CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6344 |
1.6326 |
-0.0018 |
-0.1% |
1.6277 |
| High |
1.6356 |
1.6357 |
0.0001 |
0.0% |
1.6461 |
| Low |
1.6322 |
1.6313 |
-0.0009 |
-0.1% |
1.6194 |
| Close |
1.6352 |
1.6313 |
-0.0039 |
-0.2% |
1.6313 |
| Range |
0.0034 |
0.0044 |
0.0010 |
29.4% |
0.0267 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
77 |
21 |
-56 |
-72.7% |
144 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6460 |
1.6430 |
1.6337 |
|
| R3 |
1.6416 |
1.6386 |
1.6325 |
|
| R2 |
1.6372 |
1.6372 |
1.6321 |
|
| R1 |
1.6342 |
1.6342 |
1.6317 |
1.6335 |
| PP |
1.6328 |
1.6328 |
1.6328 |
1.6324 |
| S1 |
1.6298 |
1.6298 |
1.6309 |
1.6291 |
| S2 |
1.6284 |
1.6284 |
1.6305 |
|
| S3 |
1.6240 |
1.6254 |
1.6301 |
|
| S4 |
1.6196 |
1.6210 |
1.6289 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7124 |
1.6985 |
1.6460 |
|
| R3 |
1.6857 |
1.6718 |
1.6386 |
|
| R2 |
1.6590 |
1.6590 |
1.6362 |
|
| R1 |
1.6451 |
1.6451 |
1.6337 |
1.6521 |
| PP |
1.6323 |
1.6323 |
1.6323 |
1.6357 |
| S1 |
1.6184 |
1.6184 |
1.6289 |
1.6254 |
| S2 |
1.6056 |
1.6056 |
1.6264 |
|
| S3 |
1.5789 |
1.5917 |
1.6240 |
|
| S4 |
1.5522 |
1.5650 |
1.6166 |
|
|
| 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% |
0.0065 |
0.4% |
45% |
False |
False |
28 |
| 10 |
1.6461 |
1.6194 |
0.0267 |
1.6% |
0.0058 |
0.4% |
45% |
False |
False |
820 |
| 20 |
1.6461 |
1.6122 |
0.0339 |
2.1% |
0.0046 |
0.3% |
56% |
False |
False |
547 |
| 40 |
1.6461 |
1.5864 |
0.0597 |
3.7% |
0.0026 |
0.2% |
75% |
False |
False |
294 |
| 60 |
1.6461 |
1.5864 |
0.0597 |
3.7% |
0.0017 |
0.1% |
75% |
False |
False |
200 |
| 80 |
1.6461 |
1.5466 |
0.0995 |
6.1% |
0.0013 |
0.1% |
85% |
False |
False |
156 |
| 100 |
1.6461 |
1.5096 |
0.1365 |
8.4% |
0.0010 |
0.1% |
89% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6544 |
|
2.618 |
1.6472 |
|
1.618 |
1.6428 |
|
1.000 |
1.6401 |
|
0.618 |
1.6384 |
|
HIGH |
1.6357 |
|
0.618 |
1.6340 |
|
0.500 |
1.6335 |
|
0.382 |
1.6330 |
|
LOW |
1.6313 |
|
0.618 |
1.6286 |
|
1.000 |
1.6269 |
|
1.618 |
1.6242 |
|
2.618 |
1.6198 |
|
4.250 |
1.6126 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6335 |
1.6363 |
| PP |
1.6328 |
1.6346 |
| S1 |
1.6320 |
1.6330 |
|