CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.6615 |
1.6584 |
-0.0031 |
-0.2% |
1.6637 |
High |
1.6653 |
1.6596 |
-0.0057 |
-0.3% |
1.6675 |
Low |
1.6560 |
1.6545 |
-0.0015 |
-0.1% |
1.6545 |
Close |
1.6579 |
1.6570 |
-0.0009 |
-0.1% |
1.6570 |
Range |
0.0093 |
0.0051 |
-0.0042 |
-45.2% |
0.0130 |
ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
95,016 |
80,285 |
-14,731 |
-15.5% |
376,673 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6723 |
1.6698 |
1.6598 |
|
R3 |
1.6672 |
1.6647 |
1.6584 |
|
R2 |
1.6621 |
1.6621 |
1.6579 |
|
R1 |
1.6596 |
1.6596 |
1.6575 |
1.6583 |
PP |
1.6570 |
1.6570 |
1.6570 |
1.6564 |
S1 |
1.6545 |
1.6545 |
1.6565 |
1.6532 |
S2 |
1.6519 |
1.6519 |
1.6561 |
|
S3 |
1.6468 |
1.6494 |
1.6556 |
|
S4 |
1.6417 |
1.6443 |
1.6542 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6987 |
1.6908 |
1.6642 |
|
R3 |
1.6857 |
1.6778 |
1.6606 |
|
R2 |
1.6727 |
1.6727 |
1.6594 |
|
R1 |
1.6648 |
1.6648 |
1.6582 |
1.6623 |
PP |
1.6597 |
1.6597 |
1.6597 |
1.6584 |
S1 |
1.6518 |
1.6518 |
1.6558 |
1.6493 |
S2 |
1.6467 |
1.6467 |
1.6546 |
|
S3 |
1.6337 |
1.6388 |
1.6534 |
|
S4 |
1.6207 |
1.6258 |
1.6499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6675 |
1.6545 |
0.0130 |
0.8% |
0.0063 |
0.4% |
19% |
False |
True |
75,334 |
10 |
1.6675 |
1.6455 |
0.0220 |
1.3% |
0.0069 |
0.4% |
52% |
False |
False |
76,046 |
20 |
1.6729 |
1.6455 |
0.0274 |
1.7% |
0.0078 |
0.5% |
42% |
False |
False |
76,586 |
40 |
1.6805 |
1.6294 |
0.0511 |
3.1% |
0.0086 |
0.5% |
54% |
False |
False |
40,525 |
60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
58% |
False |
False |
27,107 |
80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0081 |
0.5% |
62% |
False |
False |
20,405 |
100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0069 |
0.4% |
75% |
False |
False |
16,379 |
120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0058 |
0.3% |
75% |
False |
False |
13,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6813 |
2.618 |
1.6730 |
1.618 |
1.6679 |
1.000 |
1.6647 |
0.618 |
1.6628 |
HIGH |
1.6596 |
0.618 |
1.6577 |
0.500 |
1.6571 |
0.382 |
1.6564 |
LOW |
1.6545 |
0.618 |
1.6513 |
1.000 |
1.6494 |
1.618 |
1.6462 |
2.618 |
1.6411 |
4.250 |
1.6328 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6571 |
1.6601 |
PP |
1.6570 |
1.6590 |
S1 |
1.6570 |
1.6580 |
|