CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6406 |
1.6393 |
-0.0013 |
-0.1% |
1.6480 |
| High |
1.6431 |
1.6464 |
0.0033 |
0.2% |
1.6572 |
| Low |
1.6365 |
1.6369 |
0.0004 |
0.0% |
1.6387 |
| Close |
1.6399 |
1.6443 |
0.0044 |
0.3% |
1.6413 |
| Range |
0.0066 |
0.0095 |
0.0029 |
43.9% |
0.0185 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
63,774 |
88,301 |
24,527 |
38.5% |
241,145 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6710 |
1.6672 |
1.6495 |
|
| R3 |
1.6615 |
1.6577 |
1.6469 |
|
| R2 |
1.6520 |
1.6520 |
1.6460 |
|
| R1 |
1.6482 |
1.6482 |
1.6452 |
1.6501 |
| PP |
1.6425 |
1.6425 |
1.6425 |
1.6435 |
| S1 |
1.6387 |
1.6387 |
1.6434 |
1.6406 |
| S2 |
1.6330 |
1.6330 |
1.6426 |
|
| S3 |
1.6235 |
1.6292 |
1.6417 |
|
| S4 |
1.6140 |
1.6197 |
1.6391 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7012 |
1.6898 |
1.6515 |
|
| R3 |
1.6827 |
1.6713 |
1.6464 |
|
| R2 |
1.6642 |
1.6642 |
1.6447 |
|
| R1 |
1.6528 |
1.6528 |
1.6430 |
1.6493 |
| PP |
1.6457 |
1.6457 |
1.6457 |
1.6440 |
| S1 |
1.6343 |
1.6343 |
1.6396 |
1.6308 |
| S2 |
1.6272 |
1.6272 |
1.6379 |
|
| S3 |
1.6087 |
1.6158 |
1.6362 |
|
| S4 |
1.5902 |
1.5973 |
1.6311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6551 |
1.6329 |
0.0222 |
1.4% |
0.0097 |
0.6% |
51% |
False |
False |
78,361 |
| 10 |
1.6572 |
1.6314 |
0.0258 |
1.6% |
0.0096 |
0.6% |
50% |
False |
False |
60,676 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0096 |
0.6% |
65% |
False |
False |
71,462 |
| 40 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0096 |
0.6% |
82% |
False |
False |
37,641 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0094 |
0.6% |
82% |
False |
False |
25,162 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0089 |
0.5% |
82% |
False |
False |
18,885 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0073 |
0.4% |
89% |
False |
False |
15,115 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
8.9% |
0.0064 |
0.4% |
91% |
False |
False |
12,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6868 |
|
2.618 |
1.6713 |
|
1.618 |
1.6618 |
|
1.000 |
1.6559 |
|
0.618 |
1.6523 |
|
HIGH |
1.6464 |
|
0.618 |
1.6428 |
|
0.500 |
1.6417 |
|
0.382 |
1.6405 |
|
LOW |
1.6369 |
|
0.618 |
1.6310 |
|
1.000 |
1.6274 |
|
1.618 |
1.6215 |
|
2.618 |
1.6120 |
|
4.250 |
1.5965 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6434 |
1.6428 |
| PP |
1.6425 |
1.6412 |
| S1 |
1.6417 |
1.6397 |
|