
1.6667 |
1.6459 |
|
| R2 |
1.6551 |
1.6551 |
1.6441 |
|
| R1 |
1.6479 |
1.6479 |
1.6424 |
1.6421 |
| PP |
1.6363 |
1.6363 |
1.6363 |
1.6334 |
| S1 |
1.6291 |
1.6291 |
1.6390 |
1.6233 |
| S2 |
1.6175 |
1.6175 |
1.6373 |
|
| S3 |
1.5987 |
1.6103 |
1.6355 |
|
| S4 |
1.5799 |
1.5915 |
1.6304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6596 |
1.6267 |
0.0329 |
2.0% |
0.0102 |
0.6% |
99% |
True |
False |
99,162 |
| 10 |
1.6596 |
1.6247 |
0.0349 |
2.1% |
0.0103 |
0.6% |
99% |
True |
False |
105,726 |
| 20 |
1.6662 |
1.6247 |
0.0415 |
2.5% |
0.0108 |
0.7% |
83% |
False |
False |
109,575 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0104 |
0.6% |
85% |
False |
False |
92,156 |
| 60 |
1.6662 |
1.6033 |
0.0629 |
3.8% |
0.0100 |
0.6% |
89% |
False |
False |
68,125 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0097 |
0.6% |
92% |
False |
False |
51,151 |
| 100 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0094 |
0.6% |
92% |
False |
False |
40,934 |
| 120 |
1.6662 |
1.5450 |
0.1212 |
7.3% |
0.0082 |
0.5% |
94% |
False |
False |
34,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7336 |
|
2.618 |
1.7052 |
|
1.618 |
1.6878 |
|
1.000 |
1.6770 |
|
0.618 |
1.6704 |
|
HIGH |
1.6596 |
|
0.618 |
1.6530 |
|
0.500 |
1.6509 |
|
0.382 |
1.6488 |
|
LOW |
1.6422 |
|
0.618 |
1.6314 |
|
1.000 |
1.6248 |
|
1.618 |
1.6140 |
|
2.618 |
1.5966 |
|
4.250 |
1.5683 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6565 |
1.6558 |
| PP |
1.6537 |
1.6522 |
| S1 |
1.6509 |
1.6487 |
|