CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6469 |
1.6561 |
0.0092 |
0.6% |
1.6393 |
| High |
1.6567 |
1.6601 |
0.0034 |
0.2% |
1.6648 |
| Low |
1.6469 |
1.6523 |
0.0054 |
0.3% |
1.6384 |
| Close |
1.6556 |
1.6561 |
0.0005 |
0.0% |
1.6488 |
| Range |
0.0098 |
0.0078 |
-0.0020 |
-20.4% |
0.0264 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
454 |
100 |
-354 |
-78.0% |
1,224 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6796 |
1.6756 |
1.6604 |
|
| R3 |
1.6718 |
1.6678 |
1.6582 |
|
| R2 |
1.6640 |
1.6640 |
1.6575 |
|
| R1 |
1.6600 |
1.6600 |
1.6568 |
1.6600 |
| PP |
1.6562 |
1.6562 |
1.6562 |
1.6562 |
| S1 |
1.6522 |
1.6522 |
1.6554 |
1.6522 |
| S2 |
1.6484 |
1.6484 |
1.6547 |
|
| S3 |
1.6406 |
1.6444 |
1.6540 |
|
| S4 |
1.6328 |
1.6366 |
1.6518 |
|
|
| 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 |
1.6434 |
0.0214 |
1.3% |
0.0114 |
0.7% |
59% |
False |
False |
320 |
| 10 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0104 |
0.6% |
75% |
False |
False |
267 |
| 20 |
1.6648 |
1.6295 |
0.0353 |
2.1% |
0.0087 |
0.5% |
75% |
False |
False |
176 |
| 40 |
1.6648 |
1.6194 |
0.0454 |
2.7% |
0.0068 |
0.4% |
81% |
False |
False |
360 |
| 60 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0048 |
0.3% |
89% |
False |
False |
254 |
| 80 |
1.6648 |
1.5864 |
0.0784 |
4.7% |
0.0036 |
0.2% |
89% |
False |
False |
193 |
| 100 |
1.6648 |
1.5563 |
0.1085 |
6.6% |
0.0029 |
0.2% |
92% |
False |
False |
159 |
| 120 |
1.6648 |
1.5416 |
0.1232 |
7.4% |
0.0024 |
0.1% |
93% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6933 |
|
2.618 |
1.6805 |
|
1.618 |
1.6727 |
|
1.000 |
1.6679 |
|
0.618 |
1.6649 |
|
HIGH |
1.6601 |
|
0.618 |
1.6571 |
|
0.500 |
1.6562 |
|
0.382 |
1.6553 |
|
LOW |
1.6523 |
|
0.618 |
1.6475 |
|
1.000 |
1.6445 |
|
1.618 |
1.6397 |
|
2.618 |
1.6319 |
|
4.250 |
1.6192 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6562 |
1.6559 |
| PP |
1.6562 |
1.6557 |
| S1 |
1.6561 |
1.6556 |
|