CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6640 |
1.6650 |
0.0010 |
0.1% |
1.6638 |
| High |
1.6680 |
1.6689 |
0.0009 |
0.1% |
1.6733 |
| Low |
1.6640 |
1.6650 |
0.0010 |
0.1% |
1.6615 |
| Close |
1.6648 |
1.6689 |
0.0041 |
0.2% |
1.6733 |
| Range |
0.0040 |
0.0039 |
-0.0001 |
-2.5% |
0.0118 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
7 |
6 |
-1 |
-14.3% |
34 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6793 |
1.6780 |
1.6710 |
|
| R3 |
1.6754 |
1.6741 |
1.6700 |
|
| R2 |
1.6715 |
1.6715 |
1.6696 |
|
| R1 |
1.6702 |
1.6702 |
1.6693 |
1.6709 |
| PP |
1.6676 |
1.6676 |
1.6676 |
1.6679 |
| S1 |
1.6663 |
1.6663 |
1.6685 |
1.6670 |
| S2 |
1.6637 |
1.6637 |
1.6682 |
|
| S3 |
1.6598 |
1.6624 |
1.6678 |
|
| S4 |
1.6559 |
1.6585 |
1.6668 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7048 |
1.7008 |
1.6798 |
|
| R3 |
1.6930 |
1.6890 |
1.6765 |
|
| R2 |
1.6812 |
1.6812 |
1.6755 |
|
| R1 |
1.6772 |
1.6772 |
1.6744 |
1.6792 |
| PP |
1.6694 |
1.6694 |
1.6694 |
1.6704 |
| S1 |
1.6654 |
1.6654 |
1.6722 |
1.6674 |
| S2 |
1.6576 |
1.6576 |
1.6711 |
|
| S3 |
1.6458 |
1.6536 |
1.6701 |
|
| S4 |
1.6340 |
1.6418 |
1.6668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6733 |
1.6635 |
0.0098 |
0.6% |
0.0028 |
0.2% |
55% |
False |
False |
3 |
| 10 |
1.6733 |
1.6615 |
0.0118 |
0.7% |
0.0016 |
0.1% |
63% |
False |
False |
6 |
| 20 |
1.6733 |
1.6241 |
0.0492 |
2.9% |
0.0011 |
0.1% |
91% |
False |
False |
3 |
| 40 |
1.6733 |
1.6241 |
0.0492 |
2.9% |
0.0006 |
0.0% |
91% |
False |
False |
3 |
| 60 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0004 |
0.0% |
91% |
False |
False |
3 |
| 80 |
1.6733 |
1.5851 |
0.0882 |
5.3% |
0.0004 |
0.0% |
95% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6855 |
|
2.618 |
1.6791 |
|
1.618 |
1.6752 |
|
1.000 |
1.6728 |
|
0.618 |
1.6713 |
|
HIGH |
1.6689 |
|
0.618 |
1.6674 |
|
0.500 |
1.6670 |
|
0.382 |
1.6665 |
|
LOW |
1.6650 |
|
0.618 |
1.6626 |
|
1.000 |
1.6611 |
|
1.618 |
1.6587 |
|
2.618 |
1.6548 |
|
4.250 |
1.6484 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6683 |
1.6681 |
| PP |
1.6676 |
1.6673 |
| S1 |
1.6670 |
1.6665 |
|