CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6409 |
1.6360 |
-0.0049 |
-0.3% |
1.6350 |
| High |
1.6420 |
1.6434 |
0.0014 |
0.1% |
1.6496 |
| Low |
1.6339 |
1.6360 |
0.0021 |
0.1% |
1.6321 |
| Close |
1.6369 |
1.6416 |
0.0047 |
0.3% |
1.6453 |
| Range |
0.0081 |
0.0074 |
-0.0007 |
-8.6% |
0.0175 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
304 |
358 |
54 |
17.8% |
408 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6625 |
1.6595 |
1.6457 |
|
| R3 |
1.6551 |
1.6521 |
1.6436 |
|
| R2 |
1.6477 |
1.6477 |
1.6430 |
|
| R1 |
1.6447 |
1.6447 |
1.6423 |
1.6462 |
| PP |
1.6403 |
1.6403 |
1.6403 |
1.6411 |
| S1 |
1.6373 |
1.6373 |
1.6409 |
1.6388 |
| S2 |
1.6329 |
1.6329 |
1.6402 |
|
| S3 |
1.6255 |
1.6299 |
1.6396 |
|
| S4 |
1.6181 |
1.6225 |
1.6375 |
|
|
| 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% |
0.0078 |
0.5% |
49% |
False |
False |
167 |
| 10 |
1.6554 |
1.6321 |
0.0233 |
1.4% |
0.0074 |
0.4% |
41% |
False |
False |
116 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0062 |
0.4% |
62% |
False |
False |
69 |
| 40 |
1.6554 |
1.6040 |
0.0514 |
3.1% |
0.0047 |
0.3% |
73% |
False |
False |
307 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0032 |
0.2% |
80% |
False |
False |
217 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0024 |
0.1% |
80% |
False |
False |
168 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0019 |
0.1% |
87% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6749 |
|
2.618 |
1.6628 |
|
1.618 |
1.6554 |
|
1.000 |
1.6508 |
|
0.618 |
1.6480 |
|
HIGH |
1.6434 |
|
0.618 |
1.6406 |
|
0.500 |
1.6397 |
|
0.382 |
1.6388 |
|
LOW |
1.6360 |
|
0.618 |
1.6314 |
|
1.000 |
1.6286 |
|
1.618 |
1.6240 |
|
2.618 |
1.6166 |
|
4.250 |
1.6046 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6410 |
1.6418 |
| PP |
1.6403 |
1.6417 |
| S1 |
1.6397 |
1.6417 |
|