CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6419 |
1.6350 |
-0.0069 |
-0.4% |
1.6459 |
| High |
1.6444 |
1.6413 |
-0.0031 |
-0.2% |
1.6554 |
| Low |
1.6386 |
1.6321 |
-0.0065 |
-0.4% |
1.6386 |
| Close |
1.6401 |
1.6385 |
-0.0016 |
-0.1% |
1.6401 |
| Range |
0.0058 |
0.0092 |
0.0034 |
58.6% |
0.0168 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
2.0% |
0.0000 |
| Volume |
50 |
75 |
25 |
50.0% |
141 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6649 |
1.6609 |
1.6436 |
|
| R3 |
1.6557 |
1.6517 |
1.6410 |
|
| R2 |
1.6465 |
1.6465 |
1.6402 |
|
| R1 |
1.6425 |
1.6425 |
1.6393 |
1.6445 |
| PP |
1.6373 |
1.6373 |
1.6373 |
1.6383 |
| S1 |
1.6333 |
1.6333 |
1.6377 |
1.6353 |
| S2 |
1.6281 |
1.6281 |
1.6368 |
|
| S3 |
1.6189 |
1.6241 |
1.6360 |
|
| S4 |
1.6097 |
1.6149 |
1.6334 |
|
|
| 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 |
1.6321 |
0.0233 |
1.4% |
0.0067 |
0.4% |
27% |
False |
True |
43 |
| 10 |
1.6554 |
1.6313 |
0.0241 |
1.5% |
0.0051 |
0.3% |
30% |
False |
False |
26 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0052 |
0.3% |
53% |
False |
False |
552 |
| 40 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0037 |
0.2% |
76% |
False |
False |
290 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0025 |
0.2% |
76% |
False |
False |
202 |
| 80 |
1.6554 |
1.5784 |
0.0770 |
4.7% |
0.0019 |
0.1% |
78% |
False |
False |
157 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0015 |
0.1% |
84% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6804 |
|
2.618 |
1.6654 |
|
1.618 |
1.6562 |
|
1.000 |
1.6505 |
|
0.618 |
1.6470 |
|
HIGH |
1.6413 |
|
0.618 |
1.6378 |
|
0.500 |
1.6367 |
|
0.382 |
1.6356 |
|
LOW |
1.6321 |
|
0.618 |
1.6264 |
|
1.000 |
1.6229 |
|
1.618 |
1.6172 |
|
2.618 |
1.6080 |
|
4.250 |
1.5930 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6379 |
1.6393 |
| PP |
1.6373 |
1.6390 |
| S1 |
1.6367 |
1.6388 |
|