CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6546 |
1.6628 |
0.0082 |
0.5% |
1.6393 |
| High |
1.6620 |
1.6648 |
0.0028 |
0.2% |
1.6648 |
| Low |
1.6540 |
1.6463 |
-0.0077 |
-0.5% |
1.6384 |
| Close |
1.6612 |
1.6488 |
-0.0124 |
-0.7% |
1.6488 |
| Range |
0.0080 |
0.0185 |
0.0105 |
131.3% |
0.0264 |
| ATR |
0.0085 |
0.0092 |
0.0007 |
8.5% |
0.0000 |
| Volume |
397 |
439 |
42 |
10.6% |
1,224 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7088 |
1.6973 |
1.6590 |
|
| R3 |
1.6903 |
1.6788 |
1.6539 |
|
| R2 |
1.6718 |
1.6718 |
1.6522 |
|
| R1 |
1.6603 |
1.6603 |
1.6505 |
1.6568 |
| PP |
1.6533 |
1.6533 |
1.6533 |
1.6516 |
| S1 |
1.6418 |
1.6418 |
1.6471 |
1.6383 |
| S2 |
1.6348 |
1.6348 |
1.6454 |
|
| S3 |
1.6163 |
1.6233 |
1.6437 |
|
| S4 |
1.5978 |
1.6048 |
1.6386 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7299 |
1.7157 |
1.6633 |
|
| R3 |
1.7035 |
1.6893 |
1.6561 |
|
| R2 |
1.6771 |
1.6771 |
1.6536 |
|
| R1 |
1.6629 |
1.6629 |
1.6512 |
1.6700 |
| PP |
1.6507 |
1.6507 |
1.6507 |
1.6542 |
| S1 |
1.6365 |
1.6365 |
1.6464 |
1.6436 |
| S2 |
1.6243 |
1.6243 |
1.6440 |
|
| S3 |
1.5979 |
1.6101 |
1.6415 |
|
| S4 |
1.5715 |
1.5837 |
1.6343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0123 |
0.7% |
55% |
True |
False |
256 |
| 10 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0107 |
0.6% |
55% |
True |
False |
247 |
| 20 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0084 |
0.5% |
55% |
True |
False |
148 |
| 40 |
1.6648 |
1.6155 |
0.0493 |
3.0% |
0.0065 |
0.4% |
68% |
True |
False |
347 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0045 |
0.3% |
80% |
True |
False |
245 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.8% |
0.0034 |
0.2% |
80% |
True |
False |
187 |
| 100 |
1.6648 |
1.5535 |
0.1113 |
6.8% |
0.0027 |
0.2% |
86% |
True |
False |
154 |
| 120 |
1.6648 |
1.5320 |
0.1328 |
8.1% |
0.0023 |
0.1% |
88% |
True |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7434 |
|
2.618 |
1.7132 |
|
1.618 |
1.6947 |
|
1.000 |
1.6833 |
|
0.618 |
1.6762 |
|
HIGH |
1.6648 |
|
0.618 |
1.6577 |
|
0.500 |
1.6556 |
|
0.382 |
1.6534 |
|
LOW |
1.6463 |
|
0.618 |
1.6349 |
|
1.000 |
1.6278 |
|
1.618 |
1.6164 |
|
2.618 |
1.5979 |
|
4.250 |
1.5677 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6556 |
1.6541 |
| PP |
1.6533 |
1.6523 |
| S1 |
1.6511 |
1.6506 |
|