CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6478 |
1.6378 |
-0.0100 |
-0.6% |
1.6404 |
| High |
1.6500 |
1.6458 |
-0.0042 |
-0.3% |
1.6509 |
| Low |
1.6338 |
1.6359 |
0.0021 |
0.1% |
1.6329 |
| Close |
1.6381 |
1.6428 |
0.0047 |
0.3% |
1.6465 |
| Range |
0.0162 |
0.0099 |
-0.0063 |
-38.9% |
0.0180 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
95,800 |
92,961 |
-2,839 |
-3.0% |
437,994 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6712 |
1.6669 |
1.6482 |
|
| R3 |
1.6613 |
1.6570 |
1.6455 |
|
| R2 |
1.6514 |
1.6514 |
1.6446 |
|
| R1 |
1.6471 |
1.6471 |
1.6437 |
1.6493 |
| PP |
1.6415 |
1.6415 |
1.6415 |
1.6426 |
| S1 |
1.6372 |
1.6372 |
1.6419 |
1.6394 |
| S2 |
1.6316 |
1.6316 |
1.6410 |
|
| S3 |
1.6217 |
1.6273 |
1.6401 |
|
| S4 |
1.6118 |
1.6174 |
1.6374 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6974 |
1.6900 |
1.6564 |
|
| R3 |
1.6794 |
1.6720 |
1.6515 |
|
| R2 |
1.6614 |
1.6614 |
1.6498 |
|
| R1 |
1.6540 |
1.6540 |
1.6482 |
1.6577 |
| PP |
1.6434 |
1.6434 |
1.6434 |
1.6453 |
| S1 |
1.6360 |
1.6360 |
1.6449 |
1.6397 |
| S2 |
1.6254 |
1.6254 |
1.6432 |
|
| S3 |
1.6074 |
1.6180 |
1.6416 |
|
| S4 |
1.5894 |
1.6000 |
1.6366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6509 |
1.6338 |
0.0171 |
1.0% |
0.0111 |
0.7% |
53% |
False |
False |
95,892 |
| 10 |
1.6572 |
1.6329 |
0.0243 |
1.5% |
0.0105 |
0.6% |
41% |
False |
False |
82,240 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0101 |
0.6% |
61% |
False |
False |
74,737 |
| 40 |
1.6572 |
1.6033 |
0.0539 |
3.3% |
0.0096 |
0.6% |
73% |
False |
False |
47,400 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0094 |
0.6% |
80% |
False |
False |
31,676 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0091 |
0.6% |
80% |
False |
False |
23,774 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0077 |
0.5% |
87% |
False |
False |
19,026 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
9.0% |
0.0068 |
0.4% |
90% |
False |
False |
15,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6879 |
|
2.618 |
1.6717 |
|
1.618 |
1.6618 |
|
1.000 |
1.6557 |
|
0.618 |
1.6519 |
|
HIGH |
1.6458 |
|
0.618 |
1.6420 |
|
0.500 |
1.6409 |
|
0.382 |
1.6397 |
|
LOW |
1.6359 |
|
0.618 |
1.6298 |
|
1.000 |
1.6260 |
|
1.618 |
1.6199 |
|
2.618 |
1.6100 |
|
4.250 |
1.5938 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6422 |
1.6427 |
| PP |
1.6415 |
1.6425 |
| S1 |
1.6409 |
1.6424 |
|