CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6632 |
1.6476 |
-0.0156 |
-0.9% |
1.6405 |
| High |
1.6662 |
1.6582 |
-0.0080 |
-0.5% |
1.6662 |
| Low |
1.6472 |
1.6465 |
-0.0007 |
0.0% |
1.6389 |
| Close |
1.6500 |
1.6568 |
0.0068 |
0.4% |
1.6500 |
| Range |
0.0190 |
0.0117 |
-0.0073 |
-38.4% |
0.0273 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.4% |
0.0000 |
| Volume |
157,070 |
83,589 |
-73,481 |
-46.8% |
553,859 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6889 |
1.6846 |
1.6632 |
|
| R3 |
1.6772 |
1.6729 |
1.6600 |
|
| R2 |
1.6655 |
1.6655 |
1.6589 |
|
| R1 |
1.6612 |
1.6612 |
1.6579 |
1.6634 |
| PP |
1.6538 |
1.6538 |
1.6538 |
1.6549 |
| S1 |
1.6495 |
1.6495 |
1.6557 |
1.6517 |
| S2 |
1.6421 |
1.6421 |
1.6547 |
|
| S3 |
1.6304 |
1.6378 |
1.6536 |
|
| S4 |
1.6187 |
1.6261 |
1.6504 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7336 |
1.7191 |
1.6650 |
|
| R3 |
1.7063 |
1.6918 |
1.6575 |
|
| R2 |
1.6790 |
1.6790 |
1.6550 |
|
| R1 |
1.6645 |
1.6645 |
1.6525 |
1.6718 |
| PP |
1.6517 |
1.6517 |
1.6517 |
1.6553 |
| S1 |
1.6372 |
1.6372 |
1.6475 |
1.6445 |
| S2 |
1.6244 |
1.6244 |
1.6450 |
|
| S3 |
1.5971 |
1.6099 |
1.6425 |
|
| S4 |
1.5698 |
1.5826 |
1.6350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6662 |
1.6389 |
0.0273 |
1.6% |
0.0125 |
0.8% |
66% |
False |
False |
127,489 |
| 10 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0122 |
0.7% |
74% |
False |
False |
114,306 |
| 20 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0113 |
0.7% |
74% |
False |
False |
95,374 |
| 40 |
1.6662 |
1.6184 |
0.0478 |
2.9% |
0.0104 |
0.6% |
80% |
False |
False |
70,921 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
89% |
False |
False |
47,567 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
89% |
False |
False |
35,699 |
| 100 |
1.6662 |
1.5571 |
0.1091 |
6.6% |
0.0086 |
0.5% |
91% |
False |
False |
28,564 |
| 120 |
1.6662 |
1.5204 |
0.1458 |
8.8% |
0.0075 |
0.4% |
94% |
False |
False |
23,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7079 |
|
2.618 |
1.6888 |
|
1.618 |
1.6771 |
|
1.000 |
1.6699 |
|
0.618 |
1.6654 |
|
HIGH |
1.6582 |
|
0.618 |
1.6537 |
|
0.500 |
1.6524 |
|
0.382 |
1.6510 |
|
LOW |
1.6465 |
|
0.618 |
1.6393 |
|
1.000 |
1.6348 |
|
1.618 |
1.6276 |
|
2.618 |
1.6159 |
|
4.250 |
1.5968 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6553 |
1.6567 |
| PP |
1.6538 |
1.6565 |
| S1 |
1.6524 |
1.6564 |
|