CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6550 |
1.6439 |
-0.0111 |
-0.7% |
1.6480 |
| High |
1.6551 |
1.6466 |
-0.0085 |
-0.5% |
1.6572 |
| Low |
1.6402 |
1.6387 |
-0.0015 |
-0.1% |
1.6387 |
| Close |
1.6414 |
1.6413 |
-0.0001 |
0.0% |
1.6413 |
| Range |
0.0149 |
0.0079 |
-0.0070 |
-47.0% |
0.0185 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
76,444 |
79,771 |
3,327 |
4.4% |
241,145 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6659 |
1.6615 |
1.6456 |
|
| R3 |
1.6580 |
1.6536 |
1.6435 |
|
| R2 |
1.6501 |
1.6501 |
1.6427 |
|
| R1 |
1.6457 |
1.6457 |
1.6420 |
1.6440 |
| PP |
1.6422 |
1.6422 |
1.6422 |
1.6413 |
| S1 |
1.6378 |
1.6378 |
1.6406 |
1.6361 |
| S2 |
1.6343 |
1.6343 |
1.6399 |
|
| S3 |
1.6264 |
1.6299 |
1.6391 |
|
| S4 |
1.6185 |
1.6220 |
1.6370 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7012 |
1.6898 |
1.6515 |
|
| R3 |
1.6827 |
1.6713 |
1.6464 |
|
| R2 |
1.6642 |
1.6642 |
1.6447 |
|
| R1 |
1.6528 |
1.6528 |
1.6430 |
1.6493 |
| PP |
1.6457 |
1.6457 |
1.6457 |
1.6440 |
| S1 |
1.6343 |
1.6343 |
1.6396 |
1.6308 |
| S2 |
1.6272 |
1.6272 |
1.6379 |
|
| S3 |
1.6087 |
1.6158 |
1.6362 |
|
| S4 |
1.5902 |
1.5973 |
1.6311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6572 |
1.6387 |
0.0185 |
1.1% |
0.0116 |
0.7% |
14% |
False |
True |
65,286 |
| 10 |
1.6572 |
1.6305 |
0.0267 |
1.6% |
0.0090 |
0.5% |
40% |
False |
False |
56,297 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0098 |
0.6% |
57% |
False |
False |
61,735 |
| 40 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0097 |
0.6% |
78% |
False |
False |
31,785 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0095 |
0.6% |
78% |
False |
False |
21,242 |
| 80 |
1.6572 |
1.5758 |
0.0814 |
5.0% |
0.0086 |
0.5% |
80% |
False |
False |
15,940 |
| 100 |
1.6572 |
1.5424 |
0.1148 |
7.0% |
0.0070 |
0.4% |
86% |
False |
False |
12,760 |
| 120 |
1.6572 |
1.5090 |
0.1482 |
9.0% |
0.0063 |
0.4% |
89% |
False |
False |
10,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6802 |
|
2.618 |
1.6673 |
|
1.618 |
1.6594 |
|
1.000 |
1.6545 |
|
0.618 |
1.6515 |
|
HIGH |
1.6466 |
|
0.618 |
1.6436 |
|
0.500 |
1.6427 |
|
0.382 |
1.6417 |
|
LOW |
1.6387 |
|
0.618 |
1.6338 |
|
1.000 |
1.6308 |
|
1.618 |
1.6259 |
|
2.618 |
1.6180 |
|
4.250 |
1.6051 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6427 |
1.6480 |
| PP |
1.6422 |
1.6457 |
| S1 |
1.6418 |
1.6435 |
|