CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6663 |
1.6649 |
-0.0014 |
-0.1% |
1.6741 |
| High |
1.6685 |
1.6711 |
0.0026 |
0.2% |
1.6805 |
| Low |
1.6612 |
1.6600 |
-0.0012 |
-0.1% |
1.6600 |
| Close |
1.6645 |
1.6632 |
-0.0013 |
-0.1% |
1.6632 |
| Range |
0.0073 |
0.0111 |
0.0038 |
52.1% |
0.0205 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.0% |
0.0000 |
| Volume |
13,420 |
1,274 |
-12,146 |
-90.5% |
16,774 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6981 |
1.6917 |
1.6693 |
|
| R3 |
1.6870 |
1.6806 |
1.6663 |
|
| R2 |
1.6759 |
1.6759 |
1.6652 |
|
| R1 |
1.6695 |
1.6695 |
1.6642 |
1.6672 |
| PP |
1.6648 |
1.6648 |
1.6648 |
1.6636 |
| S1 |
1.6584 |
1.6584 |
1.6622 |
1.6561 |
| S2 |
1.6537 |
1.6537 |
1.6612 |
|
| S3 |
1.6426 |
1.6473 |
1.6601 |
|
| S4 |
1.6315 |
1.6362 |
1.6571 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7294 |
1.7168 |
1.6745 |
|
| R3 |
1.7089 |
1.6963 |
1.6688 |
|
| R2 |
1.6884 |
1.6884 |
1.6670 |
|
| R1 |
1.6758 |
1.6758 |
1.6651 |
1.6719 |
| PP |
1.6679 |
1.6679 |
1.6679 |
1.6659 |
| S1 |
1.6553 |
1.6553 |
1.6613 |
1.6514 |
| S2 |
1.6474 |
1.6474 |
1.6594 |
|
| S3 |
1.6269 |
1.6348 |
1.6576 |
|
| S4 |
1.6064 |
1.6143 |
1.6519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6805 |
1.6600 |
0.0205 |
1.2% |
0.0108 |
0.7% |
16% |
False |
True |
3,485 |
| 10 |
1.6805 |
1.6294 |
0.0511 |
3.1% |
0.0103 |
0.6% |
66% |
False |
False |
2,052 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0101 |
0.6% |
69% |
False |
False |
1,190 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0088 |
0.5% |
69% |
False |
False |
658 |
| 60 |
1.6805 |
1.6122 |
0.0683 |
4.1% |
0.0074 |
0.4% |
75% |
False |
False |
621 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0057 |
0.3% |
82% |
False |
False |
476 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0045 |
0.3% |
82% |
False |
False |
383 |
| 120 |
1.6805 |
1.5466 |
0.1339 |
8.1% |
0.0038 |
0.2% |
87% |
False |
False |
323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7183 |
|
2.618 |
1.7002 |
|
1.618 |
1.6891 |
|
1.000 |
1.6822 |
|
0.618 |
1.6780 |
|
HIGH |
1.6711 |
|
0.618 |
1.6669 |
|
0.500 |
1.6656 |
|
0.382 |
1.6642 |
|
LOW |
1.6600 |
|
0.618 |
1.6531 |
|
1.000 |
1.6489 |
|
1.618 |
1.6420 |
|
2.618 |
1.6309 |
|
4.250 |
1.6128 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6656 |
1.6658 |
| PP |
1.6648 |
1.6649 |
| S1 |
1.6640 |
1.6641 |
|