CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6362 |
1.6345 |
-0.0017 |
-0.1% |
1.6478 |
| High |
1.6376 |
1.6452 |
0.0076 |
0.5% |
1.6500 |
| Low |
1.6308 |
1.6301 |
-0.0007 |
0.0% |
1.6301 |
| Close |
1.6351 |
1.6413 |
0.0062 |
0.4% |
1.6413 |
| Range |
0.0068 |
0.0151 |
0.0083 |
122.1% |
0.0199 |
| ATR |
0.0101 |
0.0104 |
0.0004 |
3.6% |
0.0000 |
| Volume |
89,639 |
111,280 |
21,641 |
24.1% |
505,621 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6842 |
1.6778 |
1.6496 |
|
| R3 |
1.6691 |
1.6627 |
1.6455 |
|
| R2 |
1.6540 |
1.6540 |
1.6441 |
|
| R1 |
1.6476 |
1.6476 |
1.6427 |
1.6508 |
| PP |
1.6389 |
1.6389 |
1.6389 |
1.6405 |
| S1 |
1.6325 |
1.6325 |
1.6399 |
1.6357 |
| S2 |
1.6238 |
1.6238 |
1.6385 |
|
| S3 |
1.6087 |
1.6174 |
1.6371 |
|
| S4 |
1.5936 |
1.6023 |
1.6330 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7002 |
1.6906 |
1.6522 |
|
| R3 |
1.6803 |
1.6707 |
1.6468 |
|
| R2 |
1.6604 |
1.6604 |
1.6449 |
|
| R1 |
1.6508 |
1.6508 |
1.6431 |
1.6457 |
| PP |
1.6405 |
1.6405 |
1.6405 |
1.6379 |
| S1 |
1.6309 |
1.6309 |
1.6395 |
1.6258 |
| S2 |
1.6206 |
1.6206 |
1.6377 |
|
| S3 |
1.6007 |
1.6110 |
1.6358 |
|
| S4 |
1.5808 |
1.5911 |
1.6304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6500 |
1.6301 |
0.0199 |
1.2% |
0.0120 |
0.7% |
56% |
False |
True |
101,124 |
| 10 |
1.6509 |
1.6301 |
0.0208 |
1.3% |
0.0105 |
0.6% |
54% |
False |
True |
94,361 |
| 20 |
1.6572 |
1.6301 |
0.0271 |
1.7% |
0.0098 |
0.6% |
41% |
False |
True |
75,329 |
| 40 |
1.6572 |
1.6059 |
0.0513 |
3.1% |
0.0099 |
0.6% |
69% |
False |
False |
55,303 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0096 |
0.6% |
78% |
False |
False |
36,953 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0094 |
0.6% |
78% |
False |
False |
27,732 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0080 |
0.5% |
86% |
False |
False |
22,191 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
9.0% |
0.0071 |
0.4% |
89% |
False |
False |
18,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7094 |
|
2.618 |
1.6847 |
|
1.618 |
1.6696 |
|
1.000 |
1.6603 |
|
0.618 |
1.6545 |
|
HIGH |
1.6452 |
|
0.618 |
1.6394 |
|
0.500 |
1.6377 |
|
0.382 |
1.6359 |
|
LOW |
1.6301 |
|
0.618 |
1.6208 |
|
1.000 |
1.6150 |
|
1.618 |
1.6057 |
|
2.618 |
1.5906 |
|
4.250 |
1.5659 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6401 |
1.6401 |
| PP |
1.6389 |
1.6389 |
| S1 |
1.6377 |
1.6377 |
|