CME British Pound Future June 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 |
1.6433 |
1.6597 |
0.0164 |
1.0% |
1.6413 |
| High |
1.6584 |
1.6659 |
0.0075 |
0.5% |
1.6418 |
| Low |
1.6411 |
1.6587 |
0.0176 |
1.1% |
1.6239 |
| Close |
1.6581 |
1.6639 |
0.0058 |
0.3% |
1.6395 |
| Range |
0.0173 |
0.0072 |
-0.0101 |
-58.4% |
0.0179 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,335 |
1,014 |
-321 |
-24.0% |
1,373 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6844 |
1.6814 |
1.6679 |
|
| R3 |
1.6772 |
1.6742 |
1.6659 |
|
| R2 |
1.6700 |
1.6700 |
1.6652 |
|
| R1 |
1.6670 |
1.6670 |
1.6646 |
1.6685 |
| PP |
1.6628 |
1.6628 |
1.6628 |
1.6636 |
| S1 |
1.6598 |
1.6598 |
1.6632 |
1.6613 |
| S2 |
1.6556 |
1.6556 |
1.6626 |
|
| S3 |
1.6484 |
1.6526 |
1.6619 |
|
| S4 |
1.6412 |
1.6454 |
1.6599 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6888 |
1.6820 |
1.6493 |
|
| R3 |
1.6709 |
1.6641 |
1.6444 |
|
| R2 |
1.6530 |
1.6530 |
1.6428 |
|
| R1 |
1.6462 |
1.6462 |
1.6411 |
1.6407 |
| PP |
1.6351 |
1.6351 |
1.6351 |
1.6323 |
| S1 |
1.6283 |
1.6283 |
1.6379 |
1.6228 |
| S2 |
1.6172 |
1.6172 |
1.6362 |
|
| S3 |
1.5993 |
1.6104 |
1.6346 |
|
| S4 |
1.5814 |
1.5925 |
1.6297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6659 |
1.6294 |
0.0365 |
2.2% |
0.0098 |
0.6% |
95% |
True |
False |
619 |
| 10 |
1.6659 |
1.6239 |
0.0420 |
2.5% |
0.0093 |
0.6% |
95% |
True |
False |
442 |
| 20 |
1.6659 |
1.6239 |
0.0420 |
2.5% |
0.0098 |
0.6% |
95% |
True |
False |
369 |
| 40 |
1.6659 |
1.6194 |
0.0465 |
2.8% |
0.0083 |
0.5% |
96% |
True |
False |
226 |
| 60 |
1.6659 |
1.6062 |
0.0597 |
3.6% |
0.0065 |
0.4% |
97% |
True |
False |
333 |
| 80 |
1.6659 |
1.5864 |
0.0795 |
4.8% |
0.0050 |
0.3% |
97% |
True |
False |
259 |
| 100 |
1.6659 |
1.5864 |
0.0795 |
4.8% |
0.0040 |
0.2% |
97% |
True |
False |
211 |
| 120 |
1.6659 |
1.5466 |
0.1193 |
7.2% |
0.0033 |
0.2% |
98% |
True |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6965 |
|
2.618 |
1.6847 |
|
1.618 |
1.6775 |
|
1.000 |
1.6731 |
|
0.618 |
1.6703 |
|
HIGH |
1.6659 |
|
0.618 |
1.6631 |
|
0.500 |
1.6623 |
|
0.382 |
1.6615 |
|
LOW |
1.6587 |
|
0.618 |
1.6543 |
|
1.000 |
1.6515 |
|
1.618 |
1.6471 |
|
2.618 |
1.6399 |
|
4.250 |
1.6281 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6634 |
1.6598 |
| PP |
1.6628 |
1.6558 |
| S1 |
1.6623 |
1.6517 |
|