CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6599 |
1.6738 |
0.0139 |
0.8% |
1.6637 |
| High |
1.6747 |
1.6793 |
0.0046 |
0.3% |
1.6675 |
| Low |
1.6598 |
1.6716 |
0.0118 |
0.7% |
1.6545 |
| Close |
1.6739 |
1.6785 |
0.0046 |
0.3% |
1.6570 |
| Range |
0.0149 |
0.0077 |
-0.0072 |
-48.3% |
0.0130 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
109,353 |
77,408 |
-31,945 |
-29.2% |
376,673 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6996 |
1.6967 |
1.6827 |
|
| R3 |
1.6919 |
1.6890 |
1.6806 |
|
| R2 |
1.6842 |
1.6842 |
1.6799 |
|
| R1 |
1.6813 |
1.6813 |
1.6792 |
1.6828 |
| PP |
1.6765 |
1.6765 |
1.6765 |
1.6772 |
| S1 |
1.6736 |
1.6736 |
1.6778 |
1.6751 |
| S2 |
1.6688 |
1.6688 |
1.6771 |
|
| S3 |
1.6611 |
1.6659 |
1.6764 |
|
| S4 |
1.6534 |
1.6582 |
1.6743 |
|
|
| 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 |
1.6793 |
1.6545 |
0.0248 |
1.5% |
0.0086 |
0.5% |
97% |
True |
False |
82,048 |
| 10 |
1.6793 |
1.6545 |
0.0248 |
1.5% |
0.0075 |
0.4% |
97% |
True |
False |
76,994 |
| 20 |
1.6793 |
1.6455 |
0.0338 |
2.0% |
0.0080 |
0.5% |
98% |
True |
False |
80,612 |
| 40 |
1.6805 |
1.6411 |
0.0394 |
2.3% |
0.0087 |
0.5% |
95% |
False |
False |
46,380 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
96% |
False |
False |
31,015 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.6% |
0.0083 |
0.5% |
97% |
False |
False |
23,274 |
| 100 |
1.6805 |
1.6030 |
0.0775 |
4.6% |
0.0072 |
0.4% |
97% |
False |
False |
18,728 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.6% |
0.0060 |
0.4% |
98% |
False |
False |
15,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7120 |
|
2.618 |
1.6995 |
|
1.618 |
1.6918 |
|
1.000 |
1.6870 |
|
0.618 |
1.6841 |
|
HIGH |
1.6793 |
|
0.618 |
1.6764 |
|
0.500 |
1.6755 |
|
0.382 |
1.6745 |
|
LOW |
1.6716 |
|
0.618 |
1.6668 |
|
1.000 |
1.6639 |
|
1.618 |
1.6591 |
|
2.618 |
1.6514 |
|
4.250 |
1.6389 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6775 |
1.6748 |
| PP |
1.6765 |
1.6711 |
| S1 |
1.6755 |
1.6675 |
|