CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6338 |
1.6370 |
0.0032 |
0.2% |
1.6293 |
| High |
1.6375 |
1.6431 |
0.0056 |
0.3% |
1.6476 |
| Low |
1.6314 |
1.6367 |
0.0053 |
0.3% |
1.6203 |
| Close |
1.6366 |
1.6413 |
0.0047 |
0.3% |
1.6324 |
| Range |
0.0061 |
0.0064 |
0.0003 |
4.9% |
0.0273 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
23,822 |
20,919 |
-2,903 |
-12.2% |
451,894 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6596 |
1.6568 |
1.6448 |
|
| R3 |
1.6532 |
1.6504 |
1.6431 |
|
| R2 |
1.6468 |
1.6468 |
1.6425 |
|
| R1 |
1.6440 |
1.6440 |
1.6419 |
1.6454 |
| PP |
1.6404 |
1.6404 |
1.6404 |
1.6411 |
| S1 |
1.6376 |
1.6376 |
1.6407 |
1.6390 |
| S2 |
1.6340 |
1.6340 |
1.6401 |
|
| S3 |
1.6276 |
1.6312 |
1.6395 |
|
| S4 |
1.6212 |
1.6248 |
1.6378 |
|
|
| 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 |
1.6431 |
1.6305 |
0.0126 |
0.8% |
0.0064 |
0.4% |
86% |
True |
False |
47,309 |
| 10 |
1.6476 |
1.6203 |
0.0273 |
1.7% |
0.0091 |
0.6% |
77% |
False |
False |
73,482 |
| 20 |
1.6476 |
1.6184 |
0.0292 |
1.8% |
0.0094 |
0.6% |
78% |
False |
False |
46,467 |
| 40 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0091 |
0.6% |
90% |
False |
False |
23,663 |
| 60 |
1.6476 |
1.5840 |
0.0636 |
3.9% |
0.0093 |
0.6% |
90% |
False |
False |
15,808 |
| 80 |
1.6476 |
1.5571 |
0.0905 |
5.5% |
0.0079 |
0.5% |
93% |
False |
False |
11,861 |
| 100 |
1.6476 |
1.5204 |
0.1272 |
7.7% |
0.0067 |
0.4% |
95% |
False |
False |
9,497 |
| 120 |
1.6476 |
1.4850 |
0.1626 |
9.9% |
0.0059 |
0.4% |
96% |
False |
False |
7,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6703 |
|
2.618 |
1.6599 |
|
1.618 |
1.6535 |
|
1.000 |
1.6495 |
|
0.618 |
1.6471 |
|
HIGH |
1.6431 |
|
0.618 |
1.6407 |
|
0.500 |
1.6399 |
|
0.382 |
1.6391 |
|
LOW |
1.6367 |
|
0.618 |
1.6327 |
|
1.000 |
1.6303 |
|
1.618 |
1.6263 |
|
2.618 |
1.6199 |
|
4.250 |
1.6095 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6408 |
1.6400 |
| PP |
1.6404 |
1.6386 |
| S1 |
1.6399 |
1.6373 |
|