CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6268 |
1.6344 |
0.0076 |
0.5% |
1.6364 |
| High |
1.6461 |
1.6356 |
-0.0105 |
-0.6% |
1.6441 |
| Low |
1.6264 |
1.6322 |
0.0058 |
0.4% |
1.6255 |
| Close |
1.6408 |
1.6352 |
-0.0056 |
-0.3% |
1.6269 |
| Range |
0.0197 |
0.0034 |
-0.0163 |
-82.7% |
0.0186 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
15 |
77 |
62 |
413.3% |
8,056 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6445 |
1.6433 |
1.6371 |
|
| R3 |
1.6411 |
1.6399 |
1.6361 |
|
| R2 |
1.6377 |
1.6377 |
1.6358 |
|
| R1 |
1.6365 |
1.6365 |
1.6355 |
1.6371 |
| PP |
1.6343 |
1.6343 |
1.6343 |
1.6347 |
| S1 |
1.6331 |
1.6331 |
1.6349 |
1.6337 |
| S2 |
1.6309 |
1.6309 |
1.6346 |
|
| S3 |
1.6275 |
1.6297 |
1.6343 |
|
| S4 |
1.6241 |
1.6263 |
1.6333 |
|
|
| 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 |
1.6461 |
1.6194 |
0.0267 |
1.6% |
0.0069 |
0.4% |
59% |
False |
False |
33 |
| 10 |
1.6461 |
1.6194 |
0.0267 |
1.6% |
0.0054 |
0.3% |
59% |
False |
False |
1,078 |
| 20 |
1.6461 |
1.6122 |
0.0339 |
2.1% |
0.0044 |
0.3% |
68% |
False |
False |
548 |
| 40 |
1.6461 |
1.5864 |
0.0597 |
3.7% |
0.0025 |
0.1% |
82% |
False |
False |
293 |
| 60 |
1.6461 |
1.5864 |
0.0597 |
3.7% |
0.0016 |
0.1% |
82% |
False |
False |
201 |
| 80 |
1.6461 |
1.5466 |
0.0995 |
6.1% |
0.0012 |
0.1% |
89% |
False |
False |
157 |
| 100 |
1.6461 |
1.5096 |
0.1365 |
8.3% |
0.0010 |
0.1% |
92% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6501 |
|
2.618 |
1.6445 |
|
1.618 |
1.6411 |
|
1.000 |
1.6390 |
|
0.618 |
1.6377 |
|
HIGH |
1.6356 |
|
0.618 |
1.6343 |
|
0.500 |
1.6339 |
|
0.382 |
1.6335 |
|
LOW |
1.6322 |
|
0.618 |
1.6301 |
|
1.000 |
1.6288 |
|
1.618 |
1.6267 |
|
2.618 |
1.6233 |
|
4.250 |
1.6178 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6348 |
1.6344 |
| PP |
1.6343 |
1.6336 |
| S1 |
1.6339 |
1.6328 |
|