CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6448 |
1.6606 |
0.0158 |
1.0% |
1.6426 |
| High |
1.6596 |
1.6672 |
0.0076 |
0.5% |
1.6435 |
| Low |
1.6422 |
1.6593 |
0.0171 |
1.0% |
1.6247 |
| Close |
1.6593 |
1.6651 |
0.0058 |
0.3% |
1.6407 |
| Range |
0.0174 |
0.0079 |
-0.0095 |
-54.6% |
0.0188 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
157,245 |
115,454 |
-41,791 |
-26.6% |
554,311 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6876 |
1.6842 |
1.6694 |
|
| R3 |
1.6797 |
1.6763 |
1.6673 |
|
| R2 |
1.6718 |
1.6718 |
1.6665 |
|
| R1 |
1.6684 |
1.6684 |
1.6658 |
1.6701 |
| PP |
1.6639 |
1.6639 |
1.6639 |
1.6647 |
| S1 |
1.6605 |
1.6605 |
1.6644 |
1.6622 |
| S2 |
1.6560 |
1.6560 |
1.6637 |
|
| S3 |
1.6481 |
1.6526 |
1.6629 |
|
| S4 |
1.6402 |
1.6447 |
1.6608 |
|
|
| 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 |
1.6672 |
1.6295 |
0.0377 |
2.3% |
0.0103 |
0.6% |
94% |
True |
False |
105,896 |
| 10 |
1.6672 |
1.6247 |
0.0425 |
2.6% |
0.0099 |
0.6% |
95% |
True |
False |
107,349 |
| 20 |
1.6672 |
1.6247 |
0.0425 |
2.6% |
0.0106 |
0.6% |
95% |
True |
False |
109,550 |
| 40 |
1.6672 |
1.6203 |
0.0469 |
2.8% |
0.0105 |
0.6% |
96% |
True |
False |
93,166 |
| 60 |
1.6672 |
1.6048 |
0.0624 |
3.7% |
0.0100 |
0.6% |
97% |
True |
False |
70,046 |
| 80 |
1.6672 |
1.5840 |
0.0832 |
5.0% |
0.0097 |
0.6% |
97% |
True |
False |
52,593 |
| 100 |
1.6672 |
1.5840 |
0.0832 |
5.0% |
0.0095 |
0.6% |
97% |
True |
False |
42,088 |
| 120 |
1.6672 |
1.5450 |
0.1222 |
7.3% |
0.0083 |
0.5% |
98% |
True |
False |
35,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7008 |
|
2.618 |
1.6879 |
|
1.618 |
1.6800 |
|
1.000 |
1.6751 |
|
0.618 |
1.6721 |
|
HIGH |
1.6672 |
|
0.618 |
1.6642 |
|
0.500 |
1.6633 |
|
0.382 |
1.6623 |
|
LOW |
1.6593 |
|
0.618 |
1.6544 |
|
1.000 |
1.6514 |
|
1.618 |
1.6465 |
|
2.618 |
1.6386 |
|
4.250 |
1.6257 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6645 |
1.6611 |
| PP |
1.6639 |
1.6570 |
| S1 |
1.6633 |
1.6530 |
|