CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6655 |
1.6678 |
0.0023 |
0.1% |
1.6619 |
| High |
1.6680 |
1.6752 |
0.0072 |
0.4% |
1.6752 |
| Low |
1.6608 |
1.6668 |
0.0060 |
0.4% |
1.6570 |
| Close |
1.6672 |
1.6746 |
0.0074 |
0.4% |
1.6746 |
| Range |
0.0072 |
0.0084 |
0.0012 |
16.7% |
0.0182 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
966 |
3,247 |
2,281 |
236.1% |
8,107 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6974 |
1.6944 |
1.6792 |
|
| R3 |
1.6890 |
1.6860 |
1.6769 |
|
| R2 |
1.6806 |
1.6806 |
1.6761 |
|
| R1 |
1.6776 |
1.6776 |
1.6754 |
1.6791 |
| PP |
1.6722 |
1.6722 |
1.6722 |
1.6730 |
| S1 |
1.6692 |
1.6692 |
1.6738 |
1.6707 |
| S2 |
1.6638 |
1.6638 |
1.6731 |
|
| S3 |
1.6554 |
1.6608 |
1.6723 |
|
| S4 |
1.6470 |
1.6524 |
1.6700 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7235 |
1.7173 |
1.6846 |
|
| R3 |
1.7053 |
1.6991 |
1.6796 |
|
| R2 |
1.6871 |
1.6871 |
1.6779 |
|
| R1 |
1.6809 |
1.6809 |
1.6763 |
1.6840 |
| PP |
1.6689 |
1.6689 |
1.6689 |
1.6705 |
| S1 |
1.6627 |
1.6627 |
1.6729 |
1.6658 |
| S2 |
1.6507 |
1.6507 |
1.6713 |
|
| S3 |
1.6325 |
1.6445 |
1.6696 |
|
| S4 |
1.6143 |
1.6263 |
1.6646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6752 |
1.6570 |
0.0182 |
1.1% |
0.0083 |
0.5% |
97% |
True |
False |
1,621 |
| 10 |
1.6805 |
1.6570 |
0.0235 |
1.4% |
0.0095 |
0.6% |
75% |
False |
False |
2,553 |
| 20 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
90% |
False |
False |
1,497 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0092 |
0.5% |
90% |
False |
False |
859 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.6% |
0.0078 |
0.5% |
90% |
False |
False |
754 |
| 80 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0062 |
0.4% |
94% |
False |
False |
577 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0050 |
0.3% |
94% |
False |
False |
463 |
| 120 |
1.6805 |
1.5673 |
0.1132 |
6.8% |
0.0041 |
0.2% |
95% |
False |
False |
389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7109 |
|
2.618 |
1.6972 |
|
1.618 |
1.6888 |
|
1.000 |
1.6836 |
|
0.618 |
1.6804 |
|
HIGH |
1.6752 |
|
0.618 |
1.6720 |
|
0.500 |
1.6710 |
|
0.382 |
1.6700 |
|
LOW |
1.6668 |
|
0.618 |
1.6616 |
|
1.000 |
1.6584 |
|
1.618 |
1.6532 |
|
2.618 |
1.6448 |
|
4.250 |
1.6311 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6734 |
1.6724 |
| PP |
1.6722 |
1.6702 |
| S1 |
1.6710 |
1.6680 |
|