CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6360 |
1.6416 |
0.0056 |
0.3% |
1.6350 |
| High |
1.6434 |
1.6416 |
-0.0018 |
-0.1% |
1.6496 |
| Low |
1.6360 |
1.6308 |
-0.0052 |
-0.3% |
1.6321 |
| Close |
1.6416 |
1.6349 |
-0.0067 |
-0.4% |
1.6453 |
| Range |
0.0074 |
0.0108 |
0.0034 |
45.9% |
0.0175 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
3.0% |
0.0000 |
| Volume |
358 |
302 |
-56 |
-15.6% |
408 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6682 |
1.6623 |
1.6408 |
|
| R3 |
1.6574 |
1.6515 |
1.6379 |
|
| R2 |
1.6466 |
1.6466 |
1.6369 |
|
| R1 |
1.6407 |
1.6407 |
1.6359 |
1.6383 |
| PP |
1.6358 |
1.6358 |
1.6358 |
1.6345 |
| S1 |
1.6299 |
1.6299 |
1.6339 |
1.6275 |
| S2 |
1.6250 |
1.6250 |
1.6329 |
|
| S3 |
1.6142 |
1.6191 |
1.6319 |
|
| S4 |
1.6034 |
1.6083 |
1.6290 |
|
|
| 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 |
1.6308 |
0.0188 |
1.1% |
0.0087 |
0.5% |
22% |
False |
True |
220 |
| 10 |
1.6496 |
1.6308 |
0.0188 |
1.1% |
0.0077 |
0.5% |
22% |
False |
True |
145 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0067 |
0.4% |
43% |
False |
False |
82 |
| 40 |
1.6554 |
1.6062 |
0.0492 |
3.0% |
0.0048 |
0.3% |
58% |
False |
False |
314 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0034 |
0.2% |
70% |
False |
False |
222 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0026 |
0.2% |
70% |
False |
False |
171 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.7% |
0.0020 |
0.1% |
81% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6875 |
|
2.618 |
1.6699 |
|
1.618 |
1.6591 |
|
1.000 |
1.6524 |
|
0.618 |
1.6483 |
|
HIGH |
1.6416 |
|
0.618 |
1.6375 |
|
0.500 |
1.6362 |
|
0.382 |
1.6349 |
|
LOW |
1.6308 |
|
0.618 |
1.6241 |
|
1.000 |
1.6200 |
|
1.618 |
1.6133 |
|
2.618 |
1.6025 |
|
4.250 |
1.5849 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6362 |
1.6371 |
| PP |
1.6358 |
1.6364 |
| S1 |
1.6353 |
1.6356 |
|