CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6194 |
1.6268 |
0.0074 |
0.5% |
1.6364 |
| High |
1.6242 |
1.6461 |
0.0219 |
1.3% |
1.6441 |
| Low |
1.6194 |
1.6264 |
0.0070 |
0.4% |
1.6255 |
| Close |
1.6242 |
1.6408 |
0.0166 |
1.0% |
1.6269 |
| Range |
0.0048 |
0.0197 |
0.0149 |
310.4% |
0.0186 |
| ATR |
0.0058 |
0.0070 |
0.0011 |
19.7% |
0.0000 |
| Volume |
1 |
15 |
14 |
1,400.0% |
8,056 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6969 |
1.6885 |
1.6516 |
|
| R3 |
1.6772 |
1.6688 |
1.6462 |
|
| R2 |
1.6575 |
1.6575 |
1.6444 |
|
| R1 |
1.6491 |
1.6491 |
1.6426 |
1.6533 |
| PP |
1.6378 |
1.6378 |
1.6378 |
1.6399 |
| S1 |
1.6294 |
1.6294 |
1.6390 |
1.6336 |
| S2 |
1.6181 |
1.6181 |
1.6372 |
|
| S3 |
1.5984 |
1.6097 |
1.6354 |
|
| S4 |
1.5787 |
1.5900 |
1.6300 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6880 |
1.6760 |
1.6371 |
|
| R3 |
1.6694 |
1.6574 |
1.6320 |
|
| R2 |
1.6508 |
1.6508 |
1.6303 |
|
| R1 |
1.6388 |
1.6388 |
1.6286 |
1.6355 |
| PP |
1.6322 |
1.6322 |
1.6322 |
1.6305 |
| S1 |
1.6202 |
1.6202 |
1.6252 |
1.6169 |
| S2 |
1.6136 |
1.6136 |
1.6235 |
|
| S3 |
1.5950 |
1.6016 |
1.6218 |
|
| S4 |
1.5764 |
1.5830 |
1.6167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6461 |
1.6194 |
0.0267 |
1.6% |
0.0076 |
0.5% |
80% |
True |
False |
72 |
| 10 |
1.6461 |
1.6194 |
0.0267 |
1.6% |
0.0053 |
0.3% |
80% |
True |
False |
1,071 |
| 20 |
1.6461 |
1.6062 |
0.0399 |
2.4% |
0.0042 |
0.3% |
87% |
True |
False |
545 |
| 40 |
1.6461 |
1.5864 |
0.0597 |
3.6% |
0.0024 |
0.1% |
91% |
True |
False |
292 |
| 60 |
1.6461 |
1.5864 |
0.0597 |
3.6% |
0.0016 |
0.1% |
91% |
True |
False |
200 |
| 80 |
1.6461 |
1.5466 |
0.0995 |
6.1% |
0.0012 |
0.1% |
95% |
True |
False |
156 |
| 100 |
1.6461 |
1.5096 |
0.1365 |
8.3% |
0.0009 |
0.1% |
96% |
True |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7298 |
|
2.618 |
1.6977 |
|
1.618 |
1.6780 |
|
1.000 |
1.6658 |
|
0.618 |
1.6583 |
|
HIGH |
1.6461 |
|
0.618 |
1.6386 |
|
0.500 |
1.6363 |
|
0.382 |
1.6339 |
|
LOW |
1.6264 |
|
0.618 |
1.6142 |
|
1.000 |
1.6067 |
|
1.618 |
1.5945 |
|
2.618 |
1.5748 |
|
4.250 |
1.5427 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6393 |
1.6381 |
| PP |
1.6378 |
1.6354 |
| S1 |
1.6363 |
1.6328 |
|