CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6288 |
1.6262 |
-0.0026 |
-0.2% |
1.6334 |
| High |
1.6326 |
1.6476 |
0.0150 |
0.9% |
1.6456 |
| Low |
1.6203 |
1.6260 |
0.0057 |
0.4% |
1.6252 |
| Close |
1.6254 |
1.6421 |
0.0167 |
1.0% |
1.6281 |
| Range |
0.0123 |
0.0216 |
0.0093 |
75.6% |
0.0204 |
| ATR |
0.0094 |
0.0103 |
0.0009 |
9.7% |
0.0000 |
| Volume |
83,680 |
146,288 |
62,608 |
74.8% |
344,730 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7034 |
1.6943 |
1.6540 |
|
| R3 |
1.6818 |
1.6727 |
1.6480 |
|
| R2 |
1.6602 |
1.6602 |
1.6461 |
|
| R1 |
1.6511 |
1.6511 |
1.6441 |
1.6557 |
| PP |
1.6386 |
1.6386 |
1.6386 |
1.6408 |
| S1 |
1.6295 |
1.6295 |
1.6401 |
1.6341 |
| S2 |
1.6170 |
1.6170 |
1.6381 |
|
| S3 |
1.5954 |
1.6079 |
1.6362 |
|
| S4 |
1.5738 |
1.5863 |
1.6302 |
|
|
| 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 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0119 |
0.7% |
80% |
True |
False |
99,656 |
| 10 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0107 |
0.7% |
80% |
True |
False |
67,172 |
| 20 |
1.6476 |
1.6059 |
0.0417 |
2.5% |
0.0100 |
0.6% |
87% |
True |
False |
35,276 |
| 40 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0095 |
0.6% |
91% |
True |
False |
17,765 |
| 60 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0092 |
0.6% |
91% |
True |
False |
11,867 |
| 80 |
1.6476 |
1.5450 |
0.1026 |
6.2% |
0.0076 |
0.5% |
95% |
True |
False |
8,906 |
| 100 |
1.6476 |
1.5101 |
0.1375 |
8.4% |
0.0065 |
0.4% |
96% |
True |
False |
7,132 |
| 120 |
1.6476 |
1.4850 |
0.1626 |
9.9% |
0.0058 |
0.4% |
97% |
True |
False |
5,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7394 |
|
2.618 |
1.7041 |
|
1.618 |
1.6825 |
|
1.000 |
1.6692 |
|
0.618 |
1.6609 |
|
HIGH |
1.6476 |
|
0.618 |
1.6393 |
|
0.500 |
1.6368 |
|
0.382 |
1.6343 |
|
LOW |
1.6260 |
|
0.618 |
1.6127 |
|
1.000 |
1.6044 |
|
1.618 |
1.5911 |
|
2.618 |
1.5695 |
|
4.250 |
1.5342 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6403 |
1.6394 |
| PP |
1.6386 |
1.6367 |
| S1 |
1.6368 |
1.6340 |
|