CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6787 |
1.6819 |
0.0032 |
0.2% |
1.6729 |
| High |
1.6833 |
1.6829 |
-0.0004 |
0.0% |
1.6834 |
| Low |
1.6779 |
1.6755 |
-0.0024 |
-0.1% |
1.6640 |
| Close |
1.6815 |
1.6774 |
-0.0041 |
-0.2% |
1.6791 |
| Range |
0.0054 |
0.0074 |
0.0020 |
37.0% |
0.0194 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
53,898 |
74,493 |
20,595 |
38.2% |
266,233 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7008 |
1.6965 |
1.6815 |
|
| R3 |
1.6934 |
1.6891 |
1.6794 |
|
| R2 |
1.6860 |
1.6860 |
1.6788 |
|
| R1 |
1.6817 |
1.6817 |
1.6781 |
1.6802 |
| PP |
1.6786 |
1.6786 |
1.6786 |
1.6778 |
| S1 |
1.6743 |
1.6743 |
1.6767 |
1.6728 |
| S2 |
1.6712 |
1.6712 |
1.6760 |
|
| S3 |
1.6638 |
1.6669 |
1.6754 |
|
| S4 |
1.6564 |
1.6595 |
1.6733 |
|
|
| 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 |
1.6712 |
0.0122 |
0.7% |
0.0065 |
0.4% |
51% |
False |
False |
56,575 |
| 10 |
1.6834 |
1.6640 |
0.0194 |
1.2% |
0.0069 |
0.4% |
69% |
False |
False |
62,304 |
| 20 |
1.6834 |
1.6499 |
0.0335 |
2.0% |
0.0072 |
0.4% |
82% |
False |
False |
69,500 |
| 40 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0078 |
0.5% |
84% |
False |
False |
59,451 |
| 60 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0084 |
0.5% |
90% |
False |
False |
40,066 |
| 80 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0085 |
0.5% |
90% |
False |
False |
30,092 |
| 100 |
1.6834 |
1.6194 |
0.0640 |
3.8% |
0.0077 |
0.5% |
91% |
False |
False |
24,183 |
| 120 |
1.6834 |
1.5864 |
0.0970 |
5.8% |
0.0065 |
0.4% |
94% |
False |
False |
20,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7144 |
|
2.618 |
1.7023 |
|
1.618 |
1.6949 |
|
1.000 |
1.6903 |
|
0.618 |
1.6875 |
|
HIGH |
1.6829 |
|
0.618 |
1.6801 |
|
0.500 |
1.6792 |
|
0.382 |
1.6783 |
|
LOW |
1.6755 |
|
0.618 |
1.6709 |
|
1.000 |
1.6681 |
|
1.618 |
1.6635 |
|
2.618 |
1.6561 |
|
4.250 |
1.6441 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6792 |
1.6794 |
| PP |
1.6786 |
1.6787 |
| S1 |
1.6780 |
1.6781 |
|