CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6736 |
1.6664 |
-0.0072 |
-0.4% |
1.6630 |
| High |
1.6757 |
1.6715 |
-0.0042 |
-0.3% |
1.6767 |
| Low |
1.6651 |
1.6638 |
-0.0013 |
-0.1% |
1.6581 |
| Close |
1.6658 |
1.6672 |
0.0014 |
0.1% |
1.6757 |
| Range |
0.0106 |
0.0077 |
-0.0029 |
-27.4% |
0.0186 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
94,018 |
83,676 |
-10,342 |
-11.0% |
500,833 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6906 |
1.6866 |
1.6714 |
|
| R3 |
1.6829 |
1.6789 |
1.6693 |
|
| R2 |
1.6752 |
1.6752 |
1.6686 |
|
| R1 |
1.6712 |
1.6712 |
1.6679 |
1.6732 |
| PP |
1.6675 |
1.6675 |
1.6675 |
1.6685 |
| S1 |
1.6635 |
1.6635 |
1.6665 |
1.6655 |
| S2 |
1.6598 |
1.6598 |
1.6658 |
|
| S3 |
1.6521 |
1.6558 |
1.6651 |
|
| S4 |
1.6444 |
1.6481 |
1.6630 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7260 |
1.7194 |
1.6859 |
|
| R3 |
1.7074 |
1.7008 |
1.6808 |
|
| R2 |
1.6888 |
1.6888 |
1.6791 |
|
| R1 |
1.6822 |
1.6822 |
1.6774 |
1.6855 |
| PP |
1.6702 |
1.6702 |
1.6702 |
1.6718 |
| S1 |
1.6636 |
1.6636 |
1.6740 |
1.6669 |
| S2 |
1.6516 |
1.6516 |
1.6723 |
|
| S3 |
1.6330 |
1.6450 |
1.6706 |
|
| S4 |
1.6144 |
1.6264 |
1.6655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6767 |
1.6615 |
0.0152 |
0.9% |
0.0088 |
0.5% |
38% |
False |
False |
93,281 |
| 10 |
1.6767 |
1.6581 |
0.0186 |
1.1% |
0.0091 |
0.5% |
49% |
False |
False |
102,631 |
| 20 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0098 |
0.6% |
74% |
False |
False |
106,976 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0104 |
0.6% |
74% |
False |
False |
106,219 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0102 |
0.6% |
76% |
False |
False |
91,391 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0100 |
0.6% |
85% |
False |
False |
69,002 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
85% |
False |
False |
55,233 |
| 120 |
1.6821 |
1.5758 |
0.1063 |
6.4% |
0.0092 |
0.6% |
86% |
False |
False |
46,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7042 |
|
2.618 |
1.6917 |
|
1.618 |
1.6840 |
|
1.000 |
1.6792 |
|
0.618 |
1.6763 |
|
HIGH |
1.6715 |
|
0.618 |
1.6686 |
|
0.500 |
1.6677 |
|
0.382 |
1.6667 |
|
LOW |
1.6638 |
|
0.618 |
1.6590 |
|
1.000 |
1.6561 |
|
1.618 |
1.6513 |
|
2.618 |
1.6436 |
|
4.250 |
1.6311 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6677 |
1.6703 |
| PP |
1.6675 |
1.6692 |
| S1 |
1.6674 |
1.6682 |
|