CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6431 |
1.6362 |
-0.0069 |
-0.4% |
1.6404 |
| High |
1.6432 |
1.6376 |
-0.0056 |
-0.3% |
1.6509 |
| Low |
1.6313 |
1.6308 |
-0.0005 |
0.0% |
1.6329 |
| Close |
1.6361 |
1.6351 |
-0.0010 |
-0.1% |
1.6465 |
| Range |
0.0119 |
0.0068 |
-0.0051 |
-42.9% |
0.0180 |
| ATR |
0.0103 |
0.0101 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
115,941 |
89,639 |
-26,302 |
-22.7% |
437,994 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6549 |
1.6518 |
1.6388 |
|
| R3 |
1.6481 |
1.6450 |
1.6370 |
|
| R2 |
1.6413 |
1.6413 |
1.6363 |
|
| R1 |
1.6382 |
1.6382 |
1.6357 |
1.6364 |
| PP |
1.6345 |
1.6345 |
1.6345 |
1.6336 |
| S1 |
1.6314 |
1.6314 |
1.6345 |
1.6296 |
| S2 |
1.6277 |
1.6277 |
1.6339 |
|
| S3 |
1.6209 |
1.6246 |
1.6332 |
|
| S4 |
1.6141 |
1.6178 |
1.6314 |
|
|
| 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 |
1.6308 |
0.0201 |
1.2% |
0.0117 |
0.7% |
21% |
False |
True |
102,927 |
| 10 |
1.6509 |
1.6308 |
0.0201 |
1.2% |
0.0098 |
0.6% |
21% |
False |
True |
91,210 |
| 20 |
1.6572 |
1.6260 |
0.0312 |
1.9% |
0.0101 |
0.6% |
29% |
False |
False |
77,080 |
| 40 |
1.6572 |
1.6048 |
0.0524 |
3.2% |
0.0097 |
0.6% |
58% |
False |
False |
52,528 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0095 |
0.6% |
70% |
False |
False |
35,099 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0092 |
0.6% |
70% |
False |
False |
26,342 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.9% |
0.0079 |
0.5% |
80% |
False |
False |
21,079 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
9.0% |
0.0069 |
0.4% |
85% |
False |
False |
17,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6665 |
|
2.618 |
1.6554 |
|
1.618 |
1.6486 |
|
1.000 |
1.6444 |
|
0.618 |
1.6418 |
|
HIGH |
1.6376 |
|
0.618 |
1.6350 |
|
0.500 |
1.6342 |
|
0.382 |
1.6334 |
|
LOW |
1.6308 |
|
0.618 |
1.6266 |
|
1.000 |
1.6240 |
|
1.618 |
1.6198 |
|
2.618 |
1.6130 |
|
4.250 |
1.6019 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6348 |
1.6383 |
| PP |
1.6345 |
1.6372 |
| S1 |
1.6342 |
1.6362 |
|