CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6773 |
1.6795 |
0.0022 |
0.1% |
1.6797 |
| High |
1.6801 |
1.6828 |
0.0027 |
0.2% |
1.6833 |
| Low |
1.6759 |
1.6783 |
0.0024 |
0.1% |
1.6755 |
| Close |
1.6792 |
1.6794 |
0.0002 |
0.0% |
1.6794 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0078 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
52,915 |
52,956 |
41 |
0.1% |
253,519 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6937 |
1.6910 |
1.6819 |
|
| R3 |
1.6892 |
1.6865 |
1.6806 |
|
| R2 |
1.6847 |
1.6847 |
1.6802 |
|
| R1 |
1.6820 |
1.6820 |
1.6798 |
1.6811 |
| PP |
1.6802 |
1.6802 |
1.6802 |
1.6797 |
| S1 |
1.6775 |
1.6775 |
1.6790 |
1.6766 |
| S2 |
1.6757 |
1.6757 |
1.6786 |
|
| S3 |
1.6712 |
1.6730 |
1.6782 |
|
| S4 |
1.6667 |
1.6685 |
1.6769 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7028 |
1.6989 |
1.6837 |
|
| R3 |
1.6950 |
1.6911 |
1.6815 |
|
| R2 |
1.6872 |
1.6872 |
1.6808 |
|
| R1 |
1.6833 |
1.6833 |
1.6801 |
1.6814 |
| PP |
1.6794 |
1.6794 |
1.6794 |
1.6784 |
| S1 |
1.6755 |
1.6755 |
1.6787 |
1.6736 |
| S2 |
1.6716 |
1.6716 |
1.6780 |
|
| S3 |
1.6638 |
1.6677 |
1.6773 |
|
| S4 |
1.6560 |
1.6599 |
1.6751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6833 |
1.6755 |
0.0078 |
0.5% |
0.0050 |
0.3% |
50% |
False |
False |
50,703 |
| 10 |
1.6834 |
1.6640 |
0.0194 |
1.2% |
0.0063 |
0.4% |
79% |
False |
False |
58,313 |
| 20 |
1.6834 |
1.6545 |
0.0289 |
1.7% |
0.0068 |
0.4% |
86% |
False |
False |
66,479 |
| 40 |
1.6834 |
1.6455 |
0.0379 |
2.3% |
0.0077 |
0.5% |
89% |
False |
False |
62,052 |
| 60 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0083 |
0.5% |
93% |
False |
False |
41,824 |
| 80 |
1.6834 |
1.6239 |
0.0595 |
3.5% |
0.0084 |
0.5% |
93% |
False |
False |
31,415 |
| 100 |
1.6834 |
1.6194 |
0.0640 |
3.8% |
0.0077 |
0.5% |
94% |
False |
False |
25,241 |
| 120 |
1.6834 |
1.5864 |
0.0970 |
5.8% |
0.0066 |
0.4% |
96% |
False |
False |
21,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7019 |
|
2.618 |
1.6946 |
|
1.618 |
1.6901 |
|
1.000 |
1.6873 |
|
0.618 |
1.6856 |
|
HIGH |
1.6828 |
|
0.618 |
1.6811 |
|
0.500 |
1.6806 |
|
0.382 |
1.6800 |
|
LOW |
1.6783 |
|
0.618 |
1.6755 |
|
1.000 |
1.6738 |
|
1.618 |
1.6710 |
|
2.618 |
1.6665 |
|
4.250 |
1.6592 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6806 |
1.6793 |
| PP |
1.6802 |
1.6793 |
| S1 |
1.6798 |
1.6792 |
|