CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6819 |
1.6810 |
-0.0009 |
-0.1% |
1.6848 |
| High |
1.6842 |
1.6864 |
0.0022 |
0.1% |
1.6899 |
| Low |
1.6802 |
1.6799 |
-0.0003 |
0.0% |
1.6727 |
| Close |
1.6814 |
1.6836 |
0.0022 |
0.1% |
1.6817 |
| Range |
0.0040 |
0.0065 |
0.0025 |
62.5% |
0.0172 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
53,132 |
59,451 |
6,319 |
11.9% |
376,223 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7028 |
1.6997 |
1.6872 |
|
| R3 |
1.6963 |
1.6932 |
1.6854 |
|
| R2 |
1.6898 |
1.6898 |
1.6848 |
|
| R1 |
1.6867 |
1.6867 |
1.6842 |
1.6883 |
| PP |
1.6833 |
1.6833 |
1.6833 |
1.6841 |
| S1 |
1.6802 |
1.6802 |
1.6830 |
1.6818 |
| S2 |
1.6768 |
1.6768 |
1.6824 |
|
| S3 |
1.6703 |
1.6737 |
1.6818 |
|
| S4 |
1.6638 |
1.6672 |
1.6800 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7330 |
1.7246 |
1.6912 |
|
| R3 |
1.7158 |
1.7074 |
1.6864 |
|
| R2 |
1.6986 |
1.6986 |
1.6849 |
|
| R1 |
1.6902 |
1.6902 |
1.6833 |
1.6858 |
| PP |
1.6814 |
1.6814 |
1.6814 |
1.6793 |
| S1 |
1.6730 |
1.6730 |
1.6801 |
1.6686 |
| S2 |
1.6642 |
1.6642 |
1.6785 |
|
| S3 |
1.6470 |
1.6558 |
1.6770 |
|
| S4 |
1.6298 |
1.6386 |
1.6722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6871 |
1.6727 |
0.0144 |
0.9% |
0.0072 |
0.4% |
76% |
False |
False |
74,322 |
| 10 |
1.6982 |
1.6727 |
0.0255 |
1.5% |
0.0068 |
0.4% |
43% |
False |
False |
74,351 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0069 |
0.4% |
41% |
False |
False |
71,719 |
| 40 |
1.6992 |
1.6471 |
0.0521 |
3.1% |
0.0070 |
0.4% |
70% |
False |
False |
70,819 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.4% |
71% |
False |
False |
62,331 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
79% |
False |
False |
47,054 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0081 |
0.5% |
79% |
False |
False |
37,673 |
| 120 |
1.6992 |
1.6155 |
0.0837 |
5.0% |
0.0075 |
0.4% |
81% |
False |
False |
31,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7140 |
|
2.618 |
1.7034 |
|
1.618 |
1.6969 |
|
1.000 |
1.6929 |
|
0.618 |
1.6904 |
|
HIGH |
1.6864 |
|
0.618 |
1.6839 |
|
0.500 |
1.6832 |
|
0.382 |
1.6824 |
|
LOW |
1.6799 |
|
0.618 |
1.6759 |
|
1.000 |
1.6734 |
|
1.618 |
1.6694 |
|
2.618 |
1.6629 |
|
4.250 |
1.6523 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6835 |
1.6831 |
| PP |
1.6833 |
1.6827 |
| S1 |
1.6832 |
1.6822 |
|