CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6439 |
1.6404 |
-0.0035 |
-0.2% |
1.6480 |
| High |
1.6466 |
1.6426 |
-0.0040 |
-0.2% |
1.6572 |
| Low |
1.6387 |
1.6329 |
-0.0058 |
-0.4% |
1.6387 |
| Close |
1.6413 |
1.6397 |
-0.0016 |
-0.1% |
1.6413 |
| Range |
0.0079 |
0.0097 |
0.0018 |
22.8% |
0.0185 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
79,771 |
83,519 |
3,748 |
4.7% |
241,145 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6675 |
1.6633 |
1.6450 |
|
| R3 |
1.6578 |
1.6536 |
1.6424 |
|
| R2 |
1.6481 |
1.6481 |
1.6415 |
|
| R1 |
1.6439 |
1.6439 |
1.6406 |
1.6412 |
| PP |
1.6384 |
1.6384 |
1.6384 |
1.6370 |
| S1 |
1.6342 |
1.6342 |
1.6388 |
1.6315 |
| S2 |
1.6287 |
1.6287 |
1.6379 |
|
| S3 |
1.6190 |
1.6245 |
1.6370 |
|
| S4 |
1.6093 |
1.6148 |
1.6344 |
|
|
| 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 |
1.6329 |
0.0243 |
1.5% |
0.0101 |
0.6% |
28% |
False |
True |
64,932 |
| 10 |
1.6572 |
1.6305 |
0.0267 |
1.6% |
0.0093 |
0.6% |
34% |
False |
False |
57,552 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.3% |
0.0098 |
0.6% |
53% |
False |
False |
65,519 |
| 40 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0097 |
0.6% |
76% |
False |
False |
33,852 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0093 |
0.6% |
76% |
False |
False |
22,630 |
| 80 |
1.6572 |
1.5793 |
0.0779 |
4.8% |
0.0087 |
0.5% |
78% |
False |
False |
16,984 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0071 |
0.4% |
84% |
False |
False |
13,595 |
| 120 |
1.6572 |
1.5090 |
0.1482 |
9.0% |
0.0064 |
0.4% |
88% |
False |
False |
11,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6838 |
|
2.618 |
1.6680 |
|
1.618 |
1.6583 |
|
1.000 |
1.6523 |
|
0.618 |
1.6486 |
|
HIGH |
1.6426 |
|
0.618 |
1.6389 |
|
0.500 |
1.6378 |
|
0.382 |
1.6366 |
|
LOW |
1.6329 |
|
0.618 |
1.6269 |
|
1.000 |
1.6232 |
|
1.618 |
1.6172 |
|
2.618 |
1.6075 |
|
4.250 |
1.5917 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6391 |
1.6440 |
| PP |
1.6384 |
1.6426 |
| S1 |
1.6378 |
1.6411 |
|