CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6928 |
1.6848 |
-0.0080 |
-0.5% |
1.6870 |
| High |
1.6939 |
1.6899 |
-0.0040 |
-0.2% |
1.6992 |
| Low |
1.6827 |
1.6838 |
0.0011 |
0.1% |
1.6827 |
| Close |
1.6838 |
1.6861 |
0.0023 |
0.1% |
1.6838 |
| Range |
0.0112 |
0.0061 |
-0.0051 |
-45.5% |
0.0165 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
92,837 |
51,985 |
-40,852 |
-44.0% |
382,418 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7049 |
1.7016 |
1.6895 |
|
| R3 |
1.6988 |
1.6955 |
1.6878 |
|
| R2 |
1.6927 |
1.6927 |
1.6872 |
|
| R1 |
1.6894 |
1.6894 |
1.6867 |
1.6911 |
| PP |
1.6866 |
1.6866 |
1.6866 |
1.6874 |
| S1 |
1.6833 |
1.6833 |
1.6855 |
1.6850 |
| S2 |
1.6805 |
1.6805 |
1.6850 |
|
| S3 |
1.6744 |
1.6772 |
1.6844 |
|
| S4 |
1.6683 |
1.6711 |
1.6827 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7381 |
1.7274 |
1.6929 |
|
| R3 |
1.7216 |
1.7109 |
1.6883 |
|
| R2 |
1.7051 |
1.7051 |
1.6868 |
|
| R1 |
1.6944 |
1.6944 |
1.6853 |
1.6915 |
| PP |
1.6886 |
1.6886 |
1.6886 |
1.6871 |
| S1 |
1.6779 |
1.6779 |
1.6823 |
1.6750 |
| S2 |
1.6721 |
1.6721 |
1.6808 |
|
| S3 |
1.6556 |
1.6614 |
1.6793 |
|
| S4 |
1.6391 |
1.6449 |
1.6747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6992 |
1.6827 |
0.0165 |
1.0% |
0.0078 |
0.5% |
21% |
False |
False |
80,917 |
| 10 |
1.6992 |
1.6787 |
0.0205 |
1.2% |
0.0071 |
0.4% |
36% |
False |
False |
74,305 |
| 20 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0068 |
0.4% |
63% |
False |
False |
66,847 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
76% |
False |
False |
72,453 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0079 |
0.5% |
76% |
False |
False |
55,359 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0084 |
0.5% |
83% |
False |
False |
41,612 |
| 100 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0080 |
0.5% |
84% |
False |
False |
33,306 |
| 120 |
1.6992 |
1.6062 |
0.0930 |
5.5% |
0.0072 |
0.4% |
86% |
False |
False |
27,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7158 |
|
2.618 |
1.7059 |
|
1.618 |
1.6998 |
|
1.000 |
1.6960 |
|
0.618 |
1.6937 |
|
HIGH |
1.6899 |
|
0.618 |
1.6876 |
|
0.500 |
1.6869 |
|
0.382 |
1.6861 |
|
LOW |
1.6838 |
|
0.618 |
1.6800 |
|
1.000 |
1.6777 |
|
1.618 |
1.6739 |
|
2.618 |
1.6678 |
|
4.250 |
1.6579 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6869 |
1.6898 |
| PP |
1.6866 |
1.6886 |
| S1 |
1.6864 |
1.6873 |
|