CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6465 |
1.6419 |
-0.0046 |
-0.3% |
1.6459 |
| High |
1.6465 |
1.6444 |
-0.0021 |
-0.1% |
1.6554 |
| Low |
1.6402 |
1.6386 |
-0.0016 |
-0.1% |
1.6386 |
| Close |
1.6402 |
1.6401 |
-0.0001 |
0.0% |
1.6401 |
| Range |
0.0063 |
0.0058 |
-0.0005 |
-7.9% |
0.0168 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
35 |
50 |
15 |
42.9% |
141 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6584 |
1.6551 |
1.6433 |
|
| R3 |
1.6526 |
1.6493 |
1.6417 |
|
| R2 |
1.6468 |
1.6468 |
1.6412 |
|
| R1 |
1.6435 |
1.6435 |
1.6406 |
1.6423 |
| PP |
1.6410 |
1.6410 |
1.6410 |
1.6404 |
| S1 |
1.6377 |
1.6377 |
1.6396 |
1.6365 |
| S2 |
1.6352 |
1.6352 |
1.6390 |
|
| S3 |
1.6294 |
1.6319 |
1.6385 |
|
| S4 |
1.6236 |
1.6261 |
1.6369 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6951 |
1.6844 |
1.6493 |
|
| R3 |
1.6783 |
1.6676 |
1.6447 |
|
| R2 |
1.6615 |
1.6615 |
1.6432 |
|
| R1 |
1.6508 |
1.6508 |
1.6416 |
1.6478 |
| PP |
1.6447 |
1.6447 |
1.6447 |
1.6432 |
| S1 |
1.6340 |
1.6340 |
1.6386 |
1.6310 |
| S2 |
1.6279 |
1.6279 |
1.6370 |
|
| S3 |
1.6111 |
1.6172 |
1.6355 |
|
| S4 |
1.5943 |
1.6004 |
1.6309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6554 |
1.6386 |
0.0168 |
1.0% |
0.0071 |
0.4% |
9% |
False |
True |
28 |
| 10 |
1.6554 |
1.6313 |
0.0241 |
1.5% |
0.0045 |
0.3% |
37% |
False |
False |
27 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0049 |
0.3% |
58% |
False |
False |
549 |
| 40 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0035 |
0.2% |
78% |
False |
False |
295 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0023 |
0.1% |
78% |
False |
False |
201 |
| 80 |
1.6554 |
1.5784 |
0.0770 |
4.7% |
0.0017 |
0.1% |
80% |
False |
False |
156 |
| 100 |
1.6554 |
1.5416 |
0.1138 |
6.9% |
0.0014 |
0.1% |
87% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6691 |
|
2.618 |
1.6596 |
|
1.618 |
1.6538 |
|
1.000 |
1.6502 |
|
0.618 |
1.6480 |
|
HIGH |
1.6444 |
|
0.618 |
1.6422 |
|
0.500 |
1.6415 |
|
0.382 |
1.6408 |
|
LOW |
1.6386 |
|
0.618 |
1.6350 |
|
1.000 |
1.6328 |
|
1.618 |
1.6292 |
|
2.618 |
1.6234 |
|
4.250 |
1.6140 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6415 |
1.6470 |
| PP |
1.6410 |
1.6447 |
| S1 |
1.6406 |
1.6424 |
|