CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6485 |
1.6550 |
0.0065 |
0.4% |
1.6322 |
| High |
1.6572 |
1.6551 |
-0.0021 |
-0.1% |
1.6570 |
| Low |
1.6465 |
1.6402 |
-0.0063 |
-0.4% |
1.6314 |
| Close |
1.6558 |
1.6414 |
-0.0144 |
-0.9% |
1.6453 |
| Range |
0.0107 |
0.0149 |
0.0042 |
39.3% |
0.0256 |
| ATR |
0.0097 |
0.0102 |
0.0004 |
4.3% |
0.0000 |
| Volume |
39,433 |
76,444 |
37,011 |
93.9% |
174,952 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6903 |
1.6807 |
1.6496 |
|
| R3 |
1.6754 |
1.6658 |
1.6455 |
|
| R2 |
1.6605 |
1.6605 |
1.6441 |
|
| R1 |
1.6509 |
1.6509 |
1.6428 |
1.6483 |
| PP |
1.6456 |
1.6456 |
1.6456 |
1.6442 |
| S1 |
1.6360 |
1.6360 |
1.6400 |
1.6334 |
| S2 |
1.6307 |
1.6307 |
1.6387 |
|
| S3 |
1.6158 |
1.6211 |
1.6373 |
|
| S4 |
1.6009 |
1.6062 |
1.6332 |
|
|
| 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 |
1.6572 |
1.6367 |
0.0205 |
1.2% |
0.0113 |
0.7% |
23% |
False |
False |
53,516 |
| 10 |
1.6572 |
1.6260 |
0.0312 |
1.9% |
0.0103 |
0.6% |
49% |
False |
False |
62,949 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0098 |
0.6% |
57% |
False |
False |
58,437 |
| 40 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0097 |
0.6% |
78% |
False |
False |
29,796 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0095 |
0.6% |
78% |
False |
False |
19,913 |
| 80 |
1.6572 |
1.5711 |
0.0861 |
5.2% |
0.0085 |
0.5% |
82% |
False |
False |
14,944 |
| 100 |
1.6572 |
1.5424 |
0.1148 |
7.0% |
0.0069 |
0.4% |
86% |
False |
False |
11,964 |
| 120 |
1.6572 |
1.5081 |
0.1491 |
9.1% |
0.0062 |
0.4% |
89% |
False |
False |
9,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7184 |
|
2.618 |
1.6941 |
|
1.618 |
1.6792 |
|
1.000 |
1.6700 |
|
0.618 |
1.6643 |
|
HIGH |
1.6551 |
|
0.618 |
1.6494 |
|
0.500 |
1.6477 |
|
0.382 |
1.6459 |
|
LOW |
1.6402 |
|
0.618 |
1.6310 |
|
1.000 |
1.6253 |
|
1.618 |
1.6161 |
|
2.618 |
1.6012 |
|
4.250 |
1.5769 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6477 |
1.6487 |
| PP |
1.6456 |
1.6463 |
| S1 |
1.6435 |
1.6438 |
|