CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6480 |
1.6485 |
0.0005 |
0.0% |
1.6322 |
| High |
1.6525 |
1.6572 |
0.0047 |
0.3% |
1.6570 |
| Low |
1.6452 |
1.6465 |
0.0013 |
0.1% |
1.6314 |
| Close |
1.6512 |
1.6558 |
0.0046 |
0.3% |
1.6453 |
| Range |
0.0073 |
0.0107 |
0.0034 |
46.6% |
0.0256 |
| ATR |
0.0097 |
0.0097 |
0.0001 |
0.8% |
0.0000 |
| Volume |
45,497 |
39,433 |
-6,064 |
-13.3% |
174,952 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6853 |
1.6812 |
1.6617 |
|
| R3 |
1.6746 |
1.6705 |
1.6587 |
|
| R2 |
1.6639 |
1.6639 |
1.6578 |
|
| R1 |
1.6598 |
1.6598 |
1.6568 |
1.6619 |
| PP |
1.6532 |
1.6532 |
1.6532 |
1.6542 |
| S1 |
1.6491 |
1.6491 |
1.6548 |
1.6512 |
| S2 |
1.6425 |
1.6425 |
1.6538 |
|
| S3 |
1.6318 |
1.6384 |
1.6529 |
|
| S4 |
1.6211 |
1.6277 |
1.6499 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7214 |
1.7089 |
1.6594 |
|
| R3 |
1.6958 |
1.6833 |
1.6523 |
|
| R2 |
1.6702 |
1.6702 |
1.6500 |
|
| R1 |
1.6577 |
1.6577 |
1.6476 |
1.6640 |
| PP |
1.6446 |
1.6446 |
1.6446 |
1.6477 |
| S1 |
1.6321 |
1.6321 |
1.6430 |
1.6384 |
| S2 |
1.6190 |
1.6190 |
1.6406 |
|
| S3 |
1.5934 |
1.6065 |
1.6383 |
|
| S4 |
1.5678 |
1.5809 |
1.6312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6572 |
1.6314 |
0.0258 |
1.6% |
0.0095 |
0.6% |
95% |
True |
False |
42,991 |
| 10 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0101 |
0.6% |
96% |
True |
False |
63,673 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0095 |
0.6% |
96% |
True |
False |
54,698 |
| 40 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0095 |
0.6% |
98% |
True |
False |
27,890 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0094 |
0.6% |
98% |
True |
False |
18,640 |
| 80 |
1.6572 |
1.5682 |
0.0890 |
5.4% |
0.0084 |
0.5% |
98% |
True |
False |
13,988 |
| 100 |
1.6572 |
1.5424 |
0.1148 |
6.9% |
0.0068 |
0.4% |
99% |
True |
False |
11,199 |
| 120 |
1.6572 |
1.5081 |
0.1491 |
9.0% |
0.0062 |
0.4% |
99% |
True |
False |
9,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7027 |
|
2.618 |
1.6852 |
|
1.618 |
1.6745 |
|
1.000 |
1.6679 |
|
0.618 |
1.6638 |
|
HIGH |
1.6572 |
|
0.618 |
1.6531 |
|
0.500 |
1.6519 |
|
0.382 |
1.6506 |
|
LOW |
1.6465 |
|
0.618 |
1.6399 |
|
1.000 |
1.6358 |
|
1.618 |
1.6292 |
|
2.618 |
1.6185 |
|
4.250 |
1.6010 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6545 |
1.6534 |
| PP |
1.6532 |
1.6510 |
| S1 |
1.6519 |
1.6486 |
|