CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6670 |
1.6633 |
-0.0037 |
-0.2% |
1.6375 |
| High |
1.6670 |
1.6633 |
-0.0037 |
-0.2% |
1.6714 |
| Low |
1.6670 |
1.6633 |
-0.0037 |
-0.2% |
1.6375 |
| Close |
1.6670 |
1.6633 |
-0.0037 |
-0.2% |
1.6714 |
| Range |
|
|
|
|
|
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
5 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6633 |
1.6633 |
1.6633 |
|
| R3 |
1.6633 |
1.6633 |
1.6633 |
|
| R2 |
1.6633 |
1.6633 |
1.6633 |
|
| R1 |
1.6633 |
1.6633 |
1.6633 |
1.6633 |
| PP |
1.6633 |
1.6633 |
1.6633 |
1.6633 |
| S1 |
1.6633 |
1.6633 |
1.6633 |
1.6633 |
| S2 |
1.6633 |
1.6633 |
1.6633 |
|
| S3 |
1.6633 |
1.6633 |
1.6633 |
|
| S4 |
1.6633 |
1.6633 |
1.6633 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7618 |
1.7505 |
1.6900 |
|
| R3 |
1.7279 |
1.7166 |
1.6807 |
|
| R2 |
1.6940 |
1.6940 |
1.6776 |
|
| R1 |
1.6827 |
1.6827 |
1.6745 |
1.6884 |
| PP |
1.6601 |
1.6601 |
1.6601 |
1.6629 |
| S1 |
1.6488 |
1.6488 |
1.6683 |
1.6545 |
| S2 |
1.6262 |
1.6262 |
1.6652 |
|
| S3 |
1.5923 |
1.6149 |
1.6621 |
|
| S4 |
1.5584 |
1.5810 |
1.6528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6714 |
1.6626 |
0.0088 |
0.5% |
0.0000 |
0.0% |
8% |
False |
False |
2 |
| 10 |
1.6714 |
1.6241 |
0.0473 |
2.8% |
0.0005 |
0.0% |
83% |
False |
False |
1 |
| 20 |
1.6714 |
1.6241 |
0.0473 |
2.8% |
0.0003 |
0.0% |
83% |
False |
False |
3 |
| 40 |
1.6714 |
1.6241 |
0.0473 |
2.8% |
0.0002 |
0.0% |
83% |
False |
False |
2 |
| 60 |
1.6714 |
1.6109 |
0.0605 |
3.6% |
0.0002 |
0.0% |
87% |
False |
False |
2 |
| 80 |
1.6714 |
1.5851 |
0.0863 |
5.2% |
0.0003 |
0.0% |
91% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6633 |
|
2.618 |
1.6633 |
|
1.618 |
1.6633 |
|
1.000 |
1.6633 |
|
0.618 |
1.6633 |
|
HIGH |
1.6633 |
|
0.618 |
1.6633 |
|
0.500 |
1.6633 |
|
0.382 |
1.6633 |
|
LOW |
1.6633 |
|
0.618 |
1.6633 |
|
1.000 |
1.6633 |
|
1.618 |
1.6633 |
|
2.618 |
1.6633 |
|
4.250 |
1.6633 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6633 |
1.6652 |
| PP |
1.6633 |
1.6645 |
| S1 |
1.6633 |
1.6639 |
|