CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6467 |
1.6546 |
0.0079 |
0.5% |
1.6409 |
| High |
1.6563 |
1.6620 |
0.0057 |
0.3% |
1.6437 |
| Low |
1.6434 |
1.6540 |
0.0106 |
0.6% |
1.6295 |
| Close |
1.6558 |
1.6612 |
0.0054 |
0.3% |
1.6401 |
| Range |
0.0129 |
0.0080 |
-0.0049 |
-38.0% |
0.0142 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
211 |
397 |
186 |
88.2% |
1,199 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6831 |
1.6801 |
1.6656 |
|
| R3 |
1.6751 |
1.6721 |
1.6634 |
|
| R2 |
1.6671 |
1.6671 |
1.6627 |
|
| R1 |
1.6641 |
1.6641 |
1.6619 |
1.6656 |
| PP |
1.6591 |
1.6591 |
1.6591 |
1.6598 |
| S1 |
1.6561 |
1.6561 |
1.6605 |
1.6576 |
| S2 |
1.6511 |
1.6511 |
1.6597 |
|
| S3 |
1.6431 |
1.6481 |
1.6590 |
|
| S4 |
1.6351 |
1.6401 |
1.6568 |
|
|
| 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 |
1.6620 |
1.6295 |
0.0325 |
2.0% |
0.0098 |
0.6% |
98% |
True |
False |
204 |
| 10 |
1.6620 |
1.6295 |
0.0325 |
2.0% |
0.0093 |
0.6% |
98% |
True |
False |
212 |
| 20 |
1.6620 |
1.6295 |
0.0325 |
2.0% |
0.0075 |
0.5% |
98% |
True |
False |
127 |
| 40 |
1.6620 |
1.6122 |
0.0498 |
3.0% |
0.0061 |
0.4% |
98% |
True |
False |
337 |
| 60 |
1.6620 |
1.5864 |
0.0756 |
4.6% |
0.0042 |
0.3% |
99% |
True |
False |
238 |
| 80 |
1.6620 |
1.5864 |
0.0756 |
4.6% |
0.0032 |
0.2% |
99% |
True |
False |
182 |
| 100 |
1.6620 |
1.5466 |
0.1154 |
6.9% |
0.0025 |
0.2% |
99% |
True |
False |
150 |
| 120 |
1.6620 |
1.5258 |
0.1362 |
8.2% |
0.0021 |
0.1% |
99% |
True |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6960 |
|
2.618 |
1.6829 |
|
1.618 |
1.6749 |
|
1.000 |
1.6700 |
|
0.618 |
1.6669 |
|
HIGH |
1.6620 |
|
0.618 |
1.6589 |
|
0.500 |
1.6580 |
|
0.382 |
1.6571 |
|
LOW |
1.6540 |
|
0.618 |
1.6491 |
|
1.000 |
1.6460 |
|
1.618 |
1.6411 |
|
2.618 |
1.6331 |
|
4.250 |
1.6200 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6601 |
1.6575 |
| PP |
1.6591 |
1.6539 |
| S1 |
1.6580 |
1.6502 |
|