CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6345 |
1.6405 |
0.0060 |
0.4% |
1.6478 |
| High |
1.6452 |
1.6480 |
0.0028 |
0.2% |
1.6500 |
| Low |
1.6301 |
1.6389 |
0.0088 |
0.5% |
1.6301 |
| Close |
1.6413 |
1.6472 |
0.0059 |
0.4% |
1.6413 |
| Range |
0.0151 |
0.0091 |
-0.0060 |
-39.7% |
0.0199 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
111,280 |
131,302 |
20,022 |
18.0% |
505,621 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6720 |
1.6687 |
1.6522 |
|
| R3 |
1.6629 |
1.6596 |
1.6497 |
|
| R2 |
1.6538 |
1.6538 |
1.6489 |
|
| R1 |
1.6505 |
1.6505 |
1.6480 |
1.6522 |
| PP |
1.6447 |
1.6447 |
1.6447 |
1.6455 |
| S1 |
1.6414 |
1.6414 |
1.6464 |
1.6431 |
| S2 |
1.6356 |
1.6356 |
1.6455 |
|
| S3 |
1.6265 |
1.6323 |
1.6447 |
|
| S4 |
1.6174 |
1.6232 |
1.6422 |
|
|
| 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 |
1.6480 |
1.6301 |
0.0179 |
1.1% |
0.0106 |
0.6% |
96% |
True |
False |
108,224 |
| 10 |
1.6509 |
1.6301 |
0.0208 |
1.3% |
0.0105 |
0.6% |
82% |
False |
False |
99,139 |
| 20 |
1.6572 |
1.6301 |
0.0271 |
1.6% |
0.0099 |
0.6% |
63% |
False |
False |
78,346 |
| 40 |
1.6572 |
1.6059 |
0.0513 |
3.1% |
0.0099 |
0.6% |
81% |
False |
False |
58,578 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0095 |
0.6% |
86% |
False |
False |
39,140 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0094 |
0.6% |
86% |
False |
False |
29,374 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0081 |
0.5% |
91% |
False |
False |
23,502 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
8.9% |
0.0071 |
0.4% |
93% |
False |
False |
19,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6867 |
|
2.618 |
1.6718 |
|
1.618 |
1.6627 |
|
1.000 |
1.6571 |
|
0.618 |
1.6536 |
|
HIGH |
1.6480 |
|
0.618 |
1.6445 |
|
0.500 |
1.6435 |
|
0.382 |
1.6424 |
|
LOW |
1.6389 |
|
0.618 |
1.6333 |
|
1.000 |
1.6298 |
|
1.618 |
1.6242 |
|
2.618 |
1.6151 |
|
4.250 |
1.6002 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6460 |
1.6445 |
| PP |
1.6447 |
1.6418 |
| S1 |
1.6435 |
1.6391 |
|