CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6729 |
1.6717 |
-0.0012 |
-0.1% |
1.6563 |
| High |
1.6738 |
1.6745 |
0.0007 |
0.0% |
1.6812 |
| Low |
1.6689 |
1.6640 |
-0.0049 |
-0.3% |
1.6556 |
| Close |
1.6719 |
1.6712 |
-0.0007 |
0.0% |
1.6738 |
| Range |
0.0049 |
0.0105 |
0.0056 |
114.3% |
0.0256 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0000 |
| Volume |
58,341 |
72,662 |
14,321 |
24.5% |
366,700 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7014 |
1.6968 |
1.6770 |
|
| R3 |
1.6909 |
1.6863 |
1.6741 |
|
| R2 |
1.6804 |
1.6804 |
1.6731 |
|
| R1 |
1.6758 |
1.6758 |
1.6722 |
1.6729 |
| PP |
1.6699 |
1.6699 |
1.6699 |
1.6684 |
| S1 |
1.6653 |
1.6653 |
1.6702 |
1.6624 |
| S2 |
1.6594 |
1.6594 |
1.6693 |
|
| S3 |
1.6489 |
1.6548 |
1.6683 |
|
| S4 |
1.6384 |
1.6443 |
1.6654 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7470 |
1.7360 |
1.6879 |
|
| R3 |
1.7214 |
1.7104 |
1.6808 |
|
| R2 |
1.6958 |
1.6958 |
1.6785 |
|
| R1 |
1.6848 |
1.6848 |
1.6761 |
1.6903 |
| PP |
1.6702 |
1.6702 |
1.6702 |
1.6730 |
| S1 |
1.6592 |
1.6592 |
1.6715 |
1.6647 |
| S2 |
1.6446 |
1.6446 |
1.6691 |
|
| S3 |
1.6190 |
1.6336 |
1.6668 |
|
| S4 |
1.5934 |
1.6080 |
1.6597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6812 |
1.6640 |
0.0172 |
1.0% |
0.0073 |
0.4% |
42% |
False |
True |
68,033 |
| 10 |
1.6812 |
1.6545 |
0.0267 |
1.6% |
0.0076 |
0.5% |
63% |
False |
False |
72,679 |
| 20 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0077 |
0.5% |
72% |
False |
False |
76,138 |
| 40 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0082 |
0.5% |
72% |
False |
False |
52,861 |
| 60 |
1.6812 |
1.6239 |
0.0573 |
3.4% |
0.0088 |
0.5% |
83% |
False |
False |
35,379 |
| 80 |
1.6812 |
1.6239 |
0.0573 |
3.4% |
0.0082 |
0.5% |
83% |
False |
False |
26,558 |
| 100 |
1.6812 |
1.6062 |
0.0750 |
4.5% |
0.0074 |
0.4% |
87% |
False |
False |
21,355 |
| 120 |
1.6812 |
1.5864 |
0.0948 |
5.7% |
0.0063 |
0.4% |
89% |
False |
False |
17,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7191 |
|
2.618 |
1.7020 |
|
1.618 |
1.6915 |
|
1.000 |
1.6850 |
|
0.618 |
1.6810 |
|
HIGH |
1.6745 |
|
0.618 |
1.6705 |
|
0.500 |
1.6693 |
|
0.382 |
1.6680 |
|
LOW |
1.6640 |
|
0.618 |
1.6575 |
|
1.000 |
1.6535 |
|
1.618 |
1.6470 |
|
2.618 |
1.6365 |
|
4.250 |
1.6194 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6706 |
1.6711 |
| PP |
1.6699 |
1.6710 |
| S1 |
1.6693 |
1.6710 |
|