CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6420 |
1.6459 |
0.0039 |
0.2% |
1.6342 |
| High |
1.6528 |
1.6501 |
-0.0027 |
-0.2% |
1.6528 |
| Low |
1.6420 |
1.6455 |
0.0035 |
0.2% |
1.6328 |
| Close |
1.6441 |
1.6500 |
0.0059 |
0.4% |
1.6441 |
| Range |
0.0108 |
0.0046 |
-0.0062 |
-57.4% |
0.0200 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1 |
43 |
42 |
4,200.0% |
32 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6623 |
1.6608 |
1.6525 |
|
| R3 |
1.6577 |
1.6562 |
1.6513 |
|
| R2 |
1.6531 |
1.6531 |
1.6508 |
|
| R1 |
1.6516 |
1.6516 |
1.6504 |
1.6524 |
| PP |
1.6485 |
1.6485 |
1.6485 |
1.6489 |
| S1 |
1.6470 |
1.6470 |
1.6496 |
1.6478 |
| S2 |
1.6439 |
1.6439 |
1.6492 |
|
| S3 |
1.6393 |
1.6424 |
1.6487 |
|
| S4 |
1.6347 |
1.6378 |
1.6475 |
|
|
| 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 |
1.6328 |
0.0200 |
1.2% |
0.0035 |
0.2% |
86% |
False |
False |
15 |
| 10 |
1.6528 |
1.6194 |
0.0334 |
2.0% |
0.0050 |
0.3% |
92% |
False |
False |
21 |
| 20 |
1.6528 |
1.6194 |
0.0334 |
2.0% |
0.0050 |
0.3% |
92% |
False |
False |
545 |
| 40 |
1.6528 |
1.5864 |
0.0664 |
4.0% |
0.0030 |
0.2% |
96% |
False |
False |
294 |
| 60 |
1.6528 |
1.5864 |
0.0664 |
4.0% |
0.0020 |
0.1% |
96% |
False |
False |
199 |
| 80 |
1.6528 |
1.5605 |
0.0923 |
5.6% |
0.0015 |
0.1% |
97% |
False |
False |
154 |
| 100 |
1.6528 |
1.5416 |
0.1112 |
6.7% |
0.0012 |
0.1% |
97% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6697 |
|
2.618 |
1.6621 |
|
1.618 |
1.6575 |
|
1.000 |
1.6547 |
|
0.618 |
1.6529 |
|
HIGH |
1.6501 |
|
0.618 |
1.6483 |
|
0.500 |
1.6478 |
|
0.382 |
1.6473 |
|
LOW |
1.6455 |
|
0.618 |
1.6427 |
|
1.000 |
1.6409 |
|
1.618 |
1.6381 |
|
2.618 |
1.6335 |
|
4.250 |
1.6260 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6493 |
1.6487 |
| PP |
1.6485 |
1.6475 |
| S1 |
1.6478 |
1.6462 |
|