CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6467 |
1.6478 |
0.0011 |
0.1% |
1.6404 |
| High |
1.6509 |
1.6500 |
-0.0009 |
-0.1% |
1.6509 |
| Low |
1.6370 |
1.6338 |
-0.0032 |
-0.2% |
1.6329 |
| Close |
1.6465 |
1.6381 |
-0.0084 |
-0.5% |
1.6465 |
| Range |
0.0139 |
0.0162 |
0.0023 |
16.5% |
0.0180 |
| ATR |
0.0098 |
0.0102 |
0.0005 |
4.7% |
0.0000 |
| Volume |
120,295 |
95,800 |
-24,495 |
-20.4% |
437,994 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6892 |
1.6799 |
1.6470 |
|
| R3 |
1.6730 |
1.6637 |
1.6426 |
|
| R2 |
1.6568 |
1.6568 |
1.6411 |
|
| R1 |
1.6475 |
1.6475 |
1.6396 |
1.6441 |
| PP |
1.6406 |
1.6406 |
1.6406 |
1.6389 |
| S1 |
1.6313 |
1.6313 |
1.6366 |
1.6279 |
| S2 |
1.6244 |
1.6244 |
1.6351 |
|
| S3 |
1.6082 |
1.6151 |
1.6336 |
|
| S4 |
1.5920 |
1.5989 |
1.6292 |
|
|
| 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 |
1.6338 |
0.0171 |
1.0% |
0.0104 |
0.6% |
25% |
False |
True |
90,055 |
| 10 |
1.6572 |
1.6329 |
0.0243 |
1.5% |
0.0103 |
0.6% |
21% |
False |
False |
77,493 |
| 20 |
1.6572 |
1.6203 |
0.0369 |
2.3% |
0.0101 |
0.6% |
48% |
False |
False |
74,847 |
| 40 |
1.6572 |
1.5977 |
0.0595 |
3.6% |
0.0096 |
0.6% |
68% |
False |
False |
45,085 |
| 60 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0095 |
0.6% |
74% |
False |
False |
30,130 |
| 80 |
1.6572 |
1.5840 |
0.0732 |
4.5% |
0.0091 |
0.6% |
74% |
False |
False |
22,612 |
| 100 |
1.6572 |
1.5450 |
0.1122 |
6.8% |
0.0076 |
0.5% |
83% |
False |
False |
18,097 |
| 120 |
1.6572 |
1.5101 |
0.1471 |
9.0% |
0.0067 |
0.4% |
87% |
False |
False |
15,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7189 |
|
2.618 |
1.6924 |
|
1.618 |
1.6762 |
|
1.000 |
1.6662 |
|
0.618 |
1.6600 |
|
HIGH |
1.6500 |
|
0.618 |
1.6438 |
|
0.500 |
1.6419 |
|
0.382 |
1.6400 |
|
LOW |
1.6338 |
|
0.618 |
1.6238 |
|
1.000 |
1.6176 |
|
1.618 |
1.6076 |
|
2.618 |
1.5914 |
|
4.250 |
1.5650 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6419 |
1.6424 |
| PP |
1.6406 |
1.6409 |
| S1 |
1.6394 |
1.6395 |
|