CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6554 |
1.6551 |
-0.0003 |
0.0% |
1.6405 |
| High |
1.6601 |
1.6560 |
-0.0041 |
-0.2% |
1.6662 |
| Low |
1.6519 |
1.6439 |
-0.0080 |
-0.5% |
1.6389 |
| Close |
1.6569 |
1.6472 |
-0.0097 |
-0.6% |
1.6500 |
| Range |
0.0082 |
0.0121 |
0.0039 |
47.6% |
0.0273 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
1.5% |
0.0000 |
| Volume |
92,040 |
99,219 |
7,179 |
7.8% |
553,859 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6853 |
1.6784 |
1.6539 |
|
| R3 |
1.6732 |
1.6663 |
1.6505 |
|
| R2 |
1.6611 |
1.6611 |
1.6494 |
|
| R1 |
1.6542 |
1.6542 |
1.6483 |
1.6516 |
| PP |
1.6490 |
1.6490 |
1.6490 |
1.6478 |
| S1 |
1.6421 |
1.6421 |
1.6461 |
1.6395 |
| S2 |
1.6369 |
1.6369 |
1.6450 |
|
| S3 |
1.6248 |
1.6300 |
1.6439 |
|
| S4 |
1.6127 |
1.6179 |
1.6405 |
|
|
| 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 |
1.6439 |
0.0223 |
1.4% |
0.0120 |
0.7% |
15% |
False |
True |
103,962 |
| 10 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0113 |
0.7% |
47% |
False |
False |
111,751 |
| 20 |
1.6662 |
1.6301 |
0.0361 |
2.2% |
0.0110 |
0.7% |
47% |
False |
False |
100,821 |
| 40 |
1.6662 |
1.6203 |
0.0459 |
2.8% |
0.0102 |
0.6% |
59% |
False |
False |
77,760 |
| 60 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0100 |
0.6% |
77% |
False |
False |
52,200 |
| 80 |
1.6662 |
1.5840 |
0.0822 |
5.0% |
0.0098 |
0.6% |
77% |
False |
False |
39,185 |
| 100 |
1.6662 |
1.5682 |
0.0980 |
5.9% |
0.0089 |
0.5% |
81% |
False |
False |
31,355 |
| 120 |
1.6662 |
1.5424 |
0.1238 |
7.5% |
0.0075 |
0.5% |
85% |
False |
False |
26,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7074 |
|
2.618 |
1.6877 |
|
1.618 |
1.6756 |
|
1.000 |
1.6681 |
|
0.618 |
1.6635 |
|
HIGH |
1.6560 |
|
0.618 |
1.6514 |
|
0.500 |
1.6500 |
|
0.382 |
1.6485 |
|
LOW |
1.6439 |
|
0.618 |
1.6364 |
|
1.000 |
1.6318 |
|
1.618 |
1.6243 |
|
2.618 |
1.6122 |
|
4.250 |
1.5925 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6500 |
1.6529 |
| PP |
1.6490 |
1.6510 |
| S1 |
1.6481 |
1.6491 |
|