CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6498 |
1.6466 |
-0.0032 |
-0.2% |
1.6633 |
| High |
1.6510 |
1.6527 |
0.0017 |
0.1% |
1.6655 |
| Low |
1.6465 |
1.6455 |
-0.0010 |
-0.1% |
1.6465 |
| Close |
1.6484 |
1.6484 |
0.0000 |
0.0% |
1.6484 |
| Range |
0.0045 |
0.0072 |
0.0027 |
60.0% |
0.0190 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
67,188 |
68,147 |
959 |
1.4% |
434,029 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6705 |
1.6666 |
1.6524 |
|
| R3 |
1.6633 |
1.6594 |
1.6504 |
|
| R2 |
1.6561 |
1.6561 |
1.6497 |
|
| R1 |
1.6522 |
1.6522 |
1.6491 |
1.6542 |
| PP |
1.6489 |
1.6489 |
1.6489 |
1.6498 |
| S1 |
1.6450 |
1.6450 |
1.6477 |
1.6470 |
| S2 |
1.6417 |
1.6417 |
1.6471 |
|
| S3 |
1.6345 |
1.6378 |
1.6464 |
|
| S4 |
1.6273 |
1.6306 |
1.6444 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7105 |
1.6984 |
1.6589 |
|
| R3 |
1.6915 |
1.6794 |
1.6536 |
|
| R2 |
1.6725 |
1.6725 |
1.6519 |
|
| R1 |
1.6604 |
1.6604 |
1.6501 |
1.6570 |
| PP |
1.6535 |
1.6535 |
1.6535 |
1.6517 |
| S1 |
1.6414 |
1.6414 |
1.6467 |
1.6380 |
| S2 |
1.6345 |
1.6345 |
1.6449 |
|
| S3 |
1.6155 |
1.6224 |
1.6432 |
|
| S4 |
1.5965 |
1.6034 |
1.6380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6644 |
1.6455 |
0.0189 |
1.1% |
0.0091 |
0.6% |
15% |
False |
True |
87,053 |
| 10 |
1.6710 |
1.6455 |
0.0255 |
1.5% |
0.0082 |
0.5% |
11% |
False |
True |
81,496 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0085 |
0.5% |
9% |
False |
True |
45,355 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
43% |
False |
False |
23,288 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0088 |
0.5% |
43% |
False |
False |
15,575 |
| 80 |
1.6805 |
1.6155 |
0.0650 |
3.9% |
0.0078 |
0.5% |
51% |
False |
False |
11,817 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0063 |
0.4% |
66% |
False |
False |
9,462 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0053 |
0.3% |
66% |
False |
False |
7,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6833 |
|
2.618 |
1.6715 |
|
1.618 |
1.6643 |
|
1.000 |
1.6599 |
|
0.618 |
1.6571 |
|
HIGH |
1.6527 |
|
0.618 |
1.6499 |
|
0.500 |
1.6491 |
|
0.382 |
1.6483 |
|
LOW |
1.6455 |
|
0.618 |
1.6411 |
|
1.000 |
1.6383 |
|
1.618 |
1.6339 |
|
2.618 |
1.6267 |
|
4.250 |
1.6149 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6491 |
1.6506 |
| PP |
1.6489 |
1.6499 |
| S1 |
1.6486 |
1.6491 |
|