CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6738 |
1.6782 |
0.0044 |
0.3% |
1.6637 |
| High |
1.6793 |
1.6812 |
0.0019 |
0.1% |
1.6675 |
| Low |
1.6716 |
1.6746 |
0.0030 |
0.2% |
1.6545 |
| Close |
1.6785 |
1.6779 |
-0.0006 |
0.0% |
1.6570 |
| Range |
0.0077 |
0.0066 |
-0.0011 |
-14.3% |
0.0130 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
77,408 |
68,371 |
-9,037 |
-11.7% |
376,673 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6977 |
1.6944 |
1.6815 |
|
| R3 |
1.6911 |
1.6878 |
1.6797 |
|
| R2 |
1.6845 |
1.6845 |
1.6791 |
|
| R1 |
1.6812 |
1.6812 |
1.6785 |
1.6796 |
| PP |
1.6779 |
1.6779 |
1.6779 |
1.6771 |
| S1 |
1.6746 |
1.6746 |
1.6773 |
1.6730 |
| S2 |
1.6713 |
1.6713 |
1.6767 |
|
| S3 |
1.6647 |
1.6680 |
1.6761 |
|
| S4 |
1.6581 |
1.6614 |
1.6743 |
|
|
| 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 |
1.6812 |
1.6545 |
0.0267 |
1.6% |
0.0080 |
0.5% |
88% |
True |
False |
76,719 |
| 10 |
1.6812 |
1.6545 |
0.0267 |
1.6% |
0.0072 |
0.4% |
88% |
True |
False |
74,645 |
| 20 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0078 |
0.5% |
91% |
True |
False |
79,358 |
| 40 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0084 |
0.5% |
91% |
True |
False |
48,056 |
| 60 |
1.6812 |
1.6239 |
0.0573 |
3.4% |
0.0090 |
0.5% |
94% |
True |
False |
32,148 |
| 80 |
1.6812 |
1.6194 |
0.0618 |
3.7% |
0.0083 |
0.5% |
95% |
True |
False |
24,129 |
| 100 |
1.6812 |
1.6040 |
0.0772 |
4.6% |
0.0072 |
0.4% |
96% |
True |
False |
19,412 |
| 120 |
1.6812 |
1.5864 |
0.0948 |
5.6% |
0.0061 |
0.4% |
97% |
True |
False |
16,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7093 |
|
2.618 |
1.6985 |
|
1.618 |
1.6919 |
|
1.000 |
1.6878 |
|
0.618 |
1.6853 |
|
HIGH |
1.6812 |
|
0.618 |
1.6787 |
|
0.500 |
1.6779 |
|
0.382 |
1.6771 |
|
LOW |
1.6746 |
|
0.618 |
1.6705 |
|
1.000 |
1.6680 |
|
1.618 |
1.6639 |
|
2.618 |
1.6573 |
|
4.250 |
1.6466 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6779 |
1.6754 |
| PP |
1.6779 |
1.6730 |
| S1 |
1.6779 |
1.6705 |
|