CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6325 |
1.6393 |
0.0068 |
0.4% |
1.6409 |
| High |
1.6437 |
1.6464 |
0.0027 |
0.2% |
1.6437 |
| Low |
1.6295 |
1.6384 |
0.0089 |
0.5% |
1.6295 |
| Close |
1.6401 |
1.6460 |
0.0059 |
0.4% |
1.6401 |
| Range |
0.0142 |
0.0080 |
-0.0062 |
-43.7% |
0.0142 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
59 |
177 |
118 |
200.0% |
1,199 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6676 |
1.6648 |
1.6504 |
|
| R3 |
1.6596 |
1.6568 |
1.6482 |
|
| R2 |
1.6516 |
1.6516 |
1.6475 |
|
| R1 |
1.6488 |
1.6488 |
1.6467 |
1.6502 |
| PP |
1.6436 |
1.6436 |
1.6436 |
1.6443 |
| S1 |
1.6408 |
1.6408 |
1.6453 |
1.6422 |
| S2 |
1.6356 |
1.6356 |
1.6445 |
|
| S3 |
1.6276 |
1.6328 |
1.6438 |
|
| S4 |
1.6196 |
1.6248 |
1.6416 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6804 |
1.6744 |
1.6479 |
|
| R3 |
1.6662 |
1.6602 |
1.6440 |
|
| R2 |
1.6520 |
1.6520 |
1.6427 |
|
| R1 |
1.6460 |
1.6460 |
1.6414 |
1.6419 |
| PP |
1.6378 |
1.6378 |
1.6378 |
1.6357 |
| S1 |
1.6318 |
1.6318 |
1.6388 |
1.6277 |
| S2 |
1.6236 |
1.6236 |
1.6375 |
|
| S3 |
1.6094 |
1.6176 |
1.6362 |
|
| S4 |
1.5952 |
1.6034 |
1.6323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6464 |
1.6295 |
0.0169 |
1.0% |
0.0093 |
0.6% |
98% |
True |
False |
214 |
| 10 |
1.6496 |
1.6295 |
0.0201 |
1.2% |
0.0084 |
0.5% |
82% |
False |
False |
170 |
| 20 |
1.6554 |
1.6295 |
0.0259 |
1.6% |
0.0067 |
0.4% |
64% |
False |
False |
98 |
| 40 |
1.6554 |
1.6122 |
0.0432 |
2.6% |
0.0055 |
0.3% |
78% |
False |
False |
323 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0039 |
0.2% |
86% |
False |
False |
228 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0029 |
0.2% |
86% |
False |
False |
175 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0023 |
0.1% |
91% |
False |
False |
145 |
| 120 |
1.6554 |
1.5096 |
0.1458 |
8.9% |
0.0019 |
0.1% |
94% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6804 |
|
2.618 |
1.6673 |
|
1.618 |
1.6593 |
|
1.000 |
1.6544 |
|
0.618 |
1.6513 |
|
HIGH |
1.6464 |
|
0.618 |
1.6433 |
|
0.500 |
1.6424 |
|
0.382 |
1.6415 |
|
LOW |
1.6384 |
|
0.618 |
1.6335 |
|
1.000 |
1.6304 |
|
1.618 |
1.6255 |
|
2.618 |
1.6175 |
|
4.250 |
1.6044 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6448 |
1.6433 |
| PP |
1.6436 |
1.6406 |
| S1 |
1.6424 |
1.6380 |
|