CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6820 |
1.6869 |
0.0049 |
0.3% |
1.6797 |
| High |
1.6895 |
1.6916 |
0.0021 |
0.1% |
1.6833 |
| Low |
1.6797 |
1.6866 |
0.0069 |
0.4% |
1.6755 |
| Close |
1.6881 |
1.6889 |
0.0008 |
0.0% |
1.6794 |
| Range |
0.0098 |
0.0050 |
-0.0048 |
-49.0% |
0.0078 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
84,051 |
54,775 |
-29,276 |
-34.8% |
253,519 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7040 |
1.7015 |
1.6917 |
|
| R3 |
1.6990 |
1.6965 |
1.6903 |
|
| R2 |
1.6940 |
1.6940 |
1.6898 |
|
| R1 |
1.6915 |
1.6915 |
1.6894 |
1.6928 |
| PP |
1.6890 |
1.6890 |
1.6890 |
1.6897 |
| S1 |
1.6865 |
1.6865 |
1.6884 |
1.6878 |
| S2 |
1.6840 |
1.6840 |
1.6880 |
|
| S3 |
1.6790 |
1.6815 |
1.6875 |
|
| S4 |
1.6740 |
1.6765 |
1.6862 |
|
|
| 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 |
1.6916 |
1.6770 |
0.0146 |
0.9% |
0.0066 |
0.4% |
82% |
True |
False |
68,581 |
| 10 |
1.6916 |
1.6755 |
0.0161 |
1.0% |
0.0059 |
0.3% |
83% |
True |
False |
59,677 |
| 20 |
1.6916 |
1.6545 |
0.0371 |
2.2% |
0.0071 |
0.4% |
93% |
True |
False |
67,585 |
| 40 |
1.6916 |
1.6455 |
0.0461 |
2.7% |
0.0075 |
0.4% |
94% |
True |
False |
68,872 |
| 60 |
1.6916 |
1.6239 |
0.0677 |
4.0% |
0.0081 |
0.5% |
96% |
True |
False |
46,632 |
| 80 |
1.6916 |
1.6239 |
0.0677 |
4.0% |
0.0084 |
0.5% |
96% |
True |
False |
35,037 |
| 100 |
1.6916 |
1.6194 |
0.0722 |
4.3% |
0.0078 |
0.5% |
96% |
True |
False |
28,140 |
| 120 |
1.6916 |
1.5864 |
0.1052 |
6.2% |
0.0069 |
0.4% |
97% |
True |
False |
23,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7129 |
|
2.618 |
1.7047 |
|
1.618 |
1.6997 |
|
1.000 |
1.6966 |
|
0.618 |
1.6947 |
|
HIGH |
1.6916 |
|
0.618 |
1.6897 |
|
0.500 |
1.6891 |
|
0.382 |
1.6885 |
|
LOW |
1.6866 |
|
0.618 |
1.6835 |
|
1.000 |
1.6816 |
|
1.618 |
1.6785 |
|
2.618 |
1.6735 |
|
4.250 |
1.6654 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6891 |
1.6877 |
| PP |
1.6890 |
1.6864 |
| S1 |
1.6890 |
1.6852 |
|