CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6262 |
1.6374 |
0.0112 |
0.7% |
1.6334 |
| High |
1.6476 |
1.6386 |
-0.0090 |
-0.5% |
1.6456 |
| Low |
1.6260 |
1.6326 |
0.0066 |
0.4% |
1.6252 |
| Close |
1.6421 |
1.6364 |
-0.0057 |
-0.3% |
1.6281 |
| Range |
0.0216 |
0.0060 |
-0.0156 |
-72.2% |
0.0204 |
| ATR |
0.0103 |
0.0103 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
146,288 |
70,968 |
-75,320 |
-51.5% |
344,730 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6539 |
1.6511 |
1.6397 |
|
| R3 |
1.6479 |
1.6451 |
1.6381 |
|
| R2 |
1.6419 |
1.6419 |
1.6375 |
|
| R1 |
1.6391 |
1.6391 |
1.6370 |
1.6375 |
| PP |
1.6359 |
1.6359 |
1.6359 |
1.6351 |
| S1 |
1.6331 |
1.6331 |
1.6359 |
1.6315 |
| S2 |
1.6299 |
1.6299 |
1.6353 |
|
| S3 |
1.6239 |
1.6271 |
1.6348 |
|
| S4 |
1.6179 |
1.6211 |
1.6331 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6942 |
1.6815 |
1.6393 |
|
| R3 |
1.6738 |
1.6611 |
1.6337 |
|
| R2 |
1.6534 |
1.6534 |
1.6318 |
|
| R1 |
1.6407 |
1.6407 |
1.6300 |
1.6369 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6310 |
| S1 |
1.6203 |
1.6203 |
1.6262 |
1.6165 |
| S2 |
1.6126 |
1.6126 |
1.6244 |
|
| S3 |
1.5922 |
1.5999 |
1.6225 |
|
| S4 |
1.5718 |
1.5795 |
1.6169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0112 |
0.7% |
59% |
False |
False |
94,229 |
| 10 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0103 |
0.6% |
59% |
False |
False |
73,486 |
| 20 |
1.6476 |
1.6059 |
0.0417 |
2.5% |
0.0099 |
0.6% |
73% |
False |
False |
38,810 |
| 40 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0093 |
0.6% |
82% |
False |
False |
19,537 |
| 60 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0092 |
0.6% |
82% |
False |
False |
13,050 |
| 80 |
1.6476 |
1.5450 |
0.1026 |
6.3% |
0.0077 |
0.5% |
89% |
False |
False |
9,792 |
| 100 |
1.6476 |
1.5101 |
0.1375 |
8.4% |
0.0066 |
0.4% |
92% |
False |
False |
7,842 |
| 120 |
1.6476 |
1.4850 |
0.1626 |
9.9% |
0.0058 |
0.4% |
93% |
False |
False |
6,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6641 |
|
2.618 |
1.6543 |
|
1.618 |
1.6483 |
|
1.000 |
1.6446 |
|
0.618 |
1.6423 |
|
HIGH |
1.6386 |
|
0.618 |
1.6363 |
|
0.500 |
1.6356 |
|
0.382 |
1.6349 |
|
LOW |
1.6326 |
|
0.618 |
1.6289 |
|
1.000 |
1.6266 |
|
1.618 |
1.6229 |
|
2.618 |
1.6169 |
|
4.250 |
1.6071 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6361 |
1.6356 |
| PP |
1.6359 |
1.6348 |
| S1 |
1.6356 |
1.6340 |
|