CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6393 |
1.6434 |
0.0041 |
0.3% |
1.6480 |
| High |
1.6464 |
1.6490 |
0.0026 |
0.2% |
1.6572 |
| Low |
1.6369 |
1.6432 |
0.0063 |
0.4% |
1.6387 |
| Close |
1.6443 |
1.6463 |
0.0020 |
0.1% |
1.6413 |
| Range |
0.0095 |
0.0058 |
-0.0037 |
-38.9% |
0.0185 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
88,301 |
82,105 |
-6,196 |
-7.0% |
241,145 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6636 |
1.6607 |
1.6495 |
|
| R3 |
1.6578 |
1.6549 |
1.6479 |
|
| R2 |
1.6520 |
1.6520 |
1.6474 |
|
| R1 |
1.6491 |
1.6491 |
1.6468 |
1.6506 |
| PP |
1.6462 |
1.6462 |
1.6462 |
1.6469 |
| S1 |
1.6433 |
1.6433 |
1.6458 |
1.6448 |
| S2 |
1.6404 |
1.6404 |
1.6452 |
|
| S3 |
1.6346 |
1.6375 |
1.6447 |
|
| S4 |
1.6288 |
1.6317 |
1.6431 |
|
|
| 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 |
1.6490 |
1.6329 |
0.0161 |
1.0% |
0.0079 |
0.5% |
83% |
True |
False |
79,494 |
| 10 |
1.6572 |
1.6329 |
0.0243 |
1.5% |
0.0096 |
0.6% |
55% |
False |
False |
66,505 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0096 |
0.6% |
70% |
False |
False |
73,154 |
| 40 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0096 |
0.6% |
85% |
False |
False |
39,689 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0094 |
0.6% |
85% |
False |
False |
26,529 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0089 |
0.5% |
85% |
False |
False |
19,911 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0073 |
0.4% |
90% |
False |
False |
15,936 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
8.9% |
0.0065 |
0.4% |
93% |
False |
False |
13,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6737 |
|
2.618 |
1.6642 |
|
1.618 |
1.6584 |
|
1.000 |
1.6548 |
|
0.618 |
1.6526 |
|
HIGH |
1.6490 |
|
0.618 |
1.6468 |
|
0.500 |
1.6461 |
|
0.382 |
1.6454 |
|
LOW |
1.6432 |
|
0.618 |
1.6396 |
|
1.000 |
1.6374 |
|
1.618 |
1.6338 |
|
2.618 |
1.6280 |
|
4.250 |
1.6186 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6462 |
1.6451 |
| PP |
1.6462 |
1.6439 |
| S1 |
1.6461 |
1.6428 |
|