CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.6775 |
1.6729 |
-0.0046 |
-0.3% |
1.6563 |
High |
1.6779 |
1.6738 |
-0.0041 |
-0.2% |
1.6812 |
Low |
1.6710 |
1.6689 |
-0.0021 |
-0.1% |
1.6556 |
Close |
1.6738 |
1.6719 |
-0.0019 |
-0.1% |
1.6738 |
Range |
0.0069 |
0.0049 |
-0.0020 |
-29.0% |
0.0256 |
ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
63,387 |
58,341 |
-5,046 |
-8.0% |
366,700 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6862 |
1.6840 |
1.6746 |
|
R3 |
1.6813 |
1.6791 |
1.6732 |
|
R2 |
1.6764 |
1.6764 |
1.6728 |
|
R1 |
1.6742 |
1.6742 |
1.6723 |
1.6729 |
PP |
1.6715 |
1.6715 |
1.6715 |
1.6709 |
S1 |
1.6693 |
1.6693 |
1.6715 |
1.6680 |
S2 |
1.6666 |
1.6666 |
1.6710 |
|
S3 |
1.6617 |
1.6644 |
1.6706 |
|
S4 |
1.6568 |
1.6595 |
1.6692 |
|
|
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 |
1.6598 |
0.0214 |
1.3% |
0.0082 |
0.5% |
57% |
False |
False |
75,372 |
10 |
1.6812 |
1.6545 |
0.0267 |
1.6% |
0.0071 |
0.4% |
65% |
False |
False |
71,482 |
20 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0077 |
0.5% |
74% |
False |
False |
77,631 |
40 |
1.6812 |
1.6455 |
0.0357 |
2.1% |
0.0083 |
0.5% |
74% |
False |
False |
51,057 |
60 |
1.6812 |
1.6239 |
0.0573 |
3.4% |
0.0089 |
0.5% |
84% |
False |
False |
34,169 |
80 |
1.6812 |
1.6239 |
0.0573 |
3.4% |
0.0083 |
0.5% |
84% |
False |
False |
25,650 |
100 |
1.6812 |
1.6062 |
0.0750 |
4.5% |
0.0073 |
0.4% |
88% |
False |
False |
20,629 |
120 |
1.6812 |
1.5864 |
0.0948 |
5.7% |
0.0062 |
0.4% |
90% |
False |
False |
17,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6946 |
2.618 |
1.6866 |
1.618 |
1.6817 |
1.000 |
1.6787 |
0.618 |
1.6768 |
HIGH |
1.6738 |
0.618 |
1.6719 |
0.500 |
1.6714 |
0.382 |
1.6708 |
LOW |
1.6689 |
0.618 |
1.6659 |
1.000 |
1.6640 |
1.618 |
1.6610 |
2.618 |
1.6561 |
4.250 |
1.6481 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6717 |
1.6751 |
PP |
1.6715 |
1.6740 |
S1 |
1.6714 |
1.6730 |
|