CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6795 |
1.6800 |
0.0005 |
0.0% |
1.6797 |
| High |
1.6828 |
1.6853 |
0.0025 |
0.1% |
1.6833 |
| Low |
1.6783 |
1.6770 |
-0.0013 |
-0.1% |
1.6755 |
| Close |
1.6794 |
1.6806 |
0.0012 |
0.1% |
1.6794 |
| Range |
0.0045 |
0.0083 |
0.0038 |
84.4% |
0.0078 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.3% |
0.0000 |
| Volume |
52,956 |
74,149 |
21,193 |
40.0% |
253,519 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7059 |
1.7015 |
1.6852 |
|
| R3 |
1.6976 |
1.6932 |
1.6829 |
|
| R2 |
1.6893 |
1.6893 |
1.6821 |
|
| R1 |
1.6849 |
1.6849 |
1.6814 |
1.6871 |
| PP |
1.6810 |
1.6810 |
1.6810 |
1.6821 |
| S1 |
1.6766 |
1.6766 |
1.6798 |
1.6788 |
| S2 |
1.6727 |
1.6727 |
1.6791 |
|
| S3 |
1.6644 |
1.6683 |
1.6783 |
|
| S4 |
1.6561 |
1.6600 |
1.6760 |
|
|
| 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 |
1.6853 |
1.6755 |
0.0098 |
0.6% |
0.0060 |
0.4% |
52% |
True |
False |
61,682 |
| 10 |
1.6853 |
1.6640 |
0.0213 |
1.3% |
0.0065 |
0.4% |
78% |
True |
False |
59,390 |
| 20 |
1.6853 |
1.6545 |
0.0308 |
1.8% |
0.0069 |
0.4% |
85% |
True |
False |
66,863 |
| 40 |
1.6853 |
1.6455 |
0.0398 |
2.4% |
0.0077 |
0.5% |
88% |
True |
False |
63,824 |
| 60 |
1.6853 |
1.6239 |
0.0614 |
3.7% |
0.0083 |
0.5% |
92% |
True |
False |
43,049 |
| 80 |
1.6853 |
1.6239 |
0.0614 |
3.7% |
0.0084 |
0.5% |
92% |
True |
False |
32,342 |
| 100 |
1.6853 |
1.6194 |
0.0659 |
3.9% |
0.0077 |
0.5% |
93% |
True |
False |
25,982 |
| 120 |
1.6853 |
1.5864 |
0.0989 |
5.9% |
0.0067 |
0.4% |
95% |
True |
False |
21,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7206 |
|
2.618 |
1.7070 |
|
1.618 |
1.6987 |
|
1.000 |
1.6936 |
|
0.618 |
1.6904 |
|
HIGH |
1.6853 |
|
0.618 |
1.6821 |
|
0.500 |
1.6812 |
|
0.382 |
1.6802 |
|
LOW |
1.6770 |
|
0.618 |
1.6719 |
|
1.000 |
1.6687 |
|
1.618 |
1.6636 |
|
2.618 |
1.6553 |
|
4.250 |
1.6417 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6812 |
1.6806 |
| PP |
1.6810 |
1.6806 |
| S1 |
1.6808 |
1.6806 |
|