CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6476 |
1.6574 |
0.0098 |
0.6% |
1.6405 |
| High |
1.6582 |
1.6619 |
0.0037 |
0.2% |
1.6662 |
| Low |
1.6465 |
1.6531 |
0.0066 |
0.4% |
1.6389 |
| Close |
1.6568 |
1.6573 |
0.0005 |
0.0% |
1.6500 |
| Range |
0.0117 |
0.0088 |
-0.0029 |
-24.8% |
0.0273 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
83,589 |
87,893 |
4,304 |
5.1% |
553,859 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6838 |
1.6794 |
1.6621 |
|
| R3 |
1.6750 |
1.6706 |
1.6597 |
|
| R2 |
1.6662 |
1.6662 |
1.6589 |
|
| R1 |
1.6618 |
1.6618 |
1.6581 |
1.6596 |
| PP |
1.6574 |
1.6574 |
1.6574 |
1.6564 |
| S1 |
1.6530 |
1.6530 |
1.6565 |
1.6508 |
| S2 |
1.6486 |
1.6486 |
1.6557 |
|
| S3 |
1.6398 |
1.6442 |
1.6549 |
|
| S4 |
1.6310 |
1.6354 |
1.6525 |
|
|
| 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 |
1.6443 |
0.0219 |
1.3% |
0.0124 |
0.7% |
59% |
False |
False |
118,807 |
| 10 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0115 |
0.7% |
75% |
False |
False |
113,516 |
| 20 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0109 |
0.7% |
75% |
False |
False |
95,505 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0102 |
0.6% |
81% |
False |
False |
73,090 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0099 |
0.6% |
89% |
False |
False |
49,024 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
89% |
False |
False |
36,797 |
| 100 |
1.6662 |
1.5571 |
0.1091 |
6.6% |
0.0087 |
0.5% |
92% |
False |
False |
29,443 |
| 120 |
1.6662 |
1.5204 |
0.1458 |
8.8% |
0.0075 |
0.5% |
94% |
False |
False |
24,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6993 |
|
2.618 |
1.6849 |
|
1.618 |
1.6761 |
|
1.000 |
1.6707 |
|
0.618 |
1.6673 |
|
HIGH |
1.6619 |
|
0.618 |
1.6585 |
|
0.500 |
1.6575 |
|
0.382 |
1.6565 |
|
LOW |
1.6531 |
|
0.618 |
1.6477 |
|
1.000 |
1.6443 |
|
1.618 |
1.6389 |
|
2.618 |
1.6301 |
|
4.250 |
1.6157 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6575 |
1.6570 |
| PP |
1.6574 |
1.6567 |
| S1 |
1.6574 |
1.6564 |
|