CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6416 |
1.6337 |
-0.0079 |
-0.5% |
1.6350 |
| High |
1.6416 |
1.6362 |
-0.0054 |
-0.3% |
1.6496 |
| Low |
1.6308 |
1.6301 |
-0.0007 |
0.0% |
1.6321 |
| Close |
1.6349 |
1.6339 |
-0.0010 |
-0.1% |
1.6453 |
| Range |
0.0108 |
0.0061 |
-0.0047 |
-43.5% |
0.0175 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
302 |
176 |
-126 |
-41.7% |
408 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6517 |
1.6489 |
1.6373 |
|
| R3 |
1.6456 |
1.6428 |
1.6356 |
|
| R2 |
1.6395 |
1.6395 |
1.6350 |
|
| R1 |
1.6367 |
1.6367 |
1.6345 |
1.6381 |
| PP |
1.6334 |
1.6334 |
1.6334 |
1.6341 |
| S1 |
1.6306 |
1.6306 |
1.6333 |
1.6320 |
| S2 |
1.6273 |
1.6273 |
1.6328 |
|
| S3 |
1.6212 |
1.6245 |
1.6322 |
|
| S4 |
1.6151 |
1.6184 |
1.6305 |
|
|
| 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 |
1.6301 |
0.0195 |
1.2% |
0.0091 |
0.6% |
19% |
False |
True |
237 |
| 10 |
1.6496 |
1.6301 |
0.0195 |
1.2% |
0.0076 |
0.5% |
19% |
False |
True |
159 |
| 20 |
1.6554 |
1.6264 |
0.0290 |
1.8% |
0.0068 |
0.4% |
26% |
False |
False |
91 |
| 40 |
1.6554 |
1.6062 |
0.0492 |
3.0% |
0.0050 |
0.3% |
56% |
False |
False |
319 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0035 |
0.2% |
69% |
False |
False |
225 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0026 |
0.2% |
69% |
False |
False |
173 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.7% |
0.0021 |
0.1% |
80% |
False |
False |
143 |
| 120 |
1.6554 |
1.5096 |
0.1458 |
8.9% |
0.0018 |
0.1% |
85% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6621 |
|
2.618 |
1.6522 |
|
1.618 |
1.6461 |
|
1.000 |
1.6423 |
|
0.618 |
1.6400 |
|
HIGH |
1.6362 |
|
0.618 |
1.6339 |
|
0.500 |
1.6332 |
|
0.382 |
1.6324 |
|
LOW |
1.6301 |
|
0.618 |
1.6263 |
|
1.000 |
1.6240 |
|
1.618 |
1.6202 |
|
2.618 |
1.6141 |
|
4.250 |
1.6042 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6337 |
1.6368 |
| PP |
1.6334 |
1.6358 |
| S1 |
1.6332 |
1.6349 |
|