CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6293 |
1.6288 |
-0.0005 |
0.0% |
1.6334 |
| High |
1.6339 |
1.6326 |
-0.0013 |
-0.1% |
1.6456 |
| Low |
1.6279 |
1.6203 |
-0.0076 |
-0.5% |
1.6252 |
| Close |
1.6290 |
1.6254 |
-0.0036 |
-0.2% |
1.6281 |
| Range |
0.0060 |
0.0123 |
0.0063 |
105.0% |
0.0204 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.4% |
0.0000 |
| Volume |
75,046 |
83,680 |
8,634 |
11.5% |
344,730 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6630 |
1.6565 |
1.6322 |
|
| R3 |
1.6507 |
1.6442 |
1.6288 |
|
| R2 |
1.6384 |
1.6384 |
1.6277 |
|
| R1 |
1.6319 |
1.6319 |
1.6265 |
1.6290 |
| PP |
1.6261 |
1.6261 |
1.6261 |
1.6247 |
| S1 |
1.6196 |
1.6196 |
1.6243 |
1.6167 |
| S2 |
1.6138 |
1.6138 |
1.6231 |
|
| S3 |
1.6015 |
1.6073 |
1.6220 |
|
| S4 |
1.5892 |
1.5950 |
1.6186 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6942 |
1.6815 |
1.6393 |
|
| R3 |
1.6738 |
1.6611 |
1.6337 |
|
| R2 |
1.6534 |
1.6534 |
1.6318 |
|
| R1 |
1.6407 |
1.6407 |
1.6300 |
1.6369 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6310 |
| S1 |
1.6203 |
1.6203 |
1.6262 |
1.6165 |
| S2 |
1.6126 |
1.6126 |
1.6244 |
|
| S3 |
1.5922 |
1.5999 |
1.6225 |
|
| S4 |
1.5718 |
1.5795 |
1.6169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6448 |
1.6203 |
0.0245 |
1.5% |
0.0100 |
0.6% |
21% |
False |
True |
87,224 |
| 10 |
1.6456 |
1.6203 |
0.0253 |
1.6% |
0.0093 |
0.6% |
20% |
False |
True |
53,926 |
| 20 |
1.6456 |
1.6048 |
0.0408 |
2.5% |
0.0093 |
0.6% |
50% |
False |
False |
27,977 |
| 40 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0092 |
0.6% |
67% |
False |
False |
14,109 |
| 60 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0089 |
0.6% |
67% |
False |
False |
9,429 |
| 80 |
1.6456 |
1.5450 |
0.1006 |
6.2% |
0.0073 |
0.5% |
80% |
False |
False |
7,079 |
| 100 |
1.6456 |
1.5101 |
0.1355 |
8.3% |
0.0063 |
0.4% |
85% |
False |
False |
5,670 |
| 120 |
1.6456 |
1.4850 |
0.1606 |
9.9% |
0.0056 |
0.3% |
87% |
False |
False |
4,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6849 |
|
2.618 |
1.6648 |
|
1.618 |
1.6525 |
|
1.000 |
1.6449 |
|
0.618 |
1.6402 |
|
HIGH |
1.6326 |
|
0.618 |
1.6279 |
|
0.500 |
1.6265 |
|
0.382 |
1.6250 |
|
LOW |
1.6203 |
|
0.618 |
1.6127 |
|
1.000 |
1.6080 |
|
1.618 |
1.6004 |
|
2.618 |
1.5881 |
|
4.250 |
1.5680 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6265 |
1.6277 |
| PP |
1.6261 |
1.6269 |
| S1 |
1.6258 |
1.6262 |
|