CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6653 |
1.6676 |
0.0023 |
0.1% |
1.6752 |
| High |
1.6725 |
1.6700 |
-0.0025 |
-0.1% |
1.6821 |
| Low |
1.6639 |
1.6619 |
-0.0020 |
-0.1% |
1.6608 |
| Close |
1.6675 |
1.6661 |
-0.0014 |
-0.1% |
1.6643 |
| Range |
0.0086 |
0.0081 |
-0.0005 |
-5.8% |
0.0213 |
| ATR |
0.0104 |
0.0103 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
125,981 |
79,486 |
-46,495 |
-36.9% |
541,096 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6903 |
1.6863 |
1.6706 |
|
| R3 |
1.6822 |
1.6782 |
1.6683 |
|
| R2 |
1.6741 |
1.6741 |
1.6676 |
|
| R1 |
1.6701 |
1.6701 |
1.6668 |
1.6681 |
| PP |
1.6660 |
1.6660 |
1.6660 |
1.6650 |
| S1 |
1.6620 |
1.6620 |
1.6654 |
1.6600 |
| S2 |
1.6579 |
1.6579 |
1.6646 |
|
| S3 |
1.6498 |
1.6539 |
1.6639 |
|
| S4 |
1.6417 |
1.6458 |
1.6616 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7330 |
1.7199 |
1.6760 |
|
| R3 |
1.7117 |
1.6986 |
1.6702 |
|
| R2 |
1.6904 |
1.6904 |
1.6682 |
|
| R1 |
1.6773 |
1.6773 |
1.6663 |
1.6732 |
| PP |
1.6691 |
1.6691 |
1.6691 |
1.6670 |
| S1 |
1.6560 |
1.6560 |
1.6623 |
1.6519 |
| S2 |
1.6478 |
1.6478 |
1.6604 |
|
| S3 |
1.6265 |
1.6347 |
1.6584 |
|
| S4 |
1.6052 |
1.6134 |
1.6526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6725 |
1.6581 |
0.0144 |
0.9% |
0.0091 |
0.5% |
56% |
False |
False |
102,525 |
| 10 |
1.6821 |
1.6422 |
0.0399 |
2.4% |
0.0108 |
0.6% |
60% |
False |
False |
120,083 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0101 |
0.6% |
72% |
False |
False |
109,644 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0105 |
0.6% |
72% |
False |
False |
102,574 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0102 |
0.6% |
74% |
False |
False |
85,274 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0099 |
0.6% |
84% |
False |
False |
64,179 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
84% |
False |
False |
51,367 |
| 120 |
1.6821 |
1.5571 |
0.1250 |
7.5% |
0.0089 |
0.5% |
87% |
False |
False |
42,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7044 |
|
2.618 |
1.6912 |
|
1.618 |
1.6831 |
|
1.000 |
1.6781 |
|
0.618 |
1.6750 |
|
HIGH |
1.6700 |
|
0.618 |
1.6669 |
|
0.500 |
1.6660 |
|
0.382 |
1.6650 |
|
LOW |
1.6619 |
|
0.618 |
1.6569 |
|
1.000 |
1.6538 |
|
1.618 |
1.6488 |
|
2.618 |
1.6407 |
|
4.250 |
1.6275 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6661 |
1.6658 |
| PP |
1.6660 |
1.6656 |
| S1 |
1.6660 |
1.6653 |
|