CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6819 |
1.6773 |
-0.0046 |
-0.3% |
1.6729 |
| High |
1.6829 |
1.6801 |
-0.0028 |
-0.2% |
1.6834 |
| Low |
1.6755 |
1.6759 |
0.0004 |
0.0% |
1.6640 |
| Close |
1.6774 |
1.6792 |
0.0018 |
0.1% |
1.6791 |
| Range |
0.0074 |
0.0042 |
-0.0032 |
-43.2% |
0.0194 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
74,493 |
52,915 |
-21,578 |
-29.0% |
266,233 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6910 |
1.6893 |
1.6815 |
|
| R3 |
1.6868 |
1.6851 |
1.6804 |
|
| R2 |
1.6826 |
1.6826 |
1.6800 |
|
| R1 |
1.6809 |
1.6809 |
1.6796 |
1.6818 |
| PP |
1.6784 |
1.6784 |
1.6784 |
1.6788 |
| S1 |
1.6767 |
1.6767 |
1.6788 |
1.6776 |
| S2 |
1.6742 |
1.6742 |
1.6784 |
|
| S3 |
1.6700 |
1.6725 |
1.6780 |
|
| S4 |
1.6658 |
1.6683 |
1.6769 |
|
|
| 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 |
1.6755 |
0.0079 |
0.5% |
0.0052 |
0.3% |
47% |
False |
False |
50,773 |
| 10 |
1.6834 |
1.6640 |
0.0194 |
1.2% |
0.0065 |
0.4% |
78% |
False |
False |
59,855 |
| 20 |
1.6834 |
1.6545 |
0.0289 |
1.7% |
0.0070 |
0.4% |
85% |
False |
False |
68,424 |
| 40 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0077 |
0.5% |
89% |
False |
False |
60,752 |
| 60 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0083 |
0.5% |
93% |
False |
False |
40,946 |
| 80 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0084 |
0.5% |
93% |
False |
False |
30,754 |
| 100 |
1.6834 |
1.6194 |
0.0640 |
3.8% |
0.0077 |
0.5% |
93% |
False |
False |
24,712 |
| 120 |
1.6834 |
1.5864 |
0.0970 |
5.8% |
0.0066 |
0.4% |
96% |
False |
False |
20,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6980 |
|
2.618 |
1.6911 |
|
1.618 |
1.6869 |
|
1.000 |
1.6843 |
|
0.618 |
1.6827 |
|
HIGH |
1.6801 |
|
0.618 |
1.6785 |
|
0.500 |
1.6780 |
|
0.382 |
1.6775 |
|
LOW |
1.6759 |
|
0.618 |
1.6733 |
|
1.000 |
1.6717 |
|
1.618 |
1.6691 |
|
2.618 |
1.6649 |
|
4.250 |
1.6581 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6788 |
1.6794 |
| PP |
1.6784 |
1.6793 |
| S1 |
1.6780 |
1.6793 |
|