CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6405 |
1.6469 |
0.0064 |
0.4% |
1.6478 |
| High |
1.6480 |
1.6581 |
0.0101 |
0.6% |
1.6500 |
| Low |
1.6389 |
1.6443 |
0.0054 |
0.3% |
1.6301 |
| Close |
1.6472 |
1.6570 |
0.0098 |
0.6% |
1.6413 |
| Range |
0.0091 |
0.0138 |
0.0047 |
51.6% |
0.0199 |
| ATR |
0.0103 |
0.0106 |
0.0002 |
2.4% |
0.0000 |
| Volume |
131,302 |
130,565 |
-737 |
-0.6% |
505,621 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6945 |
1.6896 |
1.6646 |
|
| R3 |
1.6807 |
1.6758 |
1.6608 |
|
| R2 |
1.6669 |
1.6669 |
1.6595 |
|
| R1 |
1.6620 |
1.6620 |
1.6583 |
1.6645 |
| PP |
1.6531 |
1.6531 |
1.6531 |
1.6544 |
| S1 |
1.6482 |
1.6482 |
1.6557 |
1.6507 |
| S2 |
1.6393 |
1.6393 |
1.6545 |
|
| S3 |
1.6255 |
1.6344 |
1.6532 |
|
| S4 |
1.6117 |
1.6206 |
1.6494 |
|
|
| 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 |
1.6581 |
1.6301 |
0.0280 |
1.7% |
0.0113 |
0.7% |
96% |
True |
False |
115,745 |
| 10 |
1.6581 |
1.6301 |
0.0280 |
1.7% |
0.0112 |
0.7% |
96% |
True |
False |
105,818 |
| 20 |
1.6581 |
1.6301 |
0.0280 |
1.7% |
0.0102 |
0.6% |
96% |
True |
False |
81,078 |
| 40 |
1.6581 |
1.6120 |
0.0461 |
2.8% |
0.0099 |
0.6% |
98% |
True |
False |
61,828 |
| 60 |
1.6581 |
1.5840 |
0.0741 |
4.5% |
0.0096 |
0.6% |
99% |
True |
False |
41,314 |
| 80 |
1.6581 |
1.5840 |
0.0741 |
4.5% |
0.0095 |
0.6% |
99% |
True |
False |
31,005 |
| 100 |
1.6581 |
1.5474 |
0.1107 |
6.7% |
0.0082 |
0.5% |
99% |
True |
False |
24,808 |
| 120 |
1.6581 |
1.5101 |
0.1480 |
8.9% |
0.0073 |
0.4% |
99% |
True |
False |
20,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7168 |
|
2.618 |
1.6942 |
|
1.618 |
1.6804 |
|
1.000 |
1.6719 |
|
0.618 |
1.6666 |
|
HIGH |
1.6581 |
|
0.618 |
1.6528 |
|
0.500 |
1.6512 |
|
0.382 |
1.6496 |
|
LOW |
1.6443 |
|
0.618 |
1.6358 |
|
1.000 |
1.6305 |
|
1.618 |
1.6220 |
|
2.618 |
1.6082 |
|
4.250 |
1.5857 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6551 |
1.6527 |
| PP |
1.6531 |
1.6484 |
| S1 |
1.6512 |
1.6441 |
|