CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6357 |
1.6322 |
-0.0035 |
-0.2% |
1.6293 |
| High |
1.6386 |
1.6367 |
-0.0019 |
-0.1% |
1.6476 |
| Low |
1.6305 |
1.6315 |
0.0010 |
0.1% |
1.6203 |
| Close |
1.6324 |
1.6340 |
0.0016 |
0.1% |
1.6324 |
| Range |
0.0081 |
0.0052 |
-0.0029 |
-35.8% |
0.0273 |
| ATR |
0.0101 |
0.0098 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
75,912 |
44,924 |
-30,988 |
-40.8% |
451,894 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6497 |
1.6470 |
1.6369 |
|
| R3 |
1.6445 |
1.6418 |
1.6354 |
|
| R2 |
1.6393 |
1.6393 |
1.6350 |
|
| R1 |
1.6366 |
1.6366 |
1.6345 |
1.6380 |
| PP |
1.6341 |
1.6341 |
1.6341 |
1.6347 |
| S1 |
1.6314 |
1.6314 |
1.6335 |
1.6328 |
| S2 |
1.6289 |
1.6289 |
1.6330 |
|
| S3 |
1.6237 |
1.6262 |
1.6326 |
|
| S4 |
1.6185 |
1.6210 |
1.6311 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7153 |
1.7012 |
1.6474 |
|
| R3 |
1.6880 |
1.6739 |
1.6399 |
|
| R2 |
1.6607 |
1.6607 |
1.6374 |
|
| R1 |
1.6466 |
1.6466 |
1.6349 |
1.6537 |
| PP |
1.6334 |
1.6334 |
1.6334 |
1.6370 |
| S1 |
1.6193 |
1.6193 |
1.6299 |
1.6264 |
| S2 |
1.6061 |
1.6061 |
1.6274 |
|
| S3 |
1.5788 |
1.5920 |
1.6249 |
|
| S4 |
1.5515 |
1.5647 |
1.6174 |
|
|
| 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% |
0.0106 |
0.7% |
50% |
False |
False |
84,354 |
| 10 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0095 |
0.6% |
50% |
False |
False |
82,247 |
| 20 |
1.6476 |
1.6120 |
0.0356 |
2.2% |
0.0097 |
0.6% |
62% |
False |
False |
44,796 |
| 40 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0092 |
0.6% |
79% |
False |
False |
22,551 |
| 60 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0092 |
0.6% |
79% |
False |
False |
15,063 |
| 80 |
1.6476 |
1.5474 |
0.1002 |
6.1% |
0.0078 |
0.5% |
86% |
False |
False |
11,302 |
| 100 |
1.6476 |
1.5135 |
0.1341 |
8.2% |
0.0067 |
0.4% |
90% |
False |
False |
9,050 |
| 120 |
1.6476 |
1.4850 |
0.1626 |
10.0% |
0.0059 |
0.4% |
92% |
False |
False |
7,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6588 |
|
2.618 |
1.6503 |
|
1.618 |
1.6451 |
|
1.000 |
1.6419 |
|
0.618 |
1.6399 |
|
HIGH |
1.6367 |
|
0.618 |
1.6347 |
|
0.500 |
1.6341 |
|
0.382 |
1.6335 |
|
LOW |
1.6315 |
|
0.618 |
1.6283 |
|
1.000 |
1.6263 |
|
1.618 |
1.6231 |
|
2.618 |
1.6179 |
|
4.250 |
1.6094 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6341 |
1.6346 |
| PP |
1.6341 |
1.6344 |
| S1 |
1.6340 |
1.6342 |
|