CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6337 |
1.6325 |
-0.0012 |
-0.1% |
1.6409 |
| High |
1.6362 |
1.6437 |
0.0075 |
0.5% |
1.6437 |
| Low |
1.6301 |
1.6295 |
-0.0006 |
0.0% |
1.6295 |
| Close |
1.6339 |
1.6401 |
0.0062 |
0.4% |
1.6401 |
| Range |
0.0061 |
0.0142 |
0.0081 |
132.8% |
0.0142 |
| ATR |
0.0077 |
0.0082 |
0.0005 |
6.0% |
0.0000 |
| Volume |
176 |
59 |
-117 |
-66.5% |
1,199 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6804 |
1.6744 |
1.6479 |
|
| R3 |
1.6662 |
1.6602 |
1.6440 |
|
| R2 |
1.6520 |
1.6520 |
1.6427 |
|
| R1 |
1.6460 |
1.6460 |
1.6414 |
1.6490 |
| PP |
1.6378 |
1.6378 |
1.6378 |
1.6393 |
| S1 |
1.6318 |
1.6318 |
1.6388 |
1.6348 |
| S2 |
1.6236 |
1.6236 |
1.6375 |
|
| S3 |
1.6094 |
1.6176 |
1.6362 |
|
| S4 |
1.5952 |
1.6034 |
1.6323 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6804 |
1.6744 |
1.6479 |
|
| R3 |
1.6662 |
1.6602 |
1.6440 |
|
| R2 |
1.6520 |
1.6520 |
1.6427 |
|
| R1 |
1.6460 |
1.6460 |
1.6414 |
1.6419 |
| PP |
1.6378 |
1.6378 |
1.6378 |
1.6357 |
| S1 |
1.6318 |
1.6318 |
1.6388 |
1.6277 |
| S2 |
1.6236 |
1.6236 |
1.6375 |
|
| S3 |
1.6094 |
1.6176 |
1.6362 |
|
| S4 |
1.5952 |
1.6034 |
1.6323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6437 |
1.6295 |
0.0142 |
0.9% |
0.0093 |
0.6% |
75% |
True |
True |
239 |
| 10 |
1.6496 |
1.6295 |
0.0201 |
1.2% |
0.0085 |
0.5% |
53% |
False |
True |
160 |
| 20 |
1.6554 |
1.6295 |
0.0259 |
1.6% |
0.0065 |
0.4% |
41% |
False |
True |
93 |
| 40 |
1.6554 |
1.6062 |
0.0492 |
3.0% |
0.0053 |
0.3% |
69% |
False |
False |
319 |
| 60 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0037 |
0.2% |
78% |
False |
False |
226 |
| 80 |
1.6554 |
1.5864 |
0.0690 |
4.2% |
0.0028 |
0.2% |
78% |
False |
False |
173 |
| 100 |
1.6554 |
1.5466 |
0.1088 |
6.6% |
0.0022 |
0.1% |
86% |
False |
False |
144 |
| 120 |
1.6554 |
1.5096 |
0.1458 |
8.9% |
0.0019 |
0.1% |
90% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7041 |
|
2.618 |
1.6809 |
|
1.618 |
1.6667 |
|
1.000 |
1.6579 |
|
0.618 |
1.6525 |
|
HIGH |
1.6437 |
|
0.618 |
1.6383 |
|
0.500 |
1.6366 |
|
0.382 |
1.6349 |
|
LOW |
1.6295 |
|
0.618 |
1.6207 |
|
1.000 |
1.6153 |
|
1.618 |
1.6065 |
|
2.618 |
1.5923 |
|
4.250 |
1.5692 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6389 |
1.6389 |
| PP |
1.6378 |
1.6378 |
| S1 |
1.6366 |
1.6366 |
|