CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6370 |
1.6407 |
0.0037 |
0.2% |
1.6322 |
| High |
1.6431 |
1.6570 |
0.0139 |
0.8% |
1.6570 |
| Low |
1.6367 |
1.6399 |
0.0032 |
0.2% |
1.6314 |
| Close |
1.6413 |
1.6453 |
0.0040 |
0.2% |
1.6453 |
| Range |
0.0064 |
0.0171 |
0.0107 |
167.2% |
0.0256 |
| ATR |
0.0093 |
0.0099 |
0.0006 |
6.0% |
0.0000 |
| Volume |
20,919 |
85,287 |
64,368 |
307.7% |
174,952 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6891 |
1.6547 |
|
| R3 |
1.6816 |
1.6720 |
1.6500 |
|
| R2 |
1.6645 |
1.6645 |
1.6484 |
|
| R1 |
1.6549 |
1.6549 |
1.6469 |
1.6597 |
| PP |
1.6474 |
1.6474 |
1.6474 |
1.6498 |
| S1 |
1.6378 |
1.6378 |
1.6437 |
1.6426 |
| S2 |
1.6303 |
1.6303 |
1.6422 |
|
| S3 |
1.6132 |
1.6207 |
1.6406 |
|
| S4 |
1.5961 |
1.6036 |
1.6359 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7214 |
1.7089 |
1.6594 |
|
| R3 |
1.6958 |
1.6833 |
1.6523 |
|
| R2 |
1.6702 |
1.6702 |
1.6500 |
|
| R1 |
1.6577 |
1.6577 |
1.6476 |
1.6640 |
| PP |
1.6446 |
1.6446 |
1.6446 |
1.6477 |
| S1 |
1.6321 |
1.6321 |
1.6430 |
1.6384 |
| S2 |
1.6190 |
1.6190 |
1.6406 |
|
| S3 |
1.5934 |
1.6065 |
1.6383 |
|
| S4 |
1.5678 |
1.5809 |
1.6312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6570 |
1.6305 |
0.0265 |
1.6% |
0.0086 |
0.5% |
56% |
True |
False |
50,172 |
| 10 |
1.6570 |
1.6203 |
0.0367 |
2.2% |
0.0099 |
0.6% |
68% |
True |
False |
72,201 |
| 20 |
1.6570 |
1.6203 |
0.0367 |
2.2% |
0.0096 |
0.6% |
68% |
True |
False |
50,675 |
| 40 |
1.6570 |
1.5840 |
0.0730 |
4.4% |
0.0094 |
0.6% |
84% |
True |
False |
25,784 |
| 60 |
1.6570 |
1.5840 |
0.0730 |
4.4% |
0.0094 |
0.6% |
84% |
True |
False |
17,228 |
| 80 |
1.6570 |
1.5571 |
0.0999 |
6.1% |
0.0081 |
0.5% |
88% |
True |
False |
12,927 |
| 100 |
1.6570 |
1.5204 |
0.1366 |
8.3% |
0.0069 |
0.4% |
91% |
True |
False |
10,350 |
| 120 |
1.6570 |
1.4903 |
0.1667 |
10.1% |
0.0060 |
0.4% |
93% |
True |
False |
8,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7297 |
|
2.618 |
1.7018 |
|
1.618 |
1.6847 |
|
1.000 |
1.6741 |
|
0.618 |
1.6676 |
|
HIGH |
1.6570 |
|
0.618 |
1.6505 |
|
0.500 |
1.6485 |
|
0.382 |
1.6464 |
|
LOW |
1.6399 |
|
0.618 |
1.6293 |
|
1.000 |
1.6228 |
|
1.618 |
1.6122 |
|
2.618 |
1.5951 |
|
4.250 |
1.5672 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6485 |
1.6449 |
| PP |
1.6474 |
1.6446 |
| S1 |
1.6464 |
1.6442 |
|