CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6476 |
1.6465 |
-0.0011 |
-0.1% |
1.6342 |
| High |
1.6554 |
1.6465 |
-0.0089 |
-0.5% |
1.6528 |
| Low |
1.6476 |
1.6402 |
-0.0074 |
-0.4% |
1.6328 |
| Close |
1.6546 |
1.6402 |
-0.0144 |
-0.9% |
1.6441 |
| Range |
0.0078 |
0.0063 |
-0.0015 |
-19.2% |
0.0200 |
| ATR |
0.0067 |
0.0073 |
0.0005 |
8.2% |
0.0000 |
| Volume |
13 |
35 |
22 |
169.2% |
32 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6612 |
1.6570 |
1.6437 |
|
| R3 |
1.6549 |
1.6507 |
1.6419 |
|
| R2 |
1.6486 |
1.6486 |
1.6414 |
|
| R1 |
1.6444 |
1.6444 |
1.6408 |
1.6434 |
| PP |
1.6423 |
1.6423 |
1.6423 |
1.6418 |
| S1 |
1.6381 |
1.6381 |
1.6396 |
1.6371 |
| S2 |
1.6360 |
1.6360 |
1.6390 |
|
| S3 |
1.6297 |
1.6318 |
1.6385 |
|
| S4 |
1.6234 |
1.6255 |
1.6367 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7032 |
1.6937 |
1.6551 |
|
| R3 |
1.6832 |
1.6737 |
1.6496 |
|
| R2 |
1.6632 |
1.6632 |
1.6478 |
|
| R1 |
1.6537 |
1.6537 |
1.6459 |
1.6585 |
| PP |
1.6432 |
1.6432 |
1.6432 |
1.6456 |
| S1 |
1.6337 |
1.6337 |
1.6423 |
1.6385 |
| S2 |
1.6232 |
1.6232 |
1.6404 |
|
| S3 |
1.6032 |
1.6137 |
1.6386 |
|
| S4 |
1.5832 |
1.5937 |
1.6331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6554 |
1.6396 |
0.0158 |
1.0% |
0.0060 |
0.4% |
4% |
False |
False |
18 |
| 10 |
1.6554 |
1.6264 |
0.0290 |
1.8% |
0.0059 |
0.4% |
48% |
False |
False |
23 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0049 |
0.3% |
58% |
False |
False |
546 |
| 40 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0034 |
0.2% |
78% |
False |
False |
294 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0022 |
0.1% |
78% |
False |
False |
200 |
| 80 |
1.6554 |
1.5701 |
0.0853 |
5.2% |
0.0017 |
0.1% |
82% |
False |
False |
155 |
| 100 |
1.6554 |
1.5416 |
0.1138 |
6.9% |
0.0013 |
0.1% |
87% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6733 |
|
2.618 |
1.6630 |
|
1.618 |
1.6567 |
|
1.000 |
1.6528 |
|
0.618 |
1.6504 |
|
HIGH |
1.6465 |
|
0.618 |
1.6441 |
|
0.500 |
1.6434 |
|
0.382 |
1.6426 |
|
LOW |
1.6402 |
|
0.618 |
1.6363 |
|
1.000 |
1.6339 |
|
1.618 |
1.6300 |
|
2.618 |
1.6237 |
|
4.250 |
1.6134 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6434 |
1.6478 |
| PP |
1.6423 |
1.6453 |
| S1 |
1.6413 |
1.6427 |
|