CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6637 |
1.6653 |
0.0016 |
0.1% |
1.6466 |
| High |
1.6675 |
1.6666 |
-0.0009 |
-0.1% |
1.6643 |
| Low |
1.6603 |
1.6610 |
0.0007 |
0.0% |
1.6455 |
| Close |
1.6662 |
1.6620 |
-0.0042 |
-0.3% |
1.6635 |
| Range |
0.0072 |
0.0056 |
-0.0016 |
-22.2% |
0.0188 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
86,889 |
60,689 |
-26,200 |
-30.2% |
383,790 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6800 |
1.6766 |
1.6651 |
|
| R3 |
1.6744 |
1.6710 |
1.6635 |
|
| R2 |
1.6688 |
1.6688 |
1.6630 |
|
| R1 |
1.6654 |
1.6654 |
1.6625 |
1.6643 |
| PP |
1.6632 |
1.6632 |
1.6632 |
1.6627 |
| S1 |
1.6598 |
1.6598 |
1.6615 |
1.6587 |
| S2 |
1.6576 |
1.6576 |
1.6610 |
|
| S3 |
1.6520 |
1.6542 |
1.6605 |
|
| S4 |
1.6464 |
1.6486 |
1.6589 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7142 |
1.7076 |
1.6738 |
|
| R3 |
1.6954 |
1.6888 |
1.6687 |
|
| R2 |
1.6766 |
1.6766 |
1.6669 |
|
| R1 |
1.6700 |
1.6700 |
1.6652 |
1.6733 |
| PP |
1.6578 |
1.6578 |
1.6578 |
1.6594 |
| S1 |
1.6512 |
1.6512 |
1.6618 |
1.6545 |
| S2 |
1.6390 |
1.6390 |
1.6601 |
|
| S3 |
1.6202 |
1.6324 |
1.6583 |
|
| S4 |
1.6014 |
1.6136 |
1.6532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6675 |
1.6499 |
0.0176 |
1.1% |
0.0072 |
0.4% |
69% |
False |
False |
76,065 |
| 10 |
1.6675 |
1.6455 |
0.0220 |
1.3% |
0.0078 |
0.5% |
75% |
False |
False |
79,597 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0081 |
0.5% |
52% |
False |
False |
67,755 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0087 |
0.5% |
67% |
False |
False |
34,815 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0090 |
0.5% |
67% |
False |
False |
23,293 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0079 |
0.5% |
70% |
False |
False |
17,607 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0068 |
0.4% |
80% |
False |
False |
14,094 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0056 |
0.3% |
80% |
False |
False |
11,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6904 |
|
2.618 |
1.6813 |
|
1.618 |
1.6757 |
|
1.000 |
1.6722 |
|
0.618 |
1.6701 |
|
HIGH |
1.6666 |
|
0.618 |
1.6645 |
|
0.500 |
1.6638 |
|
0.382 |
1.6631 |
|
LOW |
1.6610 |
|
0.618 |
1.6575 |
|
1.000 |
1.6554 |
|
1.618 |
1.6519 |
|
2.618 |
1.6463 |
|
4.250 |
1.6372 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6638 |
1.6633 |
| PP |
1.6632 |
1.6628 |
| S1 |
1.6626 |
1.6624 |
|