CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6709 |
1.6716 |
0.0007 |
0.0% |
1.6830 |
| High |
1.6739 |
1.6776 |
0.0037 |
0.2% |
1.6880 |
| Low |
1.6691 |
1.6715 |
0.0024 |
0.1% |
1.6691 |
| Close |
1.6719 |
1.6762 |
0.0043 |
0.3% |
1.6762 |
| Range |
0.0048 |
0.0061 |
0.0013 |
27.1% |
0.0189 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
76,737 |
81,795 |
5,058 |
6.6% |
339,393 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6934 |
1.6909 |
1.6796 |
|
| R3 |
1.6873 |
1.6848 |
1.6779 |
|
| R2 |
1.6812 |
1.6812 |
1.6773 |
|
| R1 |
1.6787 |
1.6787 |
1.6768 |
1.6800 |
| PP |
1.6751 |
1.6751 |
1.6751 |
1.6757 |
| S1 |
1.6726 |
1.6726 |
1.6756 |
1.6739 |
| S2 |
1.6690 |
1.6690 |
1.6751 |
|
| S3 |
1.6629 |
1.6665 |
1.6745 |
|
| S4 |
1.6568 |
1.6604 |
1.6728 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7345 |
1.7242 |
1.6866 |
|
| R3 |
1.7156 |
1.7053 |
1.6814 |
|
| R2 |
1.6967 |
1.6967 |
1.6797 |
|
| R1 |
1.6864 |
1.6864 |
1.6779 |
1.6821 |
| PP |
1.6778 |
1.6778 |
1.6778 |
1.6756 |
| S1 |
1.6675 |
1.6675 |
1.6745 |
1.6632 |
| S2 |
1.6589 |
1.6589 |
1.6727 |
|
| S3 |
1.6400 |
1.6486 |
1.6710 |
|
| S4 |
1.6211 |
1.6297 |
1.6658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6880 |
1.6691 |
0.0189 |
1.1% |
0.0078 |
0.5% |
38% |
False |
False |
78,930 |
| 10 |
1.6919 |
1.6691 |
0.0228 |
1.4% |
0.0071 |
0.4% |
31% |
False |
False |
73,416 |
| 20 |
1.6992 |
1.6691 |
0.0301 |
1.8% |
0.0074 |
0.4% |
24% |
False |
False |
76,194 |
| 40 |
1.6992 |
1.6545 |
0.0447 |
2.7% |
0.0072 |
0.4% |
49% |
False |
False |
71,889 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.4% |
57% |
False |
False |
71,312 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0079 |
0.5% |
69% |
False |
False |
54,023 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
69% |
False |
False |
43,269 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.8% |
0.0077 |
0.5% |
71% |
False |
False |
36,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7035 |
|
2.618 |
1.6936 |
|
1.618 |
1.6875 |
|
1.000 |
1.6837 |
|
0.618 |
1.6814 |
|
HIGH |
1.6776 |
|
0.618 |
1.6753 |
|
0.500 |
1.6746 |
|
0.382 |
1.6738 |
|
LOW |
1.6715 |
|
0.618 |
1.6677 |
|
1.000 |
1.6654 |
|
1.618 |
1.6616 |
|
2.618 |
1.6555 |
|
4.250 |
1.6456 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6757 |
1.6759 |
| PP |
1.6751 |
1.6755 |
| S1 |
1.6746 |
1.6752 |
|