CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6393 |
1.6467 |
0.0074 |
0.5% |
1.6409 |
| High |
1.6464 |
1.6563 |
0.0099 |
0.6% |
1.6437 |
| Low |
1.6384 |
1.6434 |
0.0050 |
0.3% |
1.6295 |
| Close |
1.6460 |
1.6558 |
0.0098 |
0.6% |
1.6401 |
| Range |
0.0080 |
0.0129 |
0.0049 |
61.3% |
0.0142 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
4.1% |
0.0000 |
| Volume |
177 |
211 |
34 |
19.2% |
1,199 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6905 |
1.6861 |
1.6629 |
|
| R3 |
1.6776 |
1.6732 |
1.6593 |
|
| R2 |
1.6647 |
1.6647 |
1.6582 |
|
| R1 |
1.6603 |
1.6603 |
1.6570 |
1.6625 |
| PP |
1.6518 |
1.6518 |
1.6518 |
1.6530 |
| S1 |
1.6474 |
1.6474 |
1.6546 |
1.6496 |
| S2 |
1.6389 |
1.6389 |
1.6534 |
|
| S3 |
1.6260 |
1.6345 |
1.6523 |
|
| S4 |
1.6131 |
1.6216 |
1.6487 |
|
|
| 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 |
1.6563 |
1.6295 |
0.0268 |
1.6% |
0.0104 |
0.6% |
98% |
True |
False |
185 |
| 10 |
1.6563 |
1.6295 |
0.0268 |
1.6% |
0.0091 |
0.6% |
98% |
True |
False |
176 |
| 20 |
1.6563 |
1.6295 |
0.0268 |
1.6% |
0.0072 |
0.4% |
98% |
True |
False |
108 |
| 40 |
1.6563 |
1.6122 |
0.0441 |
2.7% |
0.0059 |
0.4% |
99% |
True |
False |
327 |
| 60 |
1.6563 |
1.5864 |
0.0699 |
4.2% |
0.0041 |
0.2% |
99% |
True |
False |
232 |
| 80 |
1.6563 |
1.5864 |
0.0699 |
4.2% |
0.0031 |
0.2% |
99% |
True |
False |
177 |
| 100 |
1.6563 |
1.5466 |
0.1097 |
6.6% |
0.0025 |
0.1% |
100% |
True |
False |
147 |
| 120 |
1.6563 |
1.5096 |
0.1467 |
8.9% |
0.0020 |
0.1% |
100% |
True |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7111 |
|
2.618 |
1.6901 |
|
1.618 |
1.6772 |
|
1.000 |
1.6692 |
|
0.618 |
1.6643 |
|
HIGH |
1.6563 |
|
0.618 |
1.6514 |
|
0.500 |
1.6499 |
|
0.382 |
1.6483 |
|
LOW |
1.6434 |
|
0.618 |
1.6354 |
|
1.000 |
1.6305 |
|
1.618 |
1.6225 |
|
2.618 |
1.6096 |
|
4.250 |
1.5886 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6538 |
1.6515 |
| PP |
1.6518 |
1.6472 |
| S1 |
1.6499 |
1.6429 |
|