CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6720 |
1.6790 |
0.0070 |
0.4% |
1.6563 |
| High |
1.6816 |
1.6834 |
0.0018 |
0.1% |
1.6812 |
| Low |
1.6712 |
1.6779 |
0.0067 |
0.4% |
1.6556 |
| Close |
1.6790 |
1.6791 |
0.0001 |
0.0% |
1.6738 |
| Range |
0.0104 |
0.0055 |
-0.0049 |
-47.1% |
0.0256 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
81,927 |
53,303 |
-28,624 |
-34.9% |
366,700 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6966 |
1.6934 |
1.6821 |
|
| R3 |
1.6911 |
1.6879 |
1.6806 |
|
| R2 |
1.6856 |
1.6856 |
1.6801 |
|
| R1 |
1.6824 |
1.6824 |
1.6796 |
1.6840 |
| PP |
1.6801 |
1.6801 |
1.6801 |
1.6810 |
| S1 |
1.6769 |
1.6769 |
1.6786 |
1.6785 |
| S2 |
1.6746 |
1.6746 |
1.6781 |
|
| S3 |
1.6691 |
1.6714 |
1.6776 |
|
| S4 |
1.6636 |
1.6659 |
1.6761 |
|
|
| 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 |
1.6834 |
1.6640 |
0.0194 |
1.2% |
0.0076 |
0.5% |
78% |
True |
False |
65,924 |
| 10 |
1.6834 |
1.6545 |
0.0289 |
1.7% |
0.0078 |
0.5% |
85% |
True |
False |
71,321 |
| 20 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0073 |
0.4% |
89% |
True |
False |
73,029 |
| 40 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0081 |
0.5% |
89% |
True |
False |
55,867 |
| 60 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0087 |
0.5% |
93% |
True |
False |
37,627 |
| 80 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0083 |
0.5% |
93% |
True |
False |
28,247 |
| 100 |
1.6834 |
1.6122 |
0.0712 |
4.2% |
0.0076 |
0.5% |
94% |
True |
False |
22,707 |
| 120 |
1.6834 |
1.5864 |
0.0970 |
5.8% |
0.0064 |
0.4% |
96% |
True |
False |
18,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7068 |
|
2.618 |
1.6978 |
|
1.618 |
1.6923 |
|
1.000 |
1.6889 |
|
0.618 |
1.6868 |
|
HIGH |
1.6834 |
|
0.618 |
1.6813 |
|
0.500 |
1.6807 |
|
0.382 |
1.6800 |
|
LOW |
1.6779 |
|
0.618 |
1.6745 |
|
1.000 |
1.6724 |
|
1.618 |
1.6690 |
|
2.618 |
1.6635 |
|
4.250 |
1.6545 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6807 |
1.6773 |
| PP |
1.6801 |
1.6755 |
| S1 |
1.6796 |
1.6737 |
|