CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6622 |
1.6615 |
-0.0007 |
0.0% |
1.6466 |
| High |
1.6656 |
1.6653 |
-0.0003 |
0.0% |
1.6643 |
| Low |
1.6612 |
1.6560 |
-0.0052 |
-0.3% |
1.6455 |
| Close |
1.6616 |
1.6579 |
-0.0037 |
-0.2% |
1.6635 |
| Range |
0.0044 |
0.0093 |
0.0049 |
111.4% |
0.0188 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0000 |
| Volume |
53,794 |
95,016 |
41,222 |
76.6% |
383,790 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6876 |
1.6821 |
1.6630 |
|
| R3 |
1.6783 |
1.6728 |
1.6605 |
|
| R2 |
1.6690 |
1.6690 |
1.6596 |
|
| R1 |
1.6635 |
1.6635 |
1.6588 |
1.6616 |
| PP |
1.6597 |
1.6597 |
1.6597 |
1.6588 |
| S1 |
1.6542 |
1.6542 |
1.6570 |
1.6523 |
| S2 |
1.6504 |
1.6504 |
1.6562 |
|
| S3 |
1.6411 |
1.6449 |
1.6553 |
|
| S4 |
1.6318 |
1.6356 |
1.6528 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7142 |
1.7076 |
1.6738 |
|
| R3 |
1.6954 |
1.6888 |
1.6687 |
|
| R2 |
1.6766 |
1.6766 |
1.6669 |
|
| R1 |
1.6700 |
1.6700 |
1.6652 |
1.6733 |
| PP |
1.6578 |
1.6578 |
1.6578 |
1.6594 |
| S1 |
1.6512 |
1.6512 |
1.6618 |
1.6545 |
| S2 |
1.6390 |
1.6390 |
1.6601 |
|
| S3 |
1.6202 |
1.6324 |
1.6583 |
|
| S4 |
1.6014 |
1.6136 |
1.6532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6675 |
1.6560 |
0.0115 |
0.7% |
0.0064 |
0.4% |
17% |
False |
True |
72,572 |
| 10 |
1.6675 |
1.6455 |
0.0220 |
1.3% |
0.0068 |
0.4% |
56% |
False |
False |
74,736 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0079 |
0.5% |
39% |
False |
False |
73,797 |
| 40 |
1.6805 |
1.6259 |
0.0546 |
3.3% |
0.0086 |
0.5% |
59% |
False |
False |
38,526 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
60% |
False |
False |
25,769 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0081 |
0.5% |
63% |
False |
False |
19,434 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0069 |
0.4% |
76% |
False |
False |
15,576 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0058 |
0.3% |
76% |
False |
False |
12,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7048 |
|
2.618 |
1.6896 |
|
1.618 |
1.6803 |
|
1.000 |
1.6746 |
|
0.618 |
1.6710 |
|
HIGH |
1.6653 |
|
0.618 |
1.6617 |
|
0.500 |
1.6607 |
|
0.382 |
1.6596 |
|
LOW |
1.6560 |
|
0.618 |
1.6503 |
|
1.000 |
1.6467 |
|
1.618 |
1.6410 |
|
2.618 |
1.6317 |
|
4.250 |
1.6165 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6607 |
1.6613 |
| PP |
1.6597 |
1.6602 |
| S1 |
1.6588 |
1.6590 |
|