CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6561 |
1.6549 |
-0.0012 |
-0.1% |
1.6393 |
| High |
1.6601 |
1.6584 |
-0.0017 |
-0.1% |
1.6648 |
| Low |
1.6523 |
1.6520 |
-0.0003 |
0.0% |
1.6384 |
| Close |
1.6561 |
1.6557 |
-0.0004 |
0.0% |
1.6488 |
| Range |
0.0078 |
0.0064 |
-0.0014 |
-17.9% |
0.0264 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
100 |
319 |
219 |
219.0% |
1,224 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6746 |
1.6715 |
1.6592 |
|
| R3 |
1.6682 |
1.6651 |
1.6575 |
|
| R2 |
1.6618 |
1.6618 |
1.6569 |
|
| R1 |
1.6587 |
1.6587 |
1.6563 |
1.6603 |
| PP |
1.6554 |
1.6554 |
1.6554 |
1.6561 |
| S1 |
1.6523 |
1.6523 |
1.6551 |
1.6539 |
| S2 |
1.6490 |
1.6490 |
1.6545 |
|
| S3 |
1.6426 |
1.6459 |
1.6539 |
|
| S4 |
1.6362 |
1.6395 |
1.6522 |
|
|
| 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 |
1.6463 |
0.0185 |
1.1% |
0.0101 |
0.6% |
51% |
False |
False |
341 |
| 10 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0103 |
0.6% |
74% |
False |
False |
263 |
| 20 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0088 |
0.5% |
74% |
False |
False |
190 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.7% |
0.0069 |
0.4% |
80% |
False |
False |
367 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0049 |
0.3% |
88% |
False |
False |
259 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0037 |
0.2% |
88% |
False |
False |
197 |
| 100 |
1.6648 |
1.5605 |
0.1043 |
6.3% |
0.0030 |
0.2% |
91% |
False |
False |
161 |
| 120 |
1.6648 |
1.5416 |
0.1232 |
7.4% |
0.0025 |
0.1% |
93% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6856 |
|
2.618 |
1.6752 |
|
1.618 |
1.6688 |
|
1.000 |
1.6648 |
|
0.618 |
1.6624 |
|
HIGH |
1.6584 |
|
0.618 |
1.6560 |
|
0.500 |
1.6552 |
|
0.382 |
1.6544 |
|
LOW |
1.6520 |
|
0.618 |
1.6480 |
|
1.000 |
1.6456 |
|
1.618 |
1.6416 |
|
2.618 |
1.6352 |
|
4.250 |
1.6248 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6555 |
1.6550 |
| PP |
1.6554 |
1.6542 |
| S1 |
1.6552 |
1.6535 |
|