CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6584 |
1.6563 |
-0.0021 |
-0.1% |
1.6637 |
| High |
1.6596 |
1.6615 |
0.0019 |
0.1% |
1.6675 |
| Low |
1.6545 |
1.6556 |
0.0011 |
0.1% |
1.6545 |
| Close |
1.6570 |
1.6601 |
0.0031 |
0.2% |
1.6570 |
| Range |
0.0051 |
0.0059 |
0.0008 |
15.7% |
0.0130 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
80,285 |
48,181 |
-32,104 |
-40.0% |
376,673 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6768 |
1.6743 |
1.6633 |
|
| R3 |
1.6709 |
1.6684 |
1.6617 |
|
| R2 |
1.6650 |
1.6650 |
1.6612 |
|
| R1 |
1.6625 |
1.6625 |
1.6606 |
1.6638 |
| PP |
1.6591 |
1.6591 |
1.6591 |
1.6597 |
| S1 |
1.6566 |
1.6566 |
1.6596 |
1.6579 |
| S2 |
1.6532 |
1.6532 |
1.6590 |
|
| S3 |
1.6473 |
1.6507 |
1.6585 |
|
| S4 |
1.6414 |
1.6448 |
1.6569 |
|
|
| 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 |
1.6666 |
1.6545 |
0.0121 |
0.7% |
0.0061 |
0.4% |
46% |
False |
False |
67,593 |
| 10 |
1.6675 |
1.6471 |
0.0204 |
1.2% |
0.0068 |
0.4% |
64% |
False |
False |
74,049 |
| 20 |
1.6710 |
1.6455 |
0.0255 |
1.5% |
0.0075 |
0.5% |
57% |
False |
False |
77,773 |
| 40 |
1.6805 |
1.6368 |
0.0437 |
2.6% |
0.0085 |
0.5% |
53% |
False |
False |
41,722 |
| 60 |
1.6805 |
1.6239 |
0.0566 |
3.4% |
0.0089 |
0.5% |
64% |
False |
False |
27,908 |
| 80 |
1.6805 |
1.6194 |
0.0611 |
3.7% |
0.0082 |
0.5% |
67% |
False |
False |
20,975 |
| 100 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0070 |
0.4% |
78% |
False |
False |
16,861 |
| 120 |
1.6805 |
1.5864 |
0.0941 |
5.7% |
0.0058 |
0.4% |
78% |
False |
False |
14,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6866 |
|
2.618 |
1.6769 |
|
1.618 |
1.6710 |
|
1.000 |
1.6674 |
|
0.618 |
1.6651 |
|
HIGH |
1.6615 |
|
0.618 |
1.6592 |
|
0.500 |
1.6586 |
|
0.382 |
1.6579 |
|
LOW |
1.6556 |
|
0.618 |
1.6520 |
|
1.000 |
1.6497 |
|
1.618 |
1.6461 |
|
2.618 |
1.6402 |
|
4.250 |
1.6305 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6596 |
1.6600 |
| PP |
1.6591 |
1.6600 |
| S1 |
1.6586 |
1.6599 |
|