CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.6782 |
1.6775 |
-0.0007 |
0.0% |
1.6563 |
High |
1.6812 |
1.6779 |
-0.0033 |
-0.2% |
1.6812 |
Low |
1.6746 |
1.6710 |
-0.0036 |
-0.2% |
1.6556 |
Close |
1.6779 |
1.6738 |
-0.0041 |
-0.2% |
1.6738 |
Range |
0.0066 |
0.0069 |
0.0003 |
4.5% |
0.0256 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
68,371 |
63,387 |
-4,984 |
-7.3% |
366,700 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6949 |
1.6913 |
1.6776 |
|
R3 |
1.6880 |
1.6844 |
1.6757 |
|
R2 |
1.6811 |
1.6811 |
1.6751 |
|
R1 |
1.6775 |
1.6775 |
1.6744 |
1.6759 |
PP |
1.6742 |
1.6742 |
1.6742 |
1.6734 |
S1 |
1.6706 |
1.6706 |
1.6732 |
1.6690 |
S2 |
1.6673 |
1.6673 |
1.6725 |
|
S3 |
1.6604 |
1.6637 |
1.6719 |
|
S4 |
1.6535 |
1.6568 |
1.6700 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7470 |
1.7360 |
1.6879 |
|
R3 |
1.7214 |
1.7104 |
1.6808 |
|
R2 |
1.6958 |
1.6958 |
1.6785 |
|
R1 |
1.6848 |
1.6848 |
1.6761 |
1.6903 |
PP |
1.6702 |
1.6702 |
1.6702 |
1.6730 |
S1 |
1.6592 |
1.6592 |
1.6715 |
1.6647 |
S2 |
1.6446 |
1.6446 |
1.6691 |
|
S3 |
1.6190 |
1.6336 |
1.6668 |
|
S4 |
1.5934 |
1.6080 |
1.6597 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6812 |
1.6556 |
0.0256 |
1.5% |
0.0084 |
0.5% |
71% |
False |
False |
73,340 |
10 |
1.6812 |
1.6545 |
0.0267 |
1.6% |
0.0074 |
0.4% |
72% |
False |
False |
74,337 |
20 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0078 |
0.5% |
79% |
False |
False |
78,059 |
40 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0084 |
0.5% |
79% |
False |
False |
49,615 |
60 |
1.6812 |
1.6239 |
0.0573 |
3.4% |
0.0089 |
0.5% |
87% |
False |
False |
33,200 |
80 |
1.6812 |
1.6194 |
0.0618 |
3.7% |
0.0083 |
0.5% |
88% |
False |
False |
24,920 |
100 |
1.6812 |
1.6062 |
0.0750 |
4.5% |
0.0073 |
0.4% |
90% |
False |
False |
20,046 |
120 |
1.6812 |
1.5864 |
0.0948 |
5.7% |
0.0061 |
0.4% |
92% |
False |
False |
16,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7072 |
2.618 |
1.6960 |
1.618 |
1.6891 |
1.000 |
1.6848 |
0.618 |
1.6822 |
HIGH |
1.6779 |
0.618 |
1.6753 |
0.500 |
1.6745 |
0.382 |
1.6736 |
LOW |
1.6710 |
0.618 |
1.6667 |
1.000 |
1.6641 |
1.618 |
1.6598 |
2.618 |
1.6529 |
4.250 |
1.6417 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6745 |
1.6761 |
PP |
1.6742 |
1.6753 |
S1 |
1.6740 |
1.6746 |
|