CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6396 |
1.6420 |
0.0024 |
0.1% |
1.6342 |
| High |
1.6401 |
1.6528 |
0.0127 |
0.8% |
1.6528 |
| Low |
1.6396 |
1.6420 |
0.0024 |
0.1% |
1.6328 |
| Close |
1.6401 |
1.6441 |
0.0040 |
0.2% |
1.6441 |
| Range |
0.0005 |
0.0108 |
0.0103 |
2,060.0% |
0.0200 |
| ATR |
0.0062 |
0.0067 |
0.0005 |
7.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6787 |
1.6722 |
1.6500 |
|
| R3 |
1.6679 |
1.6614 |
1.6471 |
|
| R2 |
1.6571 |
1.6571 |
1.6461 |
|
| R1 |
1.6506 |
1.6506 |
1.6451 |
1.6539 |
| PP |
1.6463 |
1.6463 |
1.6463 |
1.6479 |
| S1 |
1.6398 |
1.6398 |
1.6431 |
1.6431 |
| S2 |
1.6355 |
1.6355 |
1.6421 |
|
| S3 |
1.6247 |
1.6290 |
1.6411 |
|
| S4 |
1.6139 |
1.6182 |
1.6382 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7032 |
1.6937 |
1.6551 |
|
| R3 |
1.6832 |
1.6737 |
1.6496 |
|
| R2 |
1.6632 |
1.6632 |
1.6478 |
|
| R1 |
1.6537 |
1.6537 |
1.6459 |
1.6585 |
| PP |
1.6432 |
1.6432 |
1.6432 |
1.6456 |
| S1 |
1.6337 |
1.6337 |
1.6423 |
1.6385 |
| S2 |
1.6232 |
1.6232 |
1.6404 |
|
| S3 |
1.6032 |
1.6137 |
1.6386 |
|
| S4 |
1.5832 |
1.5937 |
1.6331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6528 |
1.6313 |
0.0215 |
1.3% |
0.0035 |
0.2% |
60% |
True |
False |
10 |
| 10 |
1.6528 |
1.6194 |
0.0334 |
2.0% |
0.0052 |
0.3% |
74% |
True |
False |
22 |
| 20 |
1.6528 |
1.6194 |
0.0334 |
2.0% |
0.0050 |
0.3% |
74% |
True |
False |
544 |
| 40 |
1.6528 |
1.5864 |
0.0664 |
4.0% |
0.0029 |
0.2% |
87% |
True |
False |
293 |
| 60 |
1.6528 |
1.5864 |
0.0664 |
4.0% |
0.0019 |
0.1% |
87% |
True |
False |
199 |
| 80 |
1.6528 |
1.5563 |
0.0965 |
5.9% |
0.0014 |
0.1% |
91% |
True |
False |
154 |
| 100 |
1.6528 |
1.5416 |
0.1112 |
6.8% |
0.0012 |
0.1% |
92% |
True |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6987 |
|
2.618 |
1.6811 |
|
1.618 |
1.6703 |
|
1.000 |
1.6636 |
|
0.618 |
1.6595 |
|
HIGH |
1.6528 |
|
0.618 |
1.6487 |
|
0.500 |
1.6474 |
|
0.382 |
1.6461 |
|
LOW |
1.6420 |
|
0.618 |
1.6353 |
|
1.000 |
1.6312 |
|
1.618 |
1.6245 |
|
2.618 |
1.6137 |
|
4.250 |
1.5961 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6474 |
1.6441 |
| PP |
1.6463 |
1.6440 |
| S1 |
1.6452 |
1.6440 |
|