CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6277 |
1.6194 |
-0.0083 |
-0.5% |
1.6364 |
| High |
1.6278 |
1.6242 |
-0.0036 |
-0.2% |
1.6441 |
| Low |
1.6277 |
1.6194 |
-0.0083 |
-0.5% |
1.6255 |
| Close |
1.6278 |
1.6242 |
-0.0036 |
-0.2% |
1.6269 |
| Range |
0.0001 |
0.0048 |
0.0047 |
4,700.0% |
0.0186 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.5% |
0.0000 |
| Volume |
30 |
1 |
-29 |
-96.7% |
8,056 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6370 |
1.6354 |
1.6268 |
|
| R3 |
1.6322 |
1.6306 |
1.6255 |
|
| R2 |
1.6274 |
1.6274 |
1.6251 |
|
| R1 |
1.6258 |
1.6258 |
1.6246 |
1.6266 |
| PP |
1.6226 |
1.6226 |
1.6226 |
1.6230 |
| S1 |
1.6210 |
1.6210 |
1.6238 |
1.6218 |
| S2 |
1.6178 |
1.6178 |
1.6233 |
|
| S3 |
1.6130 |
1.6162 |
1.6229 |
|
| S4 |
1.6082 |
1.6114 |
1.6216 |
|
|
| 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 |
1.6194 |
0.0247 |
1.5% |
0.0053 |
0.3% |
19% |
False |
True |
583 |
| 10 |
1.6441 |
1.6194 |
0.0247 |
1.5% |
0.0040 |
0.2% |
19% |
False |
True |
1,070 |
| 20 |
1.6441 |
1.6062 |
0.0379 |
2.3% |
0.0032 |
0.2% |
47% |
False |
False |
546 |
| 40 |
1.6441 |
1.5864 |
0.0577 |
3.6% |
0.0019 |
0.1% |
66% |
False |
False |
292 |
| 60 |
1.6441 |
1.5864 |
0.0577 |
3.6% |
0.0013 |
0.1% |
66% |
False |
False |
200 |
| 80 |
1.6441 |
1.5466 |
0.0975 |
6.0% |
0.0009 |
0.1% |
80% |
False |
False |
156 |
| 100 |
1.6441 |
1.5096 |
0.1345 |
8.3% |
0.0008 |
0.0% |
85% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6446 |
|
2.618 |
1.6368 |
|
1.618 |
1.6320 |
|
1.000 |
1.6290 |
|
0.618 |
1.6272 |
|
HIGH |
1.6242 |
|
0.618 |
1.6224 |
|
0.500 |
1.6218 |
|
0.382 |
1.6212 |
|
LOW |
1.6194 |
|
0.618 |
1.6164 |
|
1.000 |
1.6146 |
|
1.618 |
1.6116 |
|
2.618 |
1.6068 |
|
4.250 |
1.5990 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6234 |
1.6257 |
| PP |
1.6226 |
1.6252 |
| S1 |
1.6218 |
1.6247 |
|