CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.6628 |
1.6469 |
-0.0159 |
-1.0% |
1.6393 |
High |
1.6648 |
1.6567 |
-0.0081 |
-0.5% |
1.6648 |
Low |
1.6463 |
1.6469 |
0.0006 |
0.0% |
1.6384 |
Close |
1.6488 |
1.6556 |
0.0068 |
0.4% |
1.6488 |
Range |
0.0185 |
0.0098 |
-0.0087 |
-47.0% |
0.0264 |
ATR |
0.0092 |
0.0092 |
0.0000 |
0.5% |
0.0000 |
Volume |
439 |
454 |
15 |
3.4% |
1,224 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6825 |
1.6788 |
1.6610 |
|
R3 |
1.6727 |
1.6690 |
1.6583 |
|
R2 |
1.6629 |
1.6629 |
1.6574 |
|
R1 |
1.6592 |
1.6592 |
1.6565 |
1.6611 |
PP |
1.6531 |
1.6531 |
1.6531 |
1.6540 |
S1 |
1.6494 |
1.6494 |
1.6547 |
1.6513 |
S2 |
1.6433 |
1.6433 |
1.6538 |
|
S3 |
1.6335 |
1.6396 |
1.6529 |
|
S4 |
1.6237 |
1.6298 |
1.6502 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7299 |
1.7157 |
1.6633 |
|
R3 |
1.7035 |
1.6893 |
1.6561 |
|
R2 |
1.6771 |
1.6771 |
1.6536 |
|
R1 |
1.6629 |
1.6629 |
1.6512 |
1.6700 |
PP |
1.6507 |
1.6507 |
1.6507 |
1.6542 |
S1 |
1.6365 |
1.6365 |
1.6464 |
1.6436 |
S2 |
1.6243 |
1.6243 |
1.6440 |
|
S3 |
1.5979 |
1.6101 |
1.6415 |
|
S4 |
1.5715 |
1.5837 |
1.6343 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6648 |
1.6384 |
0.0264 |
1.6% |
0.0114 |
0.7% |
65% |
False |
False |
335 |
10 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0104 |
0.6% |
74% |
False |
False |
287 |
20 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0089 |
0.5% |
74% |
False |
False |
171 |
40 |
1.6648 |
1.6194 |
0.0454 |
2.7% |
0.0066 |
0.4% |
80% |
False |
False |
358 |
60 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0047 |
0.3% |
88% |
False |
False |
253 |
80 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0035 |
0.2% |
88% |
False |
False |
192 |
100 |
1.6648 |
1.5563 |
0.1085 |
6.6% |
0.0028 |
0.2% |
92% |
False |
False |
158 |
120 |
1.6648 |
1.5327 |
0.1321 |
8.0% |
0.0023 |
0.1% |
93% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6984 |
2.618 |
1.6824 |
1.618 |
1.6726 |
1.000 |
1.6665 |
0.618 |
1.6628 |
HIGH |
1.6567 |
0.618 |
1.6530 |
0.500 |
1.6518 |
0.382 |
1.6506 |
LOW |
1.6469 |
0.618 |
1.6408 |
1.000 |
1.6371 |
1.618 |
1.6310 |
2.618 |
1.6212 |
4.250 |
1.6053 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6543 |
1.6556 |
PP |
1.6531 |
1.6556 |
S1 |
1.6518 |
1.6556 |
|