CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6800 |
1.6802 |
0.0002 |
0.0% |
1.6797 |
| High |
1.6853 |
1.6841 |
-0.0012 |
-0.1% |
1.6833 |
| Low |
1.6770 |
1.6787 |
0.0017 |
0.1% |
1.6755 |
| Close |
1.6806 |
1.6825 |
0.0019 |
0.1% |
1.6794 |
| Range |
0.0083 |
0.0054 |
-0.0029 |
-34.9% |
0.0078 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
74,149 |
76,977 |
2,828 |
3.8% |
253,519 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6980 |
1.6956 |
1.6855 |
|
| R3 |
1.6926 |
1.6902 |
1.6840 |
|
| R2 |
1.6872 |
1.6872 |
1.6835 |
|
| R1 |
1.6848 |
1.6848 |
1.6830 |
1.6860 |
| PP |
1.6818 |
1.6818 |
1.6818 |
1.6824 |
| S1 |
1.6794 |
1.6794 |
1.6820 |
1.6806 |
| S2 |
1.6764 |
1.6764 |
1.6815 |
|
| S3 |
1.6710 |
1.6740 |
1.6810 |
|
| S4 |
1.6656 |
1.6686 |
1.6795 |
|
|
| 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% |
71% |
False |
False |
66,298 |
| 10 |
1.6853 |
1.6640 |
0.0213 |
1.3% |
0.0065 |
0.4% |
87% |
False |
False |
61,253 |
| 20 |
1.6853 |
1.6545 |
0.0308 |
1.8% |
0.0068 |
0.4% |
91% |
False |
False |
66,368 |
| 40 |
1.6853 |
1.6455 |
0.0398 |
2.4% |
0.0075 |
0.4% |
93% |
False |
False |
65,706 |
| 60 |
1.6853 |
1.6239 |
0.0614 |
3.6% |
0.0082 |
0.5% |
95% |
False |
False |
44,328 |
| 80 |
1.6853 |
1.6239 |
0.0614 |
3.6% |
0.0084 |
0.5% |
95% |
False |
False |
33,304 |
| 100 |
1.6853 |
1.6194 |
0.0659 |
3.9% |
0.0077 |
0.5% |
96% |
False |
False |
26,752 |
| 120 |
1.6853 |
1.5864 |
0.0989 |
5.9% |
0.0067 |
0.4% |
97% |
False |
False |
22,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7071 |
|
2.618 |
1.6982 |
|
1.618 |
1.6928 |
|
1.000 |
1.6895 |
|
0.618 |
1.6874 |
|
HIGH |
1.6841 |
|
0.618 |
1.6820 |
|
0.500 |
1.6814 |
|
0.382 |
1.6808 |
|
LOW |
1.6787 |
|
0.618 |
1.6754 |
|
1.000 |
1.6733 |
|
1.618 |
1.6700 |
|
2.618 |
1.6646 |
|
4.250 |
1.6558 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6821 |
1.6821 |
| PP |
1.6818 |
1.6816 |
| S1 |
1.6814 |
1.6812 |
|