CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6802 |
1.6820 |
0.0018 |
0.1% |
1.6797 |
| High |
1.6841 |
1.6895 |
0.0054 |
0.3% |
1.6833 |
| Low |
1.6787 |
1.6797 |
0.0010 |
0.1% |
1.6755 |
| Close |
1.6825 |
1.6881 |
0.0056 |
0.3% |
1.6794 |
| Range |
0.0054 |
0.0098 |
0.0044 |
81.5% |
0.0078 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0000 |
| Volume |
76,977 |
84,051 |
7,074 |
9.2% |
253,519 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7152 |
1.7114 |
1.6935 |
|
| R3 |
1.7054 |
1.7016 |
1.6908 |
|
| R2 |
1.6956 |
1.6956 |
1.6899 |
|
| R1 |
1.6918 |
1.6918 |
1.6890 |
1.6937 |
| PP |
1.6858 |
1.6858 |
1.6858 |
1.6867 |
| S1 |
1.6820 |
1.6820 |
1.6872 |
1.6839 |
| S2 |
1.6760 |
1.6760 |
1.6863 |
|
| S3 |
1.6662 |
1.6722 |
1.6854 |
|
| S4 |
1.6564 |
1.6624 |
1.6827 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7028 |
1.6989 |
1.6837 |
|
| R3 |
1.6950 |
1.6911 |
1.6815 |
|
| R2 |
1.6872 |
1.6872 |
1.6808 |
|
| R1 |
1.6833 |
1.6833 |
1.6801 |
1.6814 |
| PP |
1.6794 |
1.6794 |
1.6794 |
1.6784 |
| S1 |
1.6755 |
1.6755 |
1.6787 |
1.6736 |
| S2 |
1.6716 |
1.6716 |
1.6780 |
|
| S3 |
1.6638 |
1.6677 |
1.6773 |
|
| S4 |
1.6560 |
1.6599 |
1.6751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6895 |
1.6759 |
0.0136 |
0.8% |
0.0064 |
0.4% |
90% |
True |
False |
68,209 |
| 10 |
1.6895 |
1.6712 |
0.0183 |
1.1% |
0.0065 |
0.4% |
92% |
True |
False |
62,392 |
| 20 |
1.6895 |
1.6545 |
0.0350 |
2.1% |
0.0070 |
0.4% |
96% |
True |
False |
67,536 |
| 40 |
1.6895 |
1.6455 |
0.0440 |
2.6% |
0.0076 |
0.4% |
97% |
True |
False |
67,645 |
| 60 |
1.6895 |
1.6239 |
0.0656 |
3.9% |
0.0082 |
0.5% |
98% |
True |
False |
45,722 |
| 80 |
1.6895 |
1.6239 |
0.0656 |
3.9% |
0.0085 |
0.5% |
98% |
True |
False |
34,354 |
| 100 |
1.6895 |
1.6194 |
0.0701 |
4.2% |
0.0078 |
0.5% |
98% |
True |
False |
27,593 |
| 120 |
1.6895 |
1.5864 |
0.1031 |
6.1% |
0.0068 |
0.4% |
99% |
True |
False |
23,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7312 |
|
2.618 |
1.7152 |
|
1.618 |
1.7054 |
|
1.000 |
1.6993 |
|
0.618 |
1.6956 |
|
HIGH |
1.6895 |
|
0.618 |
1.6858 |
|
0.500 |
1.6846 |
|
0.382 |
1.6834 |
|
LOW |
1.6797 |
|
0.618 |
1.6736 |
|
1.000 |
1.6699 |
|
1.618 |
1.6638 |
|
2.618 |
1.6540 |
|
4.250 |
1.6381 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6869 |
1.6865 |
| PP |
1.6858 |
1.6849 |
| S1 |
1.6846 |
1.6833 |
|