CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6633 |
1.6624 |
-0.0009 |
-0.1% |
1.6717 |
| High |
1.6655 |
1.6637 |
-0.0018 |
-0.1% |
1.6729 |
| Low |
1.6593 |
1.6534 |
-0.0059 |
-0.4% |
1.6557 |
| Close |
1.6626 |
1.6575 |
-0.0051 |
-0.3% |
1.6619 |
| Range |
0.0062 |
0.0103 |
0.0041 |
66.1% |
0.0172 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.3% |
0.0000 |
| Volume |
66,911 |
102,507 |
35,596 |
53.2% |
337,229 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6891 |
1.6836 |
1.6632 |
|
| R3 |
1.6788 |
1.6733 |
1.6603 |
|
| R2 |
1.6685 |
1.6685 |
1.6594 |
|
| R1 |
1.6630 |
1.6630 |
1.6584 |
1.6606 |
| PP |
1.6582 |
1.6582 |
1.6582 |
1.6570 |
| S1 |
1.6527 |
1.6527 |
1.6566 |
1.6503 |
| S2 |
1.6479 |
1.6479 |
1.6556 |
|
| S3 |
1.6376 |
1.6424 |
1.6547 |
|
| S4 |
1.6273 |
1.6321 |
1.6518 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7151 |
1.7057 |
1.6714 |
|
| R3 |
1.6979 |
1.6885 |
1.6666 |
|
| R2 |
1.6807 |
1.6807 |
1.6651 |
|
| R1 |
1.6713 |
1.6713 |
1.6635 |
1.6674 |
| PP |
1.6635 |
1.6635 |
1.6635 |
1.6616 |
| S1 |
1.6541 |
1.6541 |
1.6603 |
1.6502 |
| S2 |
1.6463 |
1.6463 |
1.6587 |
|
| S3 |
1.6291 |
1.6369 |
1.6572 |
|
| S4 |
1.6119 |
1.6197 |
1.6524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6710 |
1.6534 |
0.0176 |
1.1% |
0.0083 |
0.5% |
23% |
False |
True |
84,628 |
| 10 |
1.6773 |
1.6534 |
0.0239 |
1.4% |
0.0084 |
0.5% |
17% |
False |
True |
55,912 |
| 20 |
1.6773 |
1.6534 |
0.0239 |
1.4% |
0.0086 |
0.5% |
17% |
False |
True |
29,584 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0094 |
0.6% |
59% |
False |
False |
15,000 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0084 |
0.5% |
59% |
False |
False |
10,031 |
| 80 |
1.6805 |
1.6062 |
0.0743 |
4.5% |
0.0073 |
0.4% |
69% |
False |
False |
7,660 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0060 |
0.4% |
76% |
False |
False |
6,135 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0050 |
0.3% |
76% |
False |
False |
5,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7075 |
|
2.618 |
1.6907 |
|
1.618 |
1.6804 |
|
1.000 |
1.6740 |
|
0.618 |
1.6701 |
|
HIGH |
1.6637 |
|
0.618 |
1.6598 |
|
0.500 |
1.6586 |
|
0.382 |
1.6573 |
|
LOW |
1.6534 |
|
0.618 |
1.6470 |
|
1.000 |
1.6431 |
|
1.618 |
1.6367 |
|
2.618 |
1.6264 |
|
4.250 |
1.6096 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6586 |
1.6595 |
| PP |
1.6582 |
1.6588 |
| S1 |
1.6579 |
1.6582 |
|