CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6602 |
1.6610 |
0.0008 |
0.0% |
1.6720 |
| High |
1.6623 |
1.6710 |
0.0087 |
0.5% |
1.6773 |
| Low |
1.6557 |
1.6595 |
0.0038 |
0.2% |
1.6627 |
| Close |
1.6603 |
1.6604 |
0.0001 |
0.0% |
1.6714 |
| Range |
0.0066 |
0.0115 |
0.0049 |
74.2% |
0.0146 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.1% |
0.0000 |
| Volume |
70,906 |
93,448 |
22,542 |
31.8% |
60,671 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6981 |
1.6908 |
1.6667 |
|
| R3 |
1.6866 |
1.6793 |
1.6636 |
|
| R2 |
1.6751 |
1.6751 |
1.6625 |
|
| R1 |
1.6678 |
1.6678 |
1.6615 |
1.6657 |
| PP |
1.6636 |
1.6636 |
1.6636 |
1.6626 |
| S1 |
1.6563 |
1.6563 |
1.6593 |
1.6542 |
| S2 |
1.6521 |
1.6521 |
1.6583 |
|
| S3 |
1.6406 |
1.6448 |
1.6572 |
|
| S4 |
1.6291 |
1.6333 |
1.6541 |
|
|
| 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% |
0.0087 |
0.5% |
22% |
False |
False |
54,475 |
| 10 |
1.6773 |
1.6557 |
0.0216 |
1.3% |
0.0088 |
0.5% |
22% |
False |
False |
31,177 |
| 20 |
1.6805 |
1.6557 |
0.0248 |
1.5% |
0.0091 |
0.5% |
19% |
False |
False |
16,754 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0095 |
0.6% |
64% |
False |
False |
8,544 |
| 60 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0084 |
0.5% |
67% |
False |
False |
5,719 |
| 80 |
1.6805 |
1.6040 |
0.0765 |
4.6% |
0.0071 |
0.4% |
74% |
False |
False |
4,425 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0058 |
0.3% |
79% |
False |
False |
3,548 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0048 |
0.3% |
79% |
False |
False |
2,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7199 |
|
2.618 |
1.7011 |
|
1.618 |
1.6896 |
|
1.000 |
1.6825 |
|
0.618 |
1.6781 |
|
HIGH |
1.6710 |
|
0.618 |
1.6666 |
|
0.500 |
1.6653 |
|
0.382 |
1.6639 |
|
LOW |
1.6595 |
|
0.618 |
1.6524 |
|
1.000 |
1.6480 |
|
1.618 |
1.6409 |
|
2.618 |
1.6294 |
|
4.250 |
1.6106 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6653 |
1.6634 |
| PP |
1.6636 |
1.6624 |
| S1 |
1.6620 |
1.6614 |
|