CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6895 |
1.6866 |
-0.0029 |
-0.2% |
1.6819 |
| High |
1.6915 |
1.6873 |
-0.0042 |
-0.2% |
1.6919 |
| Low |
1.6849 |
1.6809 |
-0.0040 |
-0.2% |
1.6799 |
| Close |
1.6862 |
1.6816 |
-0.0046 |
-0.3% |
1.6816 |
| Range |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0120 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
64,365 |
55,260 |
-9,105 |
-14.1% |
333,013 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7025 |
1.6984 |
1.6851 |
|
| R3 |
1.6961 |
1.6920 |
1.6834 |
|
| R2 |
1.6897 |
1.6897 |
1.6828 |
|
| R1 |
1.6856 |
1.6856 |
1.6822 |
1.6845 |
| PP |
1.6833 |
1.6833 |
1.6833 |
1.6827 |
| S1 |
1.6792 |
1.6792 |
1.6810 |
1.6781 |
| S2 |
1.6769 |
1.6769 |
1.6804 |
|
| S3 |
1.6705 |
1.6728 |
1.6798 |
|
| S4 |
1.6641 |
1.6664 |
1.6781 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7205 |
1.7130 |
1.6882 |
|
| R3 |
1.7085 |
1.7010 |
1.6849 |
|
| R2 |
1.6965 |
1.6965 |
1.6838 |
|
| R1 |
1.6890 |
1.6890 |
1.6827 |
1.6868 |
| PP |
1.6845 |
1.6845 |
1.6845 |
1.6833 |
| S1 |
1.6770 |
1.6770 |
1.6805 |
1.6748 |
| S2 |
1.6725 |
1.6725 |
1.6794 |
|
| S3 |
1.6605 |
1.6650 |
1.6783 |
|
| S4 |
1.6485 |
1.6530 |
1.6750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6919 |
1.6799 |
0.0120 |
0.7% |
0.0065 |
0.4% |
14% |
False |
False |
66,602 |
| 10 |
1.6919 |
1.6727 |
0.0192 |
1.1% |
0.0071 |
0.4% |
46% |
False |
False |
70,923 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0072 |
0.4% |
34% |
False |
False |
73,722 |
| 40 |
1.6992 |
1.6545 |
0.0447 |
2.7% |
0.0070 |
0.4% |
61% |
False |
False |
70,101 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.4% |
67% |
False |
False |
65,942 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
77% |
False |
False |
49,798 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
77% |
False |
False |
39,876 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0076 |
0.5% |
78% |
False |
False |
33,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7145 |
|
2.618 |
1.7041 |
|
1.618 |
1.6977 |
|
1.000 |
1.6937 |
|
0.618 |
1.6913 |
|
HIGH |
1.6873 |
|
0.618 |
1.6849 |
|
0.500 |
1.6841 |
|
0.382 |
1.6833 |
|
LOW |
1.6809 |
|
0.618 |
1.6769 |
|
1.000 |
1.6745 |
|
1.618 |
1.6705 |
|
2.618 |
1.6641 |
|
4.250 |
1.6537 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6841 |
1.6864 |
| PP |
1.6833 |
1.6848 |
| S1 |
1.6824 |
1.6832 |
|