CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6395 |
1.6308 |
-0.0087 |
-0.5% |
1.6364 |
| High |
1.6395 |
1.6319 |
-0.0076 |
-0.5% |
1.6441 |
| Low |
1.6324 |
1.6255 |
-0.0069 |
-0.4% |
1.6255 |
| Close |
1.6324 |
1.6269 |
-0.0055 |
-0.3% |
1.6269 |
| Range |
0.0071 |
0.0064 |
-0.0007 |
-9.9% |
0.0186 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.2% |
0.0000 |
| Volume |
269 |
46 |
-223 |
-82.9% |
8,056 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6473 |
1.6435 |
1.6304 |
|
| R3 |
1.6409 |
1.6371 |
1.6287 |
|
| R2 |
1.6345 |
1.6345 |
1.6281 |
|
| R1 |
1.6307 |
1.6307 |
1.6275 |
1.6294 |
| PP |
1.6281 |
1.6281 |
1.6281 |
1.6275 |
| S1 |
1.6243 |
1.6243 |
1.6263 |
1.6230 |
| S2 |
1.6217 |
1.6217 |
1.6257 |
|
| S3 |
1.6153 |
1.6179 |
1.6251 |
|
| S4 |
1.6089 |
1.6115 |
1.6234 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6880 |
1.6760 |
1.6371 |
|
| R3 |
1.6694 |
1.6574 |
1.6320 |
|
| R2 |
1.6508 |
1.6508 |
1.6303 |
|
| R1 |
1.6388 |
1.6388 |
1.6286 |
1.6355 |
| PP |
1.6322 |
1.6322 |
1.6322 |
1.6305 |
| S1 |
1.6202 |
1.6202 |
1.6252 |
1.6169 |
| S2 |
1.6136 |
1.6136 |
1.6235 |
|
| S3 |
1.5950 |
1.6016 |
1.6218 |
|
| S4 |
1.5764 |
1.5830 |
1.6167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6441 |
1.6255 |
0.0186 |
1.1% |
0.0052 |
0.3% |
8% |
False |
True |
1,611 |
| 10 |
1.6441 |
1.6255 |
0.0186 |
1.1% |
0.0050 |
0.3% |
8% |
False |
True |
1,069 |
| 20 |
1.6441 |
1.6040 |
0.0401 |
2.5% |
0.0032 |
0.2% |
57% |
False |
False |
545 |
| 40 |
1.6441 |
1.5864 |
0.0577 |
3.5% |
0.0018 |
0.1% |
70% |
False |
False |
291 |
| 60 |
1.6441 |
1.5864 |
0.0577 |
3.5% |
0.0012 |
0.1% |
70% |
False |
False |
200 |
| 80 |
1.6441 |
1.5466 |
0.0975 |
6.0% |
0.0009 |
0.1% |
82% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6591 |
|
2.618 |
1.6487 |
|
1.618 |
1.6423 |
|
1.000 |
1.6383 |
|
0.618 |
1.6359 |
|
HIGH |
1.6319 |
|
0.618 |
1.6295 |
|
0.500 |
1.6287 |
|
0.382 |
1.6279 |
|
LOW |
1.6255 |
|
0.618 |
1.6215 |
|
1.000 |
1.6191 |
|
1.618 |
1.6151 |
|
2.618 |
1.6087 |
|
4.250 |
1.5983 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6287 |
1.6348 |
| PP |
1.6281 |
1.6322 |
| S1 |
1.6275 |
1.6295 |
|