CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6374 |
1.6357 |
-0.0017 |
-0.1% |
1.6293 |
| High |
1.6386 |
1.6386 |
0.0000 |
0.0% |
1.6476 |
| Low |
1.6326 |
1.6305 |
-0.0021 |
-0.1% |
1.6203 |
| Close |
1.6364 |
1.6324 |
-0.0040 |
-0.2% |
1.6324 |
| Range |
0.0060 |
0.0081 |
0.0021 |
35.0% |
0.0273 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
70,968 |
75,912 |
4,944 |
7.0% |
451,894 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6581 |
1.6534 |
1.6369 |
|
| R3 |
1.6500 |
1.6453 |
1.6346 |
|
| R2 |
1.6419 |
1.6419 |
1.6339 |
|
| R1 |
1.6372 |
1.6372 |
1.6331 |
1.6355 |
| PP |
1.6338 |
1.6338 |
1.6338 |
1.6330 |
| S1 |
1.6291 |
1.6291 |
1.6317 |
1.6274 |
| S2 |
1.6257 |
1.6257 |
1.6309 |
|
| S3 |
1.6176 |
1.6210 |
1.6302 |
|
| S4 |
1.6095 |
1.6129 |
1.6279 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7153 |
1.7012 |
1.6474 |
|
| R3 |
1.6880 |
1.6739 |
1.6399 |
|
| R2 |
1.6607 |
1.6607 |
1.6374 |
|
| R1 |
1.6466 |
1.6466 |
1.6349 |
1.6537 |
| PP |
1.6334 |
1.6334 |
1.6334 |
1.6370 |
| S1 |
1.6193 |
1.6193 |
1.6299 |
1.6264 |
| S2 |
1.6061 |
1.6061 |
1.6274 |
|
| S3 |
1.5788 |
1.5920 |
1.6249 |
|
| S4 |
1.5515 |
1.5647 |
1.6174 |
|
|
| 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% |
0.0108 |
0.7% |
44% |
False |
False |
90,378 |
| 10 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0101 |
0.6% |
44% |
False |
False |
79,662 |
| 20 |
1.6476 |
1.6120 |
0.0356 |
2.2% |
0.0097 |
0.6% |
57% |
False |
False |
42,578 |
| 40 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0093 |
0.6% |
76% |
False |
False |
21,431 |
| 60 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0093 |
0.6% |
76% |
False |
False |
14,314 |
| 80 |
1.6476 |
1.5474 |
0.1002 |
6.1% |
0.0077 |
0.5% |
85% |
False |
False |
10,740 |
| 100 |
1.6476 |
1.5101 |
0.1375 |
8.4% |
0.0067 |
0.4% |
89% |
False |
False |
8,601 |
| 120 |
1.6476 |
1.4850 |
0.1626 |
10.0% |
0.0059 |
0.4% |
91% |
False |
False |
7,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6730 |
|
2.618 |
1.6598 |
|
1.618 |
1.6517 |
|
1.000 |
1.6467 |
|
0.618 |
1.6436 |
|
HIGH |
1.6386 |
|
0.618 |
1.6355 |
|
0.500 |
1.6346 |
|
0.382 |
1.6336 |
|
LOW |
1.6305 |
|
0.618 |
1.6255 |
|
1.000 |
1.6224 |
|
1.618 |
1.6174 |
|
2.618 |
1.6093 |
|
4.250 |
1.5961 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6346 |
1.6368 |
| PP |
1.6338 |
1.6353 |
| S1 |
1.6331 |
1.6339 |
|