CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6322 |
1.6338 |
0.0016 |
0.1% |
1.6293 |
| High |
1.6367 |
1.6375 |
0.0008 |
0.0% |
1.6476 |
| Low |
1.6315 |
1.6314 |
-0.0001 |
0.0% |
1.6203 |
| Close |
1.6340 |
1.6366 |
0.0026 |
0.2% |
1.6324 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0273 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
44,924 |
23,822 |
-21,102 |
-47.0% |
451,894 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6535 |
1.6511 |
1.6400 |
|
| R3 |
1.6474 |
1.6450 |
1.6383 |
|
| R2 |
1.6413 |
1.6413 |
1.6377 |
|
| R1 |
1.6389 |
1.6389 |
1.6372 |
1.6401 |
| PP |
1.6352 |
1.6352 |
1.6352 |
1.6358 |
| S1 |
1.6328 |
1.6328 |
1.6360 |
1.6340 |
| S2 |
1.6291 |
1.6291 |
1.6355 |
|
| S3 |
1.6230 |
1.6267 |
1.6349 |
|
| S4 |
1.6169 |
1.6206 |
1.6332 |
|
|
| 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 |
1.6260 |
0.0216 |
1.3% |
0.0094 |
0.6% |
49% |
False |
False |
72,382 |
| 10 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0097 |
0.6% |
60% |
False |
False |
79,803 |
| 20 |
1.6476 |
1.6126 |
0.0350 |
2.1% |
0.0095 |
0.6% |
69% |
False |
False |
45,920 |
| 40 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0092 |
0.6% |
83% |
False |
False |
23,144 |
| 60 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0093 |
0.6% |
83% |
False |
False |
15,460 |
| 80 |
1.6476 |
1.5543 |
0.0933 |
5.7% |
0.0078 |
0.5% |
88% |
False |
False |
11,600 |
| 100 |
1.6476 |
1.5204 |
0.1272 |
7.8% |
0.0066 |
0.4% |
91% |
False |
False |
9,288 |
| 120 |
1.6476 |
1.4850 |
0.1626 |
9.9% |
0.0058 |
0.4% |
93% |
False |
False |
7,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6634 |
|
2.618 |
1.6535 |
|
1.618 |
1.6474 |
|
1.000 |
1.6436 |
|
0.618 |
1.6413 |
|
HIGH |
1.6375 |
|
0.618 |
1.6352 |
|
0.500 |
1.6345 |
|
0.382 |
1.6337 |
|
LOW |
1.6314 |
|
0.618 |
1.6276 |
|
1.000 |
1.6253 |
|
1.618 |
1.6215 |
|
2.618 |
1.6154 |
|
4.250 |
1.6055 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6359 |
1.6359 |
| PP |
1.6352 |
1.6352 |
| S1 |
1.6345 |
1.6346 |
|