CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6830 |
1.6807 |
-0.0023 |
-0.1% |
1.6819 |
| High |
1.6880 |
1.6813 |
-0.0067 |
-0.4% |
1.6919 |
| Low |
1.6780 |
1.6694 |
-0.0086 |
-0.5% |
1.6799 |
| Close |
1.6808 |
1.6707 |
-0.0101 |
-0.6% |
1.6816 |
| Range |
0.0100 |
0.0119 |
0.0019 |
19.0% |
0.0120 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.5% |
0.0000 |
| Volume |
82,661 |
98,200 |
15,539 |
18.8% |
333,013 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7095 |
1.7020 |
1.6772 |
|
| R3 |
1.6976 |
1.6901 |
1.6740 |
|
| R2 |
1.6857 |
1.6857 |
1.6729 |
|
| R1 |
1.6782 |
1.6782 |
1.6718 |
1.6760 |
| PP |
1.6738 |
1.6738 |
1.6738 |
1.6727 |
| S1 |
1.6663 |
1.6663 |
1.6696 |
1.6641 |
| S2 |
1.6619 |
1.6619 |
1.6685 |
|
| S3 |
1.6500 |
1.6544 |
1.6674 |
|
| S4 |
1.6381 |
1.6425 |
1.6642 |
|
|
| 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 |
1.6694 |
0.0225 |
1.3% |
0.0088 |
0.5% |
6% |
False |
True |
80,258 |
| 10 |
1.6919 |
1.6694 |
0.0225 |
1.3% |
0.0080 |
0.5% |
6% |
False |
True |
77,290 |
| 20 |
1.6992 |
1.6694 |
0.0298 |
1.8% |
0.0076 |
0.5% |
4% |
False |
True |
75,209 |
| 40 |
1.6992 |
1.6545 |
0.0447 |
2.7% |
0.0072 |
0.4% |
36% |
False |
False |
70,788 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.5% |
47% |
False |
False |
68,873 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0081 |
0.5% |
62% |
False |
False |
52,048 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0083 |
0.5% |
62% |
False |
False |
41,685 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.8% |
0.0077 |
0.5% |
64% |
False |
False |
34,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7319 |
|
2.618 |
1.7125 |
|
1.618 |
1.7006 |
|
1.000 |
1.6932 |
|
0.618 |
1.6887 |
|
HIGH |
1.6813 |
|
0.618 |
1.6768 |
|
0.500 |
1.6754 |
|
0.382 |
1.6739 |
|
LOW |
1.6694 |
|
0.618 |
1.6620 |
|
1.000 |
1.6575 |
|
1.618 |
1.6501 |
|
2.618 |
1.6382 |
|
4.250 |
1.6188 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6754 |
1.6787 |
| PP |
1.6738 |
1.6760 |
| S1 |
1.6723 |
1.6734 |
|