CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6452 |
1.6409 |
-0.0043 |
-0.3% |
1.6350 |
| High |
1.6496 |
1.6420 |
-0.0076 |
-0.5% |
1.6496 |
| Low |
1.6365 |
1.6339 |
-0.0026 |
-0.2% |
1.6321 |
| Close |
1.6453 |
1.6369 |
-0.0084 |
-0.5% |
1.6453 |
| Range |
0.0131 |
0.0081 |
-0.0050 |
-38.2% |
0.0175 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
3.9% |
0.0000 |
| Volume |
47 |
304 |
257 |
546.8% |
408 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6619 |
1.6575 |
1.6414 |
|
| R3 |
1.6538 |
1.6494 |
1.6391 |
|
| R2 |
1.6457 |
1.6457 |
1.6384 |
|
| R1 |
1.6413 |
1.6413 |
1.6376 |
1.6395 |
| PP |
1.6376 |
1.6376 |
1.6376 |
1.6367 |
| S1 |
1.6332 |
1.6332 |
1.6362 |
1.6314 |
| S2 |
1.6295 |
1.6295 |
1.6354 |
|
| S3 |
1.6214 |
1.6251 |
1.6347 |
|
| S4 |
1.6133 |
1.6170 |
1.6324 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6948 |
1.6876 |
1.6549 |
|
| R3 |
1.6773 |
1.6701 |
1.6501 |
|
| R2 |
1.6598 |
1.6598 |
1.6485 |
|
| R1 |
1.6526 |
1.6526 |
1.6469 |
1.6562 |
| PP |
1.6423 |
1.6423 |
1.6423 |
1.6442 |
| S1 |
1.6351 |
1.6351 |
1.6437 |
1.6387 |
| S2 |
1.6248 |
1.6248 |
1.6421 |
|
| S3 |
1.6073 |
1.6176 |
1.6405 |
|
| S4 |
1.5898 |
1.6001 |
1.6357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6496 |
1.6339 |
0.0157 |
1.0% |
0.0074 |
0.5% |
19% |
False |
True |
127 |
| 10 |
1.6554 |
1.6321 |
0.0233 |
1.4% |
0.0071 |
0.4% |
21% |
False |
False |
85 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0061 |
0.4% |
49% |
False |
False |
53 |
| 40 |
1.6554 |
1.6030 |
0.0524 |
3.2% |
0.0045 |
0.3% |
65% |
False |
False |
298 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0031 |
0.2% |
73% |
False |
False |
211 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0023 |
0.1% |
73% |
False |
False |
163 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0019 |
0.1% |
83% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6764 |
|
2.618 |
1.6632 |
|
1.618 |
1.6551 |
|
1.000 |
1.6501 |
|
0.618 |
1.6470 |
|
HIGH |
1.6420 |
|
0.618 |
1.6389 |
|
0.500 |
1.6380 |
|
0.382 |
1.6370 |
|
LOW |
1.6339 |
|
0.618 |
1.6289 |
|
1.000 |
1.6258 |
|
1.618 |
1.6208 |
|
2.618 |
1.6127 |
|
4.250 |
1.5995 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6380 |
1.6418 |
| PP |
1.6376 |
1.6401 |
| S1 |
1.6373 |
1.6385 |
|