CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6632 |
1.6602 |
-0.0030 |
-0.2% |
1.6720 |
| High |
1.6641 |
1.6623 |
-0.0018 |
-0.1% |
1.6773 |
| Low |
1.6585 |
1.6557 |
-0.0028 |
-0.2% |
1.6627 |
| Close |
1.6615 |
1.6603 |
-0.0012 |
-0.1% |
1.6714 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0146 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
59,066 |
70,906 |
11,840 |
20.0% |
60,671 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6792 |
1.6764 |
1.6639 |
|
| R3 |
1.6726 |
1.6698 |
1.6621 |
|
| R2 |
1.6660 |
1.6660 |
1.6615 |
|
| R1 |
1.6632 |
1.6632 |
1.6609 |
1.6646 |
| PP |
1.6594 |
1.6594 |
1.6594 |
1.6602 |
| S1 |
1.6566 |
1.6566 |
1.6597 |
1.6580 |
| S2 |
1.6528 |
1.6528 |
1.6591 |
|
| S3 |
1.6462 |
1.6500 |
1.6585 |
|
| S4 |
1.6396 |
1.6434 |
1.6567 |
|
|
| 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 |
1.6557 |
0.0216 |
1.3% |
0.0082 |
0.5% |
21% |
False |
True |
40,233 |
| 10 |
1.6773 |
1.6557 |
0.0216 |
1.3% |
0.0083 |
0.5% |
21% |
False |
True |
21,929 |
| 20 |
1.6805 |
1.6411 |
0.0394 |
2.4% |
0.0094 |
0.6% |
49% |
False |
False |
12,148 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
64% |
False |
False |
6,216 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0083 |
0.5% |
67% |
False |
False |
4,162 |
| 80 |
1.6805 |
1.6030 |
0.0775 |
4.7% |
0.0070 |
0.4% |
74% |
False |
False |
3,257 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0056 |
0.3% |
79% |
False |
False |
2,613 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0047 |
0.3% |
79% |
False |
False |
2,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6904 |
|
2.618 |
1.6796 |
|
1.618 |
1.6730 |
|
1.000 |
1.6689 |
|
0.618 |
1.6664 |
|
HIGH |
1.6623 |
|
0.618 |
1.6598 |
|
0.500 |
1.6590 |
|
0.382 |
1.6582 |
|
LOW |
1.6557 |
|
0.618 |
1.6516 |
|
1.000 |
1.6491 |
|
1.618 |
1.6450 |
|
2.618 |
1.6384 |
|
4.250 |
1.6277 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6599 |
1.6643 |
| PP |
1.6594 |
1.6630 |
| S1 |
1.6590 |
1.6616 |
|