CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6836 |
1.6895 |
0.0059 |
0.4% |
1.6848 |
| High |
1.6919 |
1.6915 |
-0.0004 |
0.0% |
1.6899 |
| Low |
1.6829 |
1.6849 |
0.0020 |
0.1% |
1.6727 |
| Close |
1.6893 |
1.6862 |
-0.0031 |
-0.2% |
1.6817 |
| Range |
0.0090 |
0.0066 |
-0.0024 |
-26.7% |
0.0172 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
100,805 |
64,365 |
-36,440 |
-36.1% |
376,223 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7073 |
1.7034 |
1.6898 |
|
| R3 |
1.7007 |
1.6968 |
1.6880 |
|
| R2 |
1.6941 |
1.6941 |
1.6874 |
|
| R1 |
1.6902 |
1.6902 |
1.6868 |
1.6889 |
| PP |
1.6875 |
1.6875 |
1.6875 |
1.6869 |
| S1 |
1.6836 |
1.6836 |
1.6856 |
1.6823 |
| S2 |
1.6809 |
1.6809 |
1.6850 |
|
| S3 |
1.6743 |
1.6770 |
1.6844 |
|
| S4 |
1.6677 |
1.6704 |
1.6826 |
|
|
| 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 |
1.6919 |
1.6780 |
0.0139 |
0.8% |
0.0064 |
0.4% |
59% |
False |
False |
67,902 |
| 10 |
1.6939 |
1.6727 |
0.0212 |
1.3% |
0.0076 |
0.4% |
64% |
False |
False |
74,681 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0071 |
0.4% |
51% |
False |
False |
73,607 |
| 40 |
1.6992 |
1.6545 |
0.0447 |
2.7% |
0.0070 |
0.4% |
71% |
False |
False |
71,016 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.4% |
76% |
False |
False |
65,037 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
83% |
False |
False |
49,111 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
83% |
False |
False |
39,324 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0076 |
0.5% |
84% |
False |
False |
32,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7196 |
|
2.618 |
1.7088 |
|
1.618 |
1.7022 |
|
1.000 |
1.6981 |
|
0.618 |
1.6956 |
|
HIGH |
1.6915 |
|
0.618 |
1.6890 |
|
0.500 |
1.6882 |
|
0.382 |
1.6874 |
|
LOW |
1.6849 |
|
0.618 |
1.6808 |
|
1.000 |
1.6783 |
|
1.618 |
1.6742 |
|
2.618 |
1.6676 |
|
4.250 |
1.6569 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6882 |
1.6861 |
| PP |
1.6875 |
1.6860 |
| S1 |
1.6869 |
1.6859 |
|