CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6797 |
1.6787 |
-0.0010 |
-0.1% |
1.6729 |
| High |
1.6812 |
1.6833 |
0.0021 |
0.1% |
1.6834 |
| Low |
1.6776 |
1.6779 |
0.0003 |
0.0% |
1.6640 |
| Close |
1.6793 |
1.6815 |
0.0022 |
0.1% |
1.6791 |
| Range |
0.0036 |
0.0054 |
0.0018 |
50.0% |
0.0194 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
19,257 |
53,898 |
34,641 |
179.9% |
266,233 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6971 |
1.6947 |
1.6845 |
|
| R3 |
1.6917 |
1.6893 |
1.6830 |
|
| R2 |
1.6863 |
1.6863 |
1.6825 |
|
| R1 |
1.6839 |
1.6839 |
1.6820 |
1.6851 |
| PP |
1.6809 |
1.6809 |
1.6809 |
1.6815 |
| S1 |
1.6785 |
1.6785 |
1.6810 |
1.6797 |
| S2 |
1.6755 |
1.6755 |
1.6805 |
|
| S3 |
1.6701 |
1.6731 |
1.6800 |
|
| S4 |
1.6647 |
1.6677 |
1.6785 |
|
|
| 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% |
0.0071 |
0.4% |
90% |
False |
False |
56,209 |
| 10 |
1.6834 |
1.6598 |
0.0236 |
1.4% |
0.0076 |
0.5% |
92% |
False |
False |
65,790 |
| 20 |
1.6834 |
1.6471 |
0.0363 |
2.2% |
0.0072 |
0.4% |
95% |
False |
False |
69,920 |
| 40 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0079 |
0.5% |
95% |
False |
False |
57,637 |
| 60 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0084 |
0.5% |
97% |
False |
False |
38,832 |
| 80 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0084 |
0.5% |
97% |
False |
False |
29,161 |
| 100 |
1.6834 |
1.6155 |
0.0679 |
4.0% |
0.0077 |
0.5% |
97% |
False |
False |
23,438 |
| 120 |
1.6834 |
1.5864 |
0.0970 |
5.8% |
0.0065 |
0.4% |
98% |
False |
False |
19,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7063 |
|
2.618 |
1.6974 |
|
1.618 |
1.6920 |
|
1.000 |
1.6887 |
|
0.618 |
1.6866 |
|
HIGH |
1.6833 |
|
0.618 |
1.6812 |
|
0.500 |
1.6806 |
|
0.382 |
1.6800 |
|
LOW |
1.6779 |
|
0.618 |
1.6746 |
|
1.000 |
1.6725 |
|
1.618 |
1.6692 |
|
2.618 |
1.6638 |
|
4.250 |
1.6550 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6812 |
1.6812 |
| PP |
1.6809 |
1.6808 |
| S1 |
1.6806 |
1.6805 |
|