CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6679 |
1.6678 |
-0.0001 |
0.0% |
1.6408 |
| High |
1.6731 |
1.6699 |
-0.0032 |
-0.2% |
1.6747 |
| Low |
1.6634 |
1.6622 |
-0.0012 |
-0.1% |
1.6377 |
| Close |
1.6694 |
1.6657 |
-0.0037 |
-0.2% |
1.6739 |
| Range |
0.0097 |
0.0077 |
-0.0020 |
-20.6% |
0.0370 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
126,770 |
98,394 |
-28,376 |
-22.4% |
513,061 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6890 |
1.6851 |
1.6699 |
|
| R3 |
1.6813 |
1.6774 |
1.6678 |
|
| R2 |
1.6736 |
1.6736 |
1.6671 |
|
| R1 |
1.6697 |
1.6697 |
1.6664 |
1.6678 |
| PP |
1.6659 |
1.6659 |
1.6659 |
1.6650 |
| S1 |
1.6620 |
1.6620 |
1.6650 |
1.6601 |
| S2 |
1.6582 |
1.6582 |
1.6643 |
|
| S3 |
1.6505 |
1.6543 |
1.6636 |
|
| S4 |
1.6428 |
1.6466 |
1.6615 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7731 |
1.7605 |
1.6943 |
|
| R3 |
1.7361 |
1.7235 |
1.6841 |
|
| R2 |
1.6991 |
1.6991 |
1.6807 |
|
| R1 |
1.6865 |
1.6865 |
1.6773 |
1.6928 |
| PP |
1.6621 |
1.6621 |
1.6621 |
1.6653 |
| S1 |
1.6495 |
1.6495 |
1.6705 |
1.6558 |
| S2 |
1.6251 |
1.6251 |
1.6671 |
|
| S3 |
1.5881 |
1.6125 |
1.6637 |
|
| S4 |
1.5511 |
1.5755 |
1.6536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6821 |
1.6593 |
0.0228 |
1.4% |
0.0106 |
0.6% |
28% |
False |
False |
125,872 |
| 10 |
1.6821 |
1.6267 |
0.0554 |
3.3% |
0.0104 |
0.6% |
70% |
False |
False |
112,517 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0106 |
0.6% |
71% |
False |
False |
112,106 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0104 |
0.6% |
71% |
False |
False |
96,592 |
| 60 |
1.6821 |
1.6120 |
0.0701 |
4.2% |
0.0102 |
0.6% |
77% |
False |
False |
78,588 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0099 |
0.6% |
83% |
False |
False |
59,012 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0097 |
0.6% |
83% |
False |
False |
47,226 |
| 120 |
1.6821 |
1.5474 |
0.1347 |
8.1% |
0.0086 |
0.5% |
88% |
False |
False |
39,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7026 |
|
2.618 |
1.6901 |
|
1.618 |
1.6824 |
|
1.000 |
1.6776 |
|
0.618 |
1.6747 |
|
HIGH |
1.6699 |
|
0.618 |
1.6670 |
|
0.500 |
1.6661 |
|
0.382 |
1.6651 |
|
LOW |
1.6622 |
|
0.618 |
1.6574 |
|
1.000 |
1.6545 |
|
1.618 |
1.6497 |
|
2.618 |
1.6420 |
|
4.250 |
1.6295 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6661 |
1.6722 |
| PP |
1.6659 |
1.6700 |
| S1 |
1.6658 |
1.6679 |
|