CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6407 |
1.6480 |
0.0073 |
0.4% |
1.6322 |
| High |
1.6570 |
1.6525 |
-0.0045 |
-0.3% |
1.6570 |
| Low |
1.6399 |
1.6452 |
0.0053 |
0.3% |
1.6314 |
| Close |
1.6453 |
1.6512 |
0.0059 |
0.4% |
1.6453 |
| Range |
0.0171 |
0.0073 |
-0.0098 |
-57.3% |
0.0256 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
85,287 |
45,497 |
-39,790 |
-46.7% |
174,952 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6715 |
1.6687 |
1.6552 |
|
| R3 |
1.6642 |
1.6614 |
1.6532 |
|
| R2 |
1.6569 |
1.6569 |
1.6525 |
|
| R1 |
1.6541 |
1.6541 |
1.6519 |
1.6555 |
| PP |
1.6496 |
1.6496 |
1.6496 |
1.6504 |
| S1 |
1.6468 |
1.6468 |
1.6505 |
1.6482 |
| S2 |
1.6423 |
1.6423 |
1.6499 |
|
| S3 |
1.6350 |
1.6395 |
1.6492 |
|
| S4 |
1.6277 |
1.6322 |
1.6472 |
|
|
| 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 |
1.6314 |
0.0256 |
1.6% |
0.0084 |
0.5% |
77% |
False |
False |
44,089 |
| 10 |
1.6570 |
1.6203 |
0.0367 |
2.2% |
0.0096 |
0.6% |
84% |
False |
False |
67,234 |
| 20 |
1.6570 |
1.6203 |
0.0367 |
2.2% |
0.0095 |
0.6% |
84% |
False |
False |
52,809 |
| 40 |
1.6570 |
1.5840 |
0.0730 |
4.4% |
0.0095 |
0.6% |
92% |
False |
False |
26,913 |
| 60 |
1.6570 |
1.5840 |
0.0730 |
4.4% |
0.0094 |
0.6% |
92% |
False |
False |
17,985 |
| 80 |
1.6570 |
1.5614 |
0.0956 |
5.8% |
0.0082 |
0.5% |
94% |
False |
False |
13,496 |
| 100 |
1.6570 |
1.5424 |
0.1146 |
6.9% |
0.0067 |
0.4% |
95% |
False |
False |
10,805 |
| 120 |
1.6570 |
1.5081 |
0.1489 |
9.0% |
0.0061 |
0.4% |
96% |
False |
False |
9,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6835 |
|
2.618 |
1.6716 |
|
1.618 |
1.6643 |
|
1.000 |
1.6598 |
|
0.618 |
1.6570 |
|
HIGH |
1.6525 |
|
0.618 |
1.6497 |
|
0.500 |
1.6489 |
|
0.382 |
1.6480 |
|
LOW |
1.6452 |
|
0.618 |
1.6407 |
|
1.000 |
1.6379 |
|
1.618 |
1.6334 |
|
2.618 |
1.6261 |
|
4.250 |
1.6142 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6504 |
1.6498 |
| PP |
1.6496 |
1.6483 |
| S1 |
1.6489 |
1.6469 |
|