CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6717 |
1.6632 |
-0.0085 |
-0.5% |
1.6720 |
| High |
1.6729 |
1.6641 |
-0.0088 |
-0.5% |
1.6773 |
| Low |
1.6610 |
1.6585 |
-0.0025 |
-0.2% |
1.6627 |
| Close |
1.6628 |
1.6615 |
-0.0013 |
-0.1% |
1.6714 |
| Range |
0.0119 |
0.0056 |
-0.0063 |
-52.9% |
0.0146 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
24,441 |
59,066 |
34,625 |
141.7% |
60,671 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6782 |
1.6754 |
1.6646 |
|
| R3 |
1.6726 |
1.6698 |
1.6630 |
|
| R2 |
1.6670 |
1.6670 |
1.6625 |
|
| R1 |
1.6642 |
1.6642 |
1.6620 |
1.6628 |
| PP |
1.6614 |
1.6614 |
1.6614 |
1.6607 |
| S1 |
1.6586 |
1.6586 |
1.6610 |
1.6572 |
| S2 |
1.6558 |
1.6558 |
1.6605 |
|
| S3 |
1.6502 |
1.6530 |
1.6600 |
|
| S4 |
1.6446 |
1.6474 |
1.6584 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7143 |
1.7074 |
1.6794 |
|
| R3 |
1.6997 |
1.6928 |
1.6754 |
|
| R2 |
1.6851 |
1.6851 |
1.6741 |
|
| R1 |
1.6782 |
1.6782 |
1.6727 |
1.6744 |
| PP |
1.6705 |
1.6705 |
1.6705 |
1.6685 |
| S1 |
1.6636 |
1.6636 |
1.6701 |
1.6598 |
| S2 |
1.6559 |
1.6559 |
1.6687 |
|
| S3 |
1.6413 |
1.6490 |
1.6674 |
|
| S4 |
1.6267 |
1.6344 |
1.6634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6773 |
1.6585 |
0.0188 |
1.1% |
0.0086 |
0.5% |
16% |
False |
True |
27,196 |
| 10 |
1.6773 |
1.6585 |
0.0188 |
1.1% |
0.0085 |
0.5% |
16% |
False |
True |
14,926 |
| 20 |
1.6805 |
1.6375 |
0.0430 |
2.6% |
0.0095 |
0.6% |
56% |
False |
False |
8,608 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0095 |
0.6% |
66% |
False |
False |
4,451 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0083 |
0.5% |
69% |
False |
False |
2,985 |
| 80 |
1.6805 |
1.5995 |
0.0810 |
4.9% |
0.0069 |
0.4% |
77% |
False |
False |
2,371 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0056 |
0.3% |
80% |
False |
False |
1,904 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0046 |
0.3% |
80% |
False |
False |
1,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6879 |
|
2.618 |
1.6788 |
|
1.618 |
1.6732 |
|
1.000 |
1.6697 |
|
0.618 |
1.6676 |
|
HIGH |
1.6641 |
|
0.618 |
1.6620 |
|
0.500 |
1.6613 |
|
0.382 |
1.6606 |
|
LOW |
1.6585 |
|
0.618 |
1.6550 |
|
1.000 |
1.6529 |
|
1.618 |
1.6494 |
|
2.618 |
1.6438 |
|
4.250 |
1.6347 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6614 |
1.6679 |
| PP |
1.6614 |
1.6658 |
| S1 |
1.6613 |
1.6636 |
|