CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6717 |
1.6720 |
0.0003 |
0.0% |
1.6563 |
| High |
1.6745 |
1.6816 |
0.0071 |
0.4% |
1.6812 |
| Low |
1.6640 |
1.6712 |
0.0072 |
0.4% |
1.6556 |
| Close |
1.6712 |
1.6790 |
0.0078 |
0.5% |
1.6738 |
| Range |
0.0105 |
0.0104 |
-0.0001 |
-1.0% |
0.0256 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.2% |
0.0000 |
| Volume |
72,662 |
81,927 |
9,265 |
12.8% |
366,700 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7085 |
1.7041 |
1.6847 |
|
| R3 |
1.6981 |
1.6937 |
1.6819 |
|
| R2 |
1.6877 |
1.6877 |
1.6809 |
|
| R1 |
1.6833 |
1.6833 |
1.6800 |
1.6855 |
| PP |
1.6773 |
1.6773 |
1.6773 |
1.6784 |
| S1 |
1.6729 |
1.6729 |
1.6780 |
1.6751 |
| S2 |
1.6669 |
1.6669 |
1.6771 |
|
| S3 |
1.6565 |
1.6625 |
1.6761 |
|
| S4 |
1.6461 |
1.6521 |
1.6733 |
|
|
| 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 |
1.6816 |
1.6640 |
0.0176 |
1.0% |
0.0079 |
0.5% |
85% |
True |
False |
68,937 |
| 10 |
1.6816 |
1.6545 |
0.0271 |
1.6% |
0.0082 |
0.5% |
90% |
True |
False |
75,493 |
| 20 |
1.6816 |
1.6455 |
0.0361 |
2.2% |
0.0075 |
0.4% |
93% |
True |
False |
74,304 |
| 40 |
1.6816 |
1.6455 |
0.0361 |
2.2% |
0.0082 |
0.5% |
93% |
True |
False |
54,870 |
| 60 |
1.6816 |
1.6239 |
0.0577 |
3.4% |
0.0088 |
0.5% |
95% |
True |
False |
36,742 |
| 80 |
1.6816 |
1.6239 |
0.0577 |
3.4% |
0.0083 |
0.5% |
95% |
True |
False |
27,581 |
| 100 |
1.6816 |
1.6122 |
0.0694 |
4.1% |
0.0075 |
0.4% |
96% |
True |
False |
22,174 |
| 120 |
1.6816 |
1.5864 |
0.0952 |
5.7% |
0.0064 |
0.4% |
97% |
True |
False |
18,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7258 |
|
2.618 |
1.7088 |
|
1.618 |
1.6984 |
|
1.000 |
1.6920 |
|
0.618 |
1.6880 |
|
HIGH |
1.6816 |
|
0.618 |
1.6776 |
|
0.500 |
1.6764 |
|
0.382 |
1.6752 |
|
LOW |
1.6712 |
|
0.618 |
1.6648 |
|
1.000 |
1.6608 |
|
1.618 |
1.6544 |
|
2.618 |
1.6440 |
|
4.250 |
1.6270 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6781 |
1.6769 |
| PP |
1.6773 |
1.6749 |
| S1 |
1.6764 |
1.6728 |
|