CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6549 |
1.6538 |
-0.0011 |
-0.1% |
1.6393 |
| High |
1.6584 |
1.6544 |
-0.0040 |
-0.2% |
1.6648 |
| Low |
1.6520 |
1.6433 |
-0.0087 |
-0.5% |
1.6384 |
| Close |
1.6557 |
1.6460 |
-0.0097 |
-0.6% |
1.6488 |
| Range |
0.0064 |
0.0111 |
0.0047 |
73.4% |
0.0264 |
| ATR |
0.0089 |
0.0092 |
0.0002 |
2.8% |
0.0000 |
| Volume |
319 |
637 |
318 |
99.7% |
1,224 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6812 |
1.6747 |
1.6521 |
|
| R3 |
1.6701 |
1.6636 |
1.6491 |
|
| R2 |
1.6590 |
1.6590 |
1.6480 |
|
| R1 |
1.6525 |
1.6525 |
1.6470 |
1.6502 |
| PP |
1.6479 |
1.6479 |
1.6479 |
1.6468 |
| S1 |
1.6414 |
1.6414 |
1.6450 |
1.6391 |
| S2 |
1.6368 |
1.6368 |
1.6440 |
|
| S3 |
1.6257 |
1.6303 |
1.6429 |
|
| S4 |
1.6146 |
1.6192 |
1.6399 |
|
|
| 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 |
1.6433 |
0.0215 |
1.3% |
0.0107 |
0.7% |
13% |
False |
True |
389 |
| 10 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0103 |
0.6% |
47% |
False |
False |
296 |
| 20 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0090 |
0.5% |
47% |
False |
False |
221 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0070 |
0.4% |
59% |
False |
False |
383 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0051 |
0.3% |
76% |
False |
False |
270 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0038 |
0.2% |
76% |
False |
False |
205 |
| 100 |
1.6648 |
1.5673 |
0.0975 |
5.9% |
0.0031 |
0.2% |
81% |
False |
False |
168 |
| 120 |
1.6648 |
1.5416 |
0.1232 |
7.5% |
0.0026 |
0.2% |
85% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7016 |
|
2.618 |
1.6835 |
|
1.618 |
1.6724 |
|
1.000 |
1.6655 |
|
0.618 |
1.6613 |
|
HIGH |
1.6544 |
|
0.618 |
1.6502 |
|
0.500 |
1.6489 |
|
0.382 |
1.6475 |
|
LOW |
1.6433 |
|
0.618 |
1.6364 |
|
1.000 |
1.6322 |
|
1.618 |
1.6253 |
|
2.618 |
1.6142 |
|
4.250 |
1.5961 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6489 |
1.6517 |
| PP |
1.6479 |
1.6498 |
| S1 |
1.6470 |
1.6479 |
|