CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6538 |
1.6476 |
-0.0062 |
-0.4% |
1.6469 |
| High |
1.6544 |
1.6481 |
-0.0063 |
-0.4% |
1.6601 |
| Low |
1.6433 |
1.6414 |
-0.0019 |
-0.1% |
1.6414 |
| Close |
1.6460 |
1.6416 |
-0.0044 |
-0.3% |
1.6416 |
| Range |
0.0111 |
0.0067 |
-0.0044 |
-39.6% |
0.0187 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
637 |
246 |
-391 |
-61.4% |
1,756 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6638 |
1.6594 |
1.6453 |
|
| R3 |
1.6571 |
1.6527 |
1.6434 |
|
| R2 |
1.6504 |
1.6504 |
1.6428 |
|
| R1 |
1.6460 |
1.6460 |
1.6422 |
1.6449 |
| PP |
1.6437 |
1.6437 |
1.6437 |
1.6431 |
| S1 |
1.6393 |
1.6393 |
1.6410 |
1.6382 |
| S2 |
1.6370 |
1.6370 |
1.6404 |
|
| S3 |
1.6303 |
1.6326 |
1.6398 |
|
| S4 |
1.6236 |
1.6259 |
1.6379 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7038 |
1.6914 |
1.6519 |
|
| R3 |
1.6851 |
1.6727 |
1.6467 |
|
| R2 |
1.6664 |
1.6664 |
1.6450 |
|
| R1 |
1.6540 |
1.6540 |
1.6433 |
1.6509 |
| PP |
1.6477 |
1.6477 |
1.6477 |
1.6461 |
| S1 |
1.6353 |
1.6353 |
1.6399 |
1.6322 |
| S2 |
1.6290 |
1.6290 |
1.6382 |
|
| S3 |
1.6103 |
1.6166 |
1.6365 |
|
| S4 |
1.5916 |
1.5979 |
1.6313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6601 |
1.6414 |
0.0187 |
1.1% |
0.0084 |
0.5% |
1% |
False |
True |
351 |
| 10 |
1.6648 |
1.6295 |
0.0353 |
2.2% |
0.0103 |
0.6% |
34% |
False |
False |
303 |
| 20 |
1.6648 |
1.6295 |
0.0353 |
2.2% |
0.0090 |
0.5% |
34% |
False |
False |
231 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.8% |
0.0070 |
0.4% |
49% |
False |
False |
389 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0052 |
0.3% |
70% |
False |
False |
273 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0039 |
0.2% |
70% |
False |
False |
208 |
| 100 |
1.6648 |
1.5701 |
0.0947 |
5.8% |
0.0031 |
0.2% |
76% |
False |
False |
170 |
| 120 |
1.6648 |
1.5416 |
0.1232 |
7.5% |
0.0026 |
0.2% |
81% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6766 |
|
2.618 |
1.6656 |
|
1.618 |
1.6589 |
|
1.000 |
1.6548 |
|
0.618 |
1.6522 |
|
HIGH |
1.6481 |
|
0.618 |
1.6455 |
|
0.500 |
1.6448 |
|
0.382 |
1.6440 |
|
LOW |
1.6414 |
|
0.618 |
1.6373 |
|
1.000 |
1.6347 |
|
1.618 |
1.6306 |
|
2.618 |
1.6239 |
|
4.250 |
1.6129 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6448 |
1.6499 |
| PP |
1.6437 |
1.6471 |
| S1 |
1.6427 |
1.6444 |
|