CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6566 |
1.6632 |
0.0066 |
0.4% |
1.6405 |
| High |
1.6638 |
1.6662 |
0.0024 |
0.1% |
1.6662 |
| Low |
1.6550 |
1.6472 |
-0.0078 |
-0.5% |
1.6389 |
| Close |
1.6624 |
1.6500 |
-0.0124 |
-0.7% |
1.6500 |
| Range |
0.0088 |
0.0190 |
0.0102 |
115.9% |
0.0273 |
| ATR |
0.0105 |
0.0111 |
0.0006 |
5.8% |
0.0000 |
| Volume |
134,922 |
157,070 |
22,148 |
16.4% |
553,859 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7115 |
1.6997 |
1.6605 |
|
| R3 |
1.6925 |
1.6807 |
1.6552 |
|
| R2 |
1.6735 |
1.6735 |
1.6535 |
|
| R1 |
1.6617 |
1.6617 |
1.6517 |
1.6581 |
| PP |
1.6545 |
1.6545 |
1.6545 |
1.6527 |
| S1 |
1.6427 |
1.6427 |
1.6483 |
1.6391 |
| S2 |
1.6355 |
1.6355 |
1.6465 |
|
| S3 |
1.6165 |
1.6237 |
1.6448 |
|
| S4 |
1.5975 |
1.6047 |
1.6396 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7336 |
1.7191 |
1.6650 |
|
| R3 |
1.7063 |
1.6918 |
1.6575 |
|
| R2 |
1.6790 |
1.6790 |
1.6550 |
|
| R1 |
1.6645 |
1.6645 |
1.6525 |
1.6718 |
| PP |
1.6517 |
1.6517 |
1.6517 |
1.6553 |
| S1 |
1.6372 |
1.6372 |
1.6475 |
1.6445 |
| S2 |
1.6244 |
1.6244 |
1.6450 |
|
| S3 |
1.5971 |
1.6099 |
1.6425 |
|
| S4 |
1.5698 |
1.5826 |
1.6350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0132 |
0.8% |
55% |
True |
False |
133,027 |
| 10 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0125 |
0.8% |
55% |
True |
False |
117,977 |
| 20 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0110 |
0.7% |
55% |
True |
False |
92,241 |
| 40 |
1.6662 |
1.6126 |
0.0536 |
3.2% |
0.0103 |
0.6% |
70% |
True |
False |
69,080 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
80% |
True |
False |
46,176 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0097 |
0.6% |
80% |
True |
False |
34,655 |
| 100 |
1.6662 |
1.5543 |
0.1119 |
6.8% |
0.0085 |
0.5% |
86% |
True |
False |
27,728 |
| 120 |
1.6662 |
1.5204 |
0.1458 |
8.8% |
0.0074 |
0.4% |
89% |
True |
False |
23,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7470 |
|
2.618 |
1.7159 |
|
1.618 |
1.6969 |
|
1.000 |
1.6852 |
|
0.618 |
1.6779 |
|
HIGH |
1.6662 |
|
0.618 |
1.6589 |
|
0.500 |
1.6567 |
|
0.382 |
1.6545 |
|
LOW |
1.6472 |
|
0.618 |
1.6355 |
|
1.000 |
1.6282 |
|
1.618 |
1.6165 |
|
2.618 |
1.5975 |
|
4.250 |
1.5665 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6567 |
1.6553 |
| PP |
1.6545 |
1.6535 |
| S1 |
1.6522 |
1.6518 |
|