CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6378 |
1.6431 |
0.0053 |
0.3% |
1.6404 |
| High |
1.6458 |
1.6432 |
-0.0026 |
-0.2% |
1.6509 |
| Low |
1.6359 |
1.6313 |
-0.0046 |
-0.3% |
1.6329 |
| Close |
1.6428 |
1.6361 |
-0.0067 |
-0.4% |
1.6465 |
| Range |
0.0099 |
0.0119 |
0.0020 |
20.2% |
0.0180 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.2% |
0.0000 |
| Volume |
92,961 |
115,941 |
22,980 |
24.7% |
437,994 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6726 |
1.6662 |
1.6426 |
|
| R3 |
1.6607 |
1.6543 |
1.6394 |
|
| R2 |
1.6488 |
1.6488 |
1.6383 |
|
| R1 |
1.6424 |
1.6424 |
1.6372 |
1.6397 |
| PP |
1.6369 |
1.6369 |
1.6369 |
1.6355 |
| S1 |
1.6305 |
1.6305 |
1.6350 |
1.6278 |
| S2 |
1.6250 |
1.6250 |
1.6339 |
|
| S3 |
1.6131 |
1.6186 |
1.6328 |
|
| S4 |
1.6012 |
1.6067 |
1.6296 |
|
|
| 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 |
1.6313 |
0.0196 |
1.2% |
0.0115 |
0.7% |
24% |
False |
True |
101,420 |
| 10 |
1.6551 |
1.6313 |
0.0238 |
1.5% |
0.0106 |
0.6% |
20% |
False |
True |
89,891 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.3% |
0.0104 |
0.6% |
43% |
False |
False |
76,782 |
| 40 |
1.6572 |
1.6048 |
0.0524 |
3.2% |
0.0096 |
0.6% |
60% |
False |
False |
50,294 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0094 |
0.6% |
71% |
False |
False |
33,607 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0092 |
0.6% |
71% |
False |
False |
25,222 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.9% |
0.0078 |
0.5% |
81% |
False |
False |
20,184 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
9.0% |
0.0069 |
0.4% |
86% |
False |
False |
16,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6938 |
|
2.618 |
1.6744 |
|
1.618 |
1.6625 |
|
1.000 |
1.6551 |
|
0.618 |
1.6506 |
|
HIGH |
1.6432 |
|
0.618 |
1.6387 |
|
0.500 |
1.6373 |
|
0.382 |
1.6358 |
|
LOW |
1.6313 |
|
0.618 |
1.6239 |
|
1.000 |
1.6194 |
|
1.618 |
1.6120 |
|
2.618 |
1.6001 |
|
4.250 |
1.5807 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6373 |
1.6407 |
| PP |
1.6369 |
1.6391 |
| S1 |
1.6365 |
1.6376 |
|