CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6404 |
1.6406 |
0.0002 |
0.0% |
1.6480 |
| High |
1.6426 |
1.6431 |
0.0005 |
0.0% |
1.6572 |
| Low |
1.6329 |
1.6365 |
0.0036 |
0.2% |
1.6387 |
| Close |
1.6397 |
1.6399 |
0.0002 |
0.0% |
1.6413 |
| Range |
0.0097 |
0.0066 |
-0.0031 |
-32.0% |
0.0185 |
| ATR |
0.0100 |
0.0097 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
83,519 |
63,774 |
-19,745 |
-23.6% |
241,145 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6596 |
1.6564 |
1.6435 |
|
| R3 |
1.6530 |
1.6498 |
1.6417 |
|
| R2 |
1.6464 |
1.6464 |
1.6411 |
|
| R1 |
1.6432 |
1.6432 |
1.6405 |
1.6415 |
| PP |
1.6398 |
1.6398 |
1.6398 |
1.6390 |
| S1 |
1.6366 |
1.6366 |
1.6393 |
1.6349 |
| S2 |
1.6332 |
1.6332 |
1.6387 |
|
| S3 |
1.6266 |
1.6300 |
1.6381 |
|
| S4 |
1.6200 |
1.6234 |
1.6363 |
|
|
| 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% |
0.0100 |
0.6% |
29% |
False |
False |
68,588 |
| 10 |
1.6572 |
1.6314 |
0.0258 |
1.6% |
0.0092 |
0.6% |
33% |
False |
False |
56,339 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.3% |
0.0097 |
0.6% |
53% |
False |
False |
68,000 |
| 40 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0097 |
0.6% |
76% |
False |
False |
35,441 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0093 |
0.6% |
76% |
False |
False |
23,692 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0088 |
0.5% |
76% |
False |
False |
17,781 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0072 |
0.4% |
85% |
False |
False |
14,232 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
9.0% |
0.0063 |
0.4% |
88% |
False |
False |
11,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6712 |
|
2.618 |
1.6604 |
|
1.618 |
1.6538 |
|
1.000 |
1.6497 |
|
0.618 |
1.6472 |
|
HIGH |
1.6431 |
|
0.618 |
1.6406 |
|
0.500 |
1.6398 |
|
0.382 |
1.6390 |
|
LOW |
1.6365 |
|
0.618 |
1.6324 |
|
1.000 |
1.6299 |
|
1.618 |
1.6258 |
|
2.618 |
1.6192 |
|
4.250 |
1.6085 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6399 |
1.6399 |
| PP |
1.6398 |
1.6398 |
| S1 |
1.6398 |
1.6398 |
|