CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6389 |
1.6425 |
0.0036 |
0.2% |
1.6459 |
| High |
1.6452 |
1.6467 |
0.0015 |
0.1% |
1.6554 |
| Low |
1.6389 |
1.6425 |
0.0036 |
0.2% |
1.6386 |
| Close |
1.6431 |
1.6451 |
0.0020 |
0.1% |
1.6401 |
| Range |
0.0063 |
0.0042 |
-0.0021 |
-33.3% |
0.0168 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
38 |
90 |
52 |
136.8% |
141 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6574 |
1.6554 |
1.6474 |
|
| R3 |
1.6532 |
1.6512 |
1.6463 |
|
| R2 |
1.6490 |
1.6490 |
1.6459 |
|
| R1 |
1.6470 |
1.6470 |
1.6455 |
1.6480 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6453 |
| S1 |
1.6428 |
1.6428 |
1.6447 |
1.6438 |
| S2 |
1.6406 |
1.6406 |
1.6443 |
|
| S3 |
1.6364 |
1.6386 |
1.6439 |
|
| S4 |
1.6322 |
1.6344 |
1.6428 |
|
|
| 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 |
1.6467 |
1.6321 |
0.0146 |
0.9% |
0.0062 |
0.4% |
89% |
True |
False |
82 |
| 10 |
1.6554 |
1.6321 |
0.0233 |
1.4% |
0.0061 |
0.4% |
56% |
False |
False |
50 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0058 |
0.4% |
71% |
False |
False |
178 |
| 40 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0040 |
0.2% |
85% |
False |
False |
290 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0027 |
0.2% |
85% |
False |
False |
206 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0021 |
0.1% |
85% |
False |
False |
159 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0016 |
0.1% |
91% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6646 |
|
2.618 |
1.6577 |
|
1.618 |
1.6535 |
|
1.000 |
1.6509 |
|
0.618 |
1.6493 |
|
HIGH |
1.6467 |
|
0.618 |
1.6451 |
|
0.500 |
1.6446 |
|
0.382 |
1.6441 |
|
LOW |
1.6425 |
|
0.618 |
1.6399 |
|
1.000 |
1.6383 |
|
1.618 |
1.6357 |
|
2.618 |
1.6315 |
|
4.250 |
1.6247 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6449 |
1.6438 |
| PP |
1.6448 |
1.6424 |
| S1 |
1.6446 |
1.6411 |
|