CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6352 |
1.6396 |
0.0044 |
0.3% |
1.6277 |
| High |
1.6354 |
1.6401 |
0.0047 |
0.3% |
1.6461 |
| Low |
1.6352 |
1.6396 |
0.0044 |
0.3% |
1.6194 |
| Close |
1.6354 |
1.6401 |
0.0047 |
0.3% |
1.6313 |
| Range |
0.0002 |
0.0005 |
0.0003 |
150.0% |
0.0267 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
14 |
1 |
-13 |
-92.9% |
144 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6414 |
1.6413 |
1.6404 |
|
| R3 |
1.6409 |
1.6408 |
1.6402 |
|
| R2 |
1.6404 |
1.6404 |
1.6402 |
|
| R1 |
1.6403 |
1.6403 |
1.6401 |
1.6404 |
| PP |
1.6399 |
1.6399 |
1.6399 |
1.6400 |
| S1 |
1.6398 |
1.6398 |
1.6401 |
1.6399 |
| S2 |
1.6394 |
1.6394 |
1.6400 |
|
| S3 |
1.6389 |
1.6393 |
1.6400 |
|
| S4 |
1.6384 |
1.6388 |
1.6398 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7124 |
1.6985 |
1.6460 |
|
| R3 |
1.6857 |
1.6718 |
1.6386 |
|
| R2 |
1.6590 |
1.6590 |
1.6362 |
|
| R1 |
1.6451 |
1.6451 |
1.6337 |
1.6521 |
| PP |
1.6323 |
1.6323 |
1.6323 |
1.6357 |
| S1 |
1.6184 |
1.6184 |
1.6289 |
1.6254 |
| S2 |
1.6056 |
1.6056 |
1.6264 |
|
| S3 |
1.5789 |
1.5917 |
1.6240 |
|
| S4 |
1.5522 |
1.5650 |
1.6166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6401 |
1.6313 |
0.0088 |
0.5% |
0.0020 |
0.1% |
100% |
True |
False |
25 |
| 10 |
1.6461 |
1.6194 |
0.0267 |
1.6% |
0.0048 |
0.3% |
78% |
False |
False |
49 |
| 20 |
1.6461 |
1.6194 |
0.0267 |
1.6% |
0.0044 |
0.3% |
78% |
False |
False |
545 |
| 40 |
1.6461 |
1.5864 |
0.0597 |
3.6% |
0.0026 |
0.2% |
90% |
False |
False |
293 |
| 60 |
1.6461 |
1.5864 |
0.0597 |
3.6% |
0.0017 |
0.1% |
90% |
False |
False |
200 |
| 80 |
1.6461 |
1.5563 |
0.0898 |
5.5% |
0.0013 |
0.1% |
93% |
False |
False |
155 |
| 100 |
1.6461 |
1.5327 |
0.1134 |
6.9% |
0.0010 |
0.1% |
95% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6422 |
|
2.618 |
1.6414 |
|
1.618 |
1.6409 |
|
1.000 |
1.6406 |
|
0.618 |
1.6404 |
|
HIGH |
1.6401 |
|
0.618 |
1.6399 |
|
0.500 |
1.6399 |
|
0.382 |
1.6398 |
|
LOW |
1.6396 |
|
0.618 |
1.6393 |
|
1.000 |
1.6391 |
|
1.618 |
1.6388 |
|
2.618 |
1.6383 |
|
4.250 |
1.6375 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6400 |
1.6389 |
| PP |
1.6399 |
1.6377 |
| S1 |
1.6399 |
1.6365 |
|