CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6574 |
1.6554 |
-0.0020 |
-0.1% |
1.6405 |
| High |
1.6619 |
1.6601 |
-0.0018 |
-0.1% |
1.6662 |
| Low |
1.6531 |
1.6519 |
-0.0012 |
-0.1% |
1.6389 |
| Close |
1.6573 |
1.6569 |
-0.0004 |
0.0% |
1.6500 |
| Range |
0.0088 |
0.0082 |
-0.0006 |
-6.8% |
0.0273 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
87,893 |
92,040 |
4,147 |
4.7% |
553,859 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6809 |
1.6771 |
1.6614 |
|
| R3 |
1.6727 |
1.6689 |
1.6592 |
|
| R2 |
1.6645 |
1.6645 |
1.6584 |
|
| R1 |
1.6607 |
1.6607 |
1.6577 |
1.6626 |
| PP |
1.6563 |
1.6563 |
1.6563 |
1.6573 |
| S1 |
1.6525 |
1.6525 |
1.6561 |
1.6544 |
| S2 |
1.6481 |
1.6481 |
1.6554 |
|
| S3 |
1.6399 |
1.6443 |
1.6546 |
|
| S4 |
1.6317 |
1.6361 |
1.6524 |
|
|
| 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 |
1.6465 |
0.0197 |
1.2% |
0.0113 |
0.7% |
53% |
False |
False |
111,102 |
| 10 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0113 |
0.7% |
74% |
False |
False |
113,424 |
| 20 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0109 |
0.7% |
74% |
False |
False |
97,832 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0102 |
0.6% |
80% |
False |
False |
75,320 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0100 |
0.6% |
89% |
False |
False |
50,552 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
89% |
False |
False |
37,947 |
| 100 |
1.6662 |
1.5614 |
0.1048 |
6.3% |
0.0088 |
0.5% |
91% |
False |
False |
30,363 |
| 120 |
1.6662 |
1.5424 |
0.1238 |
7.5% |
0.0074 |
0.4% |
92% |
False |
False |
25,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6950 |
|
2.618 |
1.6816 |
|
1.618 |
1.6734 |
|
1.000 |
1.6683 |
|
0.618 |
1.6652 |
|
HIGH |
1.6601 |
|
0.618 |
1.6570 |
|
0.500 |
1.6560 |
|
0.382 |
1.6550 |
|
LOW |
1.6519 |
|
0.618 |
1.6468 |
|
1.000 |
1.6437 |
|
1.618 |
1.6386 |
|
2.618 |
1.6304 |
|
4.250 |
1.6171 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6566 |
1.6560 |
| PP |
1.6563 |
1.6551 |
| S1 |
1.6560 |
1.6542 |
|