CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6350 |
1.6381 |
0.0031 |
0.2% |
1.6459 |
| High |
1.6413 |
1.6408 |
-0.0005 |
0.0% |
1.6554 |
| Low |
1.6321 |
1.6355 |
0.0034 |
0.2% |
1.6386 |
| Close |
1.6385 |
1.6387 |
0.0002 |
0.0% |
1.6401 |
| Range |
0.0092 |
0.0053 |
-0.0039 |
-42.4% |
0.0168 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
75 |
158 |
83 |
110.7% |
141 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6542 |
1.6518 |
1.6416 |
|
| R3 |
1.6489 |
1.6465 |
1.6402 |
|
| R2 |
1.6436 |
1.6436 |
1.6397 |
|
| R1 |
1.6412 |
1.6412 |
1.6392 |
1.6424 |
| PP |
1.6383 |
1.6383 |
1.6383 |
1.6390 |
| S1 |
1.6359 |
1.6359 |
1.6382 |
1.6371 |
| S2 |
1.6330 |
1.6330 |
1.6377 |
|
| S3 |
1.6277 |
1.6306 |
1.6372 |
|
| S4 |
1.6224 |
1.6253 |
1.6358 |
|
|
| 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% |
0.0069 |
0.4% |
28% |
False |
False |
66 |
| 10 |
1.6554 |
1.6321 |
0.0233 |
1.4% |
0.0052 |
0.3% |
28% |
False |
False |
40 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0055 |
0.3% |
54% |
False |
False |
430 |
| 40 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0038 |
0.2% |
76% |
False |
False |
287 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0026 |
0.2% |
76% |
False |
False |
204 |
| 80 |
1.6554 |
1.5851 |
0.0703 |
4.3% |
0.0019 |
0.1% |
76% |
False |
False |
158 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0015 |
0.1% |
85% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6633 |
|
2.618 |
1.6547 |
|
1.618 |
1.6494 |
|
1.000 |
1.6461 |
|
0.618 |
1.6441 |
|
HIGH |
1.6408 |
|
0.618 |
1.6388 |
|
0.500 |
1.6382 |
|
0.382 |
1.6375 |
|
LOW |
1.6355 |
|
0.618 |
1.6322 |
|
1.000 |
1.6302 |
|
1.618 |
1.6269 |
|
2.618 |
1.6216 |
|
4.250 |
1.6130 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6385 |
1.6386 |
| PP |
1.6383 |
1.6384 |
| S1 |
1.6382 |
1.6383 |
|