CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6459 |
1.6476 |
0.0017 |
0.1% |
1.6342 |
| High |
1.6501 |
1.6554 |
0.0053 |
0.3% |
1.6528 |
| Low |
1.6455 |
1.6476 |
0.0021 |
0.1% |
1.6328 |
| Close |
1.6500 |
1.6546 |
0.0046 |
0.3% |
1.6441 |
| Range |
0.0046 |
0.0078 |
0.0032 |
69.6% |
0.0200 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
43 |
13 |
-30 |
-69.8% |
32 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6759 |
1.6731 |
1.6589 |
|
| R3 |
1.6681 |
1.6653 |
1.6567 |
|
| R2 |
1.6603 |
1.6603 |
1.6560 |
|
| R1 |
1.6575 |
1.6575 |
1.6553 |
1.6589 |
| PP |
1.6525 |
1.6525 |
1.6525 |
1.6533 |
| S1 |
1.6497 |
1.6497 |
1.6539 |
1.6511 |
| S2 |
1.6447 |
1.6447 |
1.6532 |
|
| S3 |
1.6369 |
1.6419 |
1.6525 |
|
| S4 |
1.6291 |
1.6341 |
1.6503 |
|
|
| 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 |
1.6554 |
1.6352 |
0.0202 |
1.2% |
0.0048 |
0.3% |
96% |
True |
False |
14 |
| 10 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0058 |
0.3% |
98% |
True |
False |
20 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0050 |
0.3% |
98% |
True |
False |
545 |
| 40 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0032 |
0.2% |
99% |
True |
False |
294 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0021 |
0.1% |
99% |
True |
False |
200 |
| 80 |
1.6554 |
1.5673 |
0.0881 |
5.3% |
0.0016 |
0.1% |
99% |
True |
False |
155 |
| 100 |
1.6554 |
1.5416 |
0.1138 |
6.9% |
0.0013 |
0.1% |
99% |
True |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6886 |
|
2.618 |
1.6758 |
|
1.618 |
1.6680 |
|
1.000 |
1.6632 |
|
0.618 |
1.6602 |
|
HIGH |
1.6554 |
|
0.618 |
1.6524 |
|
0.500 |
1.6515 |
|
0.382 |
1.6506 |
|
LOW |
1.6476 |
|
0.618 |
1.6428 |
|
1.000 |
1.6398 |
|
1.618 |
1.6350 |
|
2.618 |
1.6272 |
|
4.250 |
1.6145 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6536 |
1.6526 |
| PP |
1.6525 |
1.6507 |
| S1 |
1.6515 |
1.6487 |
|