CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6425 |
1.6452 |
0.0027 |
0.2% |
1.6350 |
| High |
1.6467 |
1.6496 |
0.0029 |
0.2% |
1.6496 |
| Low |
1.6425 |
1.6365 |
-0.0060 |
-0.4% |
1.6321 |
| Close |
1.6451 |
1.6453 |
0.0002 |
0.0% |
1.6453 |
| Range |
0.0042 |
0.0131 |
0.0089 |
211.9% |
0.0175 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
6.4% |
0.0000 |
| Volume |
90 |
47 |
-43 |
-47.8% |
408 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6831 |
1.6773 |
1.6525 |
|
| R3 |
1.6700 |
1.6642 |
1.6489 |
|
| R2 |
1.6569 |
1.6569 |
1.6477 |
|
| R1 |
1.6511 |
1.6511 |
1.6465 |
1.6540 |
| PP |
1.6438 |
1.6438 |
1.6438 |
1.6453 |
| S1 |
1.6380 |
1.6380 |
1.6441 |
1.6409 |
| S2 |
1.6307 |
1.6307 |
1.6429 |
|
| S3 |
1.6176 |
1.6249 |
1.6417 |
|
| S4 |
1.6045 |
1.6118 |
1.6381 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6948 |
1.6876 |
1.6549 |
|
| R3 |
1.6773 |
1.6701 |
1.6501 |
|
| R2 |
1.6598 |
1.6598 |
1.6485 |
|
| R1 |
1.6526 |
1.6526 |
1.6469 |
1.6562 |
| PP |
1.6423 |
1.6423 |
1.6423 |
1.6442 |
| S1 |
1.6351 |
1.6351 |
1.6437 |
1.6387 |
| S2 |
1.6248 |
1.6248 |
1.6421 |
|
| S3 |
1.6073 |
1.6176 |
1.6405 |
|
| S4 |
1.5898 |
1.6001 |
1.6357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6496 |
1.6321 |
0.0175 |
1.1% |
0.0076 |
0.5% |
75% |
True |
False |
81 |
| 10 |
1.6554 |
1.6321 |
0.0233 |
1.4% |
0.0073 |
0.4% |
57% |
False |
False |
55 |
| 20 |
1.6554 |
1.6194 |
0.0360 |
2.2% |
0.0061 |
0.4% |
72% |
False |
False |
52 |
| 40 |
1.6554 |
1.5995 |
0.0559 |
3.4% |
0.0043 |
0.3% |
82% |
False |
False |
291 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0030 |
0.2% |
85% |
False |
False |
207 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0022 |
0.1% |
85% |
False |
False |
160 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0018 |
0.1% |
91% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7053 |
|
2.618 |
1.6839 |
|
1.618 |
1.6708 |
|
1.000 |
1.6627 |
|
0.618 |
1.6577 |
|
HIGH |
1.6496 |
|
0.618 |
1.6446 |
|
0.500 |
1.6431 |
|
0.382 |
1.6415 |
|
LOW |
1.6365 |
|
0.618 |
1.6284 |
|
1.000 |
1.6234 |
|
1.618 |
1.6153 |
|
2.618 |
1.6022 |
|
4.250 |
1.5808 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6446 |
1.6446 |
| PP |
1.6438 |
1.6438 |
| S1 |
1.6431 |
1.6431 |
|