CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6641 |
1.6741 |
0.0100 |
0.6% |
1.6391 |
| High |
1.6733 |
1.6805 |
0.0072 |
0.4% |
1.6733 |
| Low |
1.6634 |
1.6640 |
0.0006 |
0.0% |
1.6368 |
| Close |
1.6727 |
1.6668 |
-0.0059 |
-0.4% |
1.6727 |
| Range |
0.0099 |
0.0165 |
0.0066 |
66.7% |
0.0365 |
| ATR |
0.0094 |
0.0099 |
0.0005 |
5.4% |
0.0000 |
| Volume |
655 |
507 |
-148 |
-22.6% |
3,459 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7199 |
1.7099 |
1.6759 |
|
| R3 |
1.7034 |
1.6934 |
1.6713 |
|
| R2 |
1.6869 |
1.6869 |
1.6698 |
|
| R1 |
1.6769 |
1.6769 |
1.6683 |
1.6737 |
| PP |
1.6704 |
1.6704 |
1.6704 |
1.6688 |
| S1 |
1.6604 |
1.6604 |
1.6653 |
1.6572 |
| S2 |
1.6539 |
1.6539 |
1.6638 |
|
| S3 |
1.6374 |
1.6439 |
1.6623 |
|
| S4 |
1.6209 |
1.6274 |
1.6577 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7704 |
1.7581 |
1.6928 |
|
| R3 |
1.7339 |
1.7216 |
1.6827 |
|
| R2 |
1.6974 |
1.6974 |
1.6794 |
|
| R1 |
1.6851 |
1.6851 |
1.6760 |
1.6913 |
| PP |
1.6609 |
1.6609 |
1.6609 |
1.6640 |
| S1 |
1.6486 |
1.6486 |
1.6694 |
1.6548 |
| S2 |
1.6244 |
1.6244 |
1.6660 |
|
| S3 |
1.5879 |
1.6121 |
1.6627 |
|
| S4 |
1.5514 |
1.5756 |
1.6526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6805 |
1.6375 |
0.0430 |
2.6% |
0.0121 |
0.7% |
68% |
True |
False |
724 |
| 10 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0099 |
0.6% |
76% |
True |
False |
496 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0101 |
0.6% |
76% |
True |
False |
415 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0083 |
0.5% |
76% |
True |
False |
254 |
| 60 |
1.6805 |
1.6062 |
0.0743 |
4.5% |
0.0069 |
0.4% |
82% |
True |
False |
351 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0053 |
0.3% |
85% |
True |
False |
273 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0043 |
0.3% |
85% |
True |
False |
222 |
| 120 |
1.6805 |
1.5466 |
0.1339 |
8.0% |
0.0036 |
0.2% |
90% |
True |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7506 |
|
2.618 |
1.7237 |
|
1.618 |
1.7072 |
|
1.000 |
1.6970 |
|
0.618 |
1.6907 |
|
HIGH |
1.6805 |
|
0.618 |
1.6742 |
|
0.500 |
1.6723 |
|
0.382 |
1.6703 |
|
LOW |
1.6640 |
|
0.618 |
1.6538 |
|
1.000 |
1.6475 |
|
1.618 |
1.6373 |
|
2.618 |
1.6208 |
|
4.250 |
1.5939 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6723 |
1.6696 |
| PP |
1.6704 |
1.6687 |
| S1 |
1.6686 |
1.6677 |
|