CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6381 |
1.6389 |
0.0008 |
0.0% |
1.6459 |
| High |
1.6408 |
1.6452 |
0.0044 |
0.3% |
1.6554 |
| Low |
1.6355 |
1.6389 |
0.0034 |
0.2% |
1.6386 |
| Close |
1.6387 |
1.6431 |
0.0044 |
0.3% |
1.6401 |
| Range |
0.0053 |
0.0063 |
0.0010 |
18.9% |
0.0168 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
158 |
38 |
-120 |
-75.9% |
141 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6613 |
1.6585 |
1.6466 |
|
| R3 |
1.6550 |
1.6522 |
1.6448 |
|
| R2 |
1.6487 |
1.6487 |
1.6443 |
|
| R1 |
1.6459 |
1.6459 |
1.6437 |
1.6473 |
| PP |
1.6424 |
1.6424 |
1.6424 |
1.6431 |
| S1 |
1.6396 |
1.6396 |
1.6425 |
1.6410 |
| S2 |
1.6361 |
1.6361 |
1.6419 |
|
| S3 |
1.6298 |
1.6333 |
1.6414 |
|
| S4 |
1.6235 |
1.6270 |
1.6396 |
|
|
| 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 |
1.6465 |
1.6321 |
0.0144 |
0.9% |
0.0066 |
0.4% |
76% |
False |
False |
71 |
| 10 |
1.6554 |
1.6321 |
0.0233 |
1.4% |
0.0057 |
0.3% |
47% |
False |
False |
42 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0056 |
0.3% |
66% |
False |
False |
302 |
| 40 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0039 |
0.2% |
82% |
False |
False |
288 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0027 |
0.2% |
82% |
False |
False |
205 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0020 |
0.1% |
82% |
False |
False |
159 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0016 |
0.1% |
89% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6720 |
|
2.618 |
1.6617 |
|
1.618 |
1.6554 |
|
1.000 |
1.6515 |
|
0.618 |
1.6491 |
|
HIGH |
1.6452 |
|
0.618 |
1.6428 |
|
0.500 |
1.6421 |
|
0.382 |
1.6413 |
|
LOW |
1.6389 |
|
0.618 |
1.6350 |
|
1.000 |
1.6326 |
|
1.618 |
1.6287 |
|
2.618 |
1.6224 |
|
4.250 |
1.6121 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6428 |
1.6416 |
| PP |
1.6424 |
1.6401 |
| S1 |
1.6421 |
1.6387 |
|