CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6790 |
1.6797 |
0.0007 |
0.0% |
1.6729 |
| High |
1.6834 |
1.6812 |
-0.0022 |
-0.1% |
1.6834 |
| Low |
1.6779 |
1.6776 |
-0.0003 |
0.0% |
1.6640 |
| Close |
1.6791 |
1.6793 |
0.0002 |
0.0% |
1.6791 |
| Range |
0.0055 |
0.0036 |
-0.0019 |
-34.5% |
0.0194 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
53,303 |
19,257 |
-34,046 |
-63.9% |
266,233 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6902 |
1.6883 |
1.6813 |
|
| R3 |
1.6866 |
1.6847 |
1.6803 |
|
| R2 |
1.6830 |
1.6830 |
1.6800 |
|
| R1 |
1.6811 |
1.6811 |
1.6796 |
1.6803 |
| PP |
1.6794 |
1.6794 |
1.6794 |
1.6789 |
| S1 |
1.6775 |
1.6775 |
1.6790 |
1.6767 |
| S2 |
1.6758 |
1.6758 |
1.6786 |
|
| S3 |
1.6722 |
1.6739 |
1.6783 |
|
| S4 |
1.6686 |
1.6703 |
1.6773 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7337 |
1.7258 |
1.6898 |
|
| R3 |
1.7143 |
1.7064 |
1.6844 |
|
| R2 |
1.6949 |
1.6949 |
1.6827 |
|
| R1 |
1.6870 |
1.6870 |
1.6809 |
1.6910 |
| PP |
1.6755 |
1.6755 |
1.6755 |
1.6775 |
| S1 |
1.6676 |
1.6676 |
1.6773 |
1.6716 |
| S2 |
1.6561 |
1.6561 |
1.6755 |
|
| S3 |
1.6367 |
1.6482 |
1.6738 |
|
| S4 |
1.6173 |
1.6288 |
1.6684 |
|
|
| 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% |
0.0070 |
0.4% |
79% |
False |
False |
57,098 |
| 10 |
1.6834 |
1.6556 |
0.0278 |
1.7% |
0.0077 |
0.5% |
85% |
False |
False |
65,219 |
| 20 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0073 |
0.4% |
89% |
False |
False |
70,632 |
| 40 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0080 |
0.5% |
89% |
False |
False |
56,317 |
| 60 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0087 |
0.5% |
93% |
False |
False |
37,941 |
| 80 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0084 |
0.5% |
93% |
False |
False |
28,487 |
| 100 |
1.6834 |
1.6122 |
0.0712 |
4.2% |
0.0076 |
0.5% |
94% |
False |
False |
22,899 |
| 120 |
1.6834 |
1.5864 |
0.0970 |
5.8% |
0.0064 |
0.4% |
96% |
False |
False |
19,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6965 |
|
2.618 |
1.6906 |
|
1.618 |
1.6870 |
|
1.000 |
1.6848 |
|
0.618 |
1.6834 |
|
HIGH |
1.6812 |
|
0.618 |
1.6798 |
|
0.500 |
1.6794 |
|
0.382 |
1.6790 |
|
LOW |
1.6776 |
|
0.618 |
1.6754 |
|
1.000 |
1.6740 |
|
1.618 |
1.6718 |
|
2.618 |
1.6682 |
|
4.250 |
1.6623 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6794 |
1.6786 |
| PP |
1.6794 |
1.6780 |
| S1 |
1.6793 |
1.6773 |
|