CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6563 |
1.6599 |
0.0036 |
0.2% |
1.6637 |
| High |
1.6615 |
1.6747 |
0.0132 |
0.8% |
1.6675 |
| Low |
1.6556 |
1.6598 |
0.0042 |
0.3% |
1.6545 |
| Close |
1.6601 |
1.6739 |
0.0138 |
0.8% |
1.6570 |
| Range |
0.0059 |
0.0149 |
0.0090 |
152.5% |
0.0130 |
| ATR |
0.0076 |
0.0082 |
0.0005 |
6.8% |
0.0000 |
| Volume |
48,181 |
109,353 |
61,172 |
127.0% |
376,673 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7142 |
1.7089 |
1.6821 |
|
| R3 |
1.6993 |
1.6940 |
1.6780 |
|
| R2 |
1.6844 |
1.6844 |
1.6766 |
|
| R1 |
1.6791 |
1.6791 |
1.6753 |
1.6818 |
| PP |
1.6695 |
1.6695 |
1.6695 |
1.6708 |
| S1 |
1.6642 |
1.6642 |
1.6725 |
1.6669 |
| S2 |
1.6546 |
1.6546 |
1.6712 |
|
| S3 |
1.6397 |
1.6493 |
1.6698 |
|
| S4 |
1.6248 |
1.6344 |
1.6657 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6908 |
1.6642 |
|
| R3 |
1.6857 |
1.6778 |
1.6606 |
|
| R2 |
1.6727 |
1.6727 |
1.6594 |
|
| R1 |
1.6648 |
1.6648 |
1.6582 |
1.6623 |
| PP |
1.6597 |
1.6597 |
1.6597 |
1.6584 |
| S1 |
1.6518 |
1.6518 |
1.6558 |
1.6493 |
| S2 |
1.6467 |
1.6467 |
1.6546 |
|
| S3 |
1.6337 |
1.6388 |
1.6534 |
|
| S4 |
1.6207 |
1.6258 |
1.6499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6747 |
1.6545 |
0.0202 |
1.2% |
0.0079 |
0.5% |
96% |
True |
False |
77,325 |
| 10 |
1.6747 |
1.6499 |
0.0248 |
1.5% |
0.0076 |
0.5% |
97% |
True |
False |
76,695 |
| 20 |
1.6747 |
1.6455 |
0.0292 |
1.7% |
0.0080 |
0.5% |
97% |
True |
False |
80,287 |
| 40 |
1.6805 |
1.6375 |
0.0430 |
2.6% |
0.0088 |
0.5% |
85% |
False |
False |
44,448 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
88% |
False |
False |
29,730 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0082 |
0.5% |
89% |
False |
False |
22,310 |
| 100 |
1.6805 |
1.5995 |
0.0810 |
4.8% |
0.0071 |
0.4% |
92% |
False |
False |
17,954 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0060 |
0.4% |
93% |
False |
False |
14,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7380 |
|
2.618 |
1.7137 |
|
1.618 |
1.6988 |
|
1.000 |
1.6896 |
|
0.618 |
1.6839 |
|
HIGH |
1.6747 |
|
0.618 |
1.6690 |
|
0.500 |
1.6673 |
|
0.382 |
1.6655 |
|
LOW |
1.6598 |
|
0.618 |
1.6506 |
|
1.000 |
1.6449 |
|
1.618 |
1.6357 |
|
2.618 |
1.6208 |
|
4.250 |
1.5965 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6717 |
1.6708 |
| PP |
1.6695 |
1.6677 |
| S1 |
1.6673 |
1.6646 |
|