CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6659 |
1.6719 |
0.0060 |
0.4% |
1.6630 |
| High |
1.6740 |
1.6777 |
0.0037 |
0.2% |
1.6767 |
| Low |
1.6655 |
1.6684 |
0.0029 |
0.2% |
1.6581 |
| Close |
1.6713 |
1.6738 |
0.0025 |
0.1% |
1.6757 |
| Range |
0.0085 |
0.0093 |
0.0008 |
9.4% |
0.0186 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
91,588 |
111,364 |
19,776 |
21.6% |
500,833 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7012 |
1.6968 |
1.6789 |
|
| R3 |
1.6919 |
1.6875 |
1.6764 |
|
| R2 |
1.6826 |
1.6826 |
1.6755 |
|
| R1 |
1.6782 |
1.6782 |
1.6747 |
1.6804 |
| PP |
1.6733 |
1.6733 |
1.6733 |
1.6744 |
| S1 |
1.6689 |
1.6689 |
1.6729 |
1.6711 |
| S2 |
1.6640 |
1.6640 |
1.6721 |
|
| S3 |
1.6547 |
1.6596 |
1.6712 |
|
| S4 |
1.6454 |
1.6503 |
1.6687 |
|
|
| 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 |
1.6777 |
1.6638 |
0.0139 |
0.8% |
0.0091 |
0.5% |
72% |
True |
False |
100,964 |
| 10 |
1.6777 |
1.6581 |
0.0196 |
1.2% |
0.0091 |
0.5% |
80% |
True |
False |
100,410 |
| 20 |
1.6821 |
1.6267 |
0.0554 |
3.3% |
0.0098 |
0.6% |
85% |
False |
False |
106,463 |
| 40 |
1.6821 |
1.6247 |
0.0574 |
3.4% |
0.0104 |
0.6% |
86% |
False |
False |
107,610 |
| 60 |
1.6821 |
1.6203 |
0.0618 |
3.7% |
0.0101 |
0.6% |
87% |
False |
False |
94,407 |
| 80 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0100 |
0.6% |
92% |
False |
False |
71,526 |
| 100 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0098 |
0.6% |
92% |
False |
False |
57,259 |
| 120 |
1.6821 |
1.5840 |
0.0981 |
5.9% |
0.0093 |
0.6% |
92% |
False |
False |
47,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7172 |
|
2.618 |
1.7020 |
|
1.618 |
1.6927 |
|
1.000 |
1.6870 |
|
0.618 |
1.6834 |
|
HIGH |
1.6777 |
|
0.618 |
1.6741 |
|
0.500 |
1.6731 |
|
0.382 |
1.6720 |
|
LOW |
1.6684 |
|
0.618 |
1.6627 |
|
1.000 |
1.6591 |
|
1.618 |
1.6534 |
|
2.618 |
1.6441 |
|
4.250 |
1.6289 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6736 |
1.6728 |
| PP |
1.6733 |
1.6718 |
| S1 |
1.6731 |
1.6708 |
|