CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6653 |
1.6622 |
-0.0031 |
-0.2% |
1.6466 |
| High |
1.6666 |
1.6656 |
-0.0010 |
-0.1% |
1.6643 |
| Low |
1.6610 |
1.6612 |
0.0002 |
0.0% |
1.6455 |
| Close |
1.6620 |
1.6616 |
-0.0004 |
0.0% |
1.6635 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.4% |
0.0188 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
60,689 |
53,794 |
-6,895 |
-11.4% |
383,790 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6760 |
1.6732 |
1.6640 |
|
| R3 |
1.6716 |
1.6688 |
1.6628 |
|
| R2 |
1.6672 |
1.6672 |
1.6624 |
|
| R1 |
1.6644 |
1.6644 |
1.6620 |
1.6636 |
| PP |
1.6628 |
1.6628 |
1.6628 |
1.6624 |
| S1 |
1.6600 |
1.6600 |
1.6612 |
1.6592 |
| S2 |
1.6584 |
1.6584 |
1.6608 |
|
| S3 |
1.6540 |
1.6556 |
1.6604 |
|
| S4 |
1.6496 |
1.6512 |
1.6592 |
|
|
| 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 |
1.6546 |
0.0129 |
0.8% |
0.0063 |
0.4% |
54% |
False |
False |
71,940 |
| 10 |
1.6675 |
1.6455 |
0.0220 |
1.3% |
0.0068 |
0.4% |
73% |
False |
False |
73,115 |
| 20 |
1.6773 |
1.6455 |
0.0318 |
1.9% |
0.0079 |
0.5% |
51% |
False |
False |
70,158 |
| 40 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0086 |
0.5% |
67% |
False |
False |
36,156 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
67% |
False |
False |
24,188 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0080 |
0.5% |
69% |
False |
False |
18,279 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0068 |
0.4% |
80% |
False |
False |
14,629 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0057 |
0.3% |
80% |
False |
False |
12,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6843 |
|
2.618 |
1.6771 |
|
1.618 |
1.6727 |
|
1.000 |
1.6700 |
|
0.618 |
1.6683 |
|
HIGH |
1.6656 |
|
0.618 |
1.6639 |
|
0.500 |
1.6634 |
|
0.382 |
1.6629 |
|
LOW |
1.6612 |
|
0.618 |
1.6585 |
|
1.000 |
1.6568 |
|
1.618 |
1.6541 |
|
2.618 |
1.6497 |
|
4.250 |
1.6425 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6634 |
1.6639 |
| PP |
1.6628 |
1.6631 |
| S1 |
1.6622 |
1.6624 |
|