CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6434 |
1.6467 |
0.0033 |
0.2% |
1.6404 |
| High |
1.6490 |
1.6509 |
0.0019 |
0.1% |
1.6509 |
| Low |
1.6432 |
1.6370 |
-0.0062 |
-0.4% |
1.6329 |
| Close |
1.6463 |
1.6465 |
0.0002 |
0.0% |
1.6465 |
| Range |
0.0058 |
0.0139 |
0.0081 |
139.7% |
0.0180 |
| ATR |
0.0094 |
0.0098 |
0.0003 |
3.4% |
0.0000 |
| Volume |
82,105 |
120,295 |
38,190 |
46.5% |
437,994 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6865 |
1.6804 |
1.6541 |
|
| R3 |
1.6726 |
1.6665 |
1.6503 |
|
| R2 |
1.6587 |
1.6587 |
1.6490 |
|
| R1 |
1.6526 |
1.6526 |
1.6478 |
1.6487 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6429 |
| S1 |
1.6387 |
1.6387 |
1.6452 |
1.6348 |
| S2 |
1.6309 |
1.6309 |
1.6440 |
|
| S3 |
1.6170 |
1.6248 |
1.6427 |
|
| S4 |
1.6031 |
1.6109 |
1.6389 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6974 |
1.6900 |
1.6564 |
|
| R3 |
1.6794 |
1.6720 |
1.6515 |
|
| R2 |
1.6614 |
1.6614 |
1.6498 |
|
| R1 |
1.6540 |
1.6540 |
1.6482 |
1.6577 |
| PP |
1.6434 |
1.6434 |
1.6434 |
1.6453 |
| S1 |
1.6360 |
1.6360 |
1.6449 |
1.6397 |
| S2 |
1.6254 |
1.6254 |
1.6432 |
|
| S3 |
1.6074 |
1.6180 |
1.6416 |
|
| S4 |
1.5894 |
1.6000 |
1.6366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6509 |
1.6329 |
0.0180 |
1.1% |
0.0091 |
0.6% |
76% |
True |
False |
87,598 |
| 10 |
1.6572 |
1.6329 |
0.0243 |
1.5% |
0.0103 |
0.6% |
56% |
False |
False |
76,442 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.2% |
0.0097 |
0.6% |
71% |
False |
False |
74,962 |
| 40 |
1.6572 |
1.5872 |
0.0700 |
4.3% |
0.0096 |
0.6% |
85% |
False |
False |
42,695 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0095 |
0.6% |
85% |
False |
False |
28,534 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.4% |
0.0091 |
0.6% |
85% |
False |
False |
21,414 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0074 |
0.5% |
90% |
False |
False |
17,139 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
8.9% |
0.0066 |
0.4% |
93% |
False |
False |
14,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7100 |
|
2.618 |
1.6873 |
|
1.618 |
1.6734 |
|
1.000 |
1.6648 |
|
0.618 |
1.6595 |
|
HIGH |
1.6509 |
|
0.618 |
1.6456 |
|
0.500 |
1.6440 |
|
0.382 |
1.6423 |
|
LOW |
1.6370 |
|
0.618 |
1.6284 |
|
1.000 |
1.6231 |
|
1.618 |
1.6145 |
|
2.618 |
1.6006 |
|
4.250 |
1.5779 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6457 |
1.6456 |
| PP |
1.6448 |
1.6448 |
| S1 |
1.6440 |
1.6439 |
|