CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6869 |
1.6881 |
0.0012 |
0.1% |
1.6800 |
| High |
1.6916 |
1.6890 |
-0.0026 |
-0.2% |
1.6916 |
| Low |
1.6866 |
1.6804 |
-0.0062 |
-0.4% |
1.6770 |
| Close |
1.6889 |
1.6864 |
-0.0025 |
-0.1% |
1.6864 |
| Range |
0.0050 |
0.0086 |
0.0036 |
72.0% |
0.0146 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.6% |
0.0000 |
| Volume |
54,775 |
92,847 |
38,072 |
69.5% |
382,799 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7111 |
1.7073 |
1.6911 |
|
| R3 |
1.7025 |
1.6987 |
1.6888 |
|
| R2 |
1.6939 |
1.6939 |
1.6880 |
|
| R1 |
1.6901 |
1.6901 |
1.6872 |
1.6877 |
| PP |
1.6853 |
1.6853 |
1.6853 |
1.6841 |
| S1 |
1.6815 |
1.6815 |
1.6856 |
1.6791 |
| S2 |
1.6767 |
1.6767 |
1.6848 |
|
| S3 |
1.6681 |
1.6729 |
1.6840 |
|
| S4 |
1.6595 |
1.6643 |
1.6817 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7288 |
1.7222 |
1.6944 |
|
| R3 |
1.7142 |
1.7076 |
1.6904 |
|
| R2 |
1.6996 |
1.6996 |
1.6891 |
|
| R1 |
1.6930 |
1.6930 |
1.6877 |
1.6963 |
| PP |
1.6850 |
1.6850 |
1.6850 |
1.6867 |
| S1 |
1.6784 |
1.6784 |
1.6851 |
1.6817 |
| S2 |
1.6704 |
1.6704 |
1.6837 |
|
| S3 |
1.6558 |
1.6638 |
1.6824 |
|
| S4 |
1.6412 |
1.6492 |
1.6784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6916 |
1.6770 |
0.0146 |
0.9% |
0.0074 |
0.4% |
64% |
False |
False |
76,559 |
| 10 |
1.6916 |
1.6755 |
0.0161 |
1.0% |
0.0062 |
0.4% |
68% |
False |
False |
63,631 |
| 20 |
1.6916 |
1.6545 |
0.0371 |
2.2% |
0.0070 |
0.4% |
86% |
False |
False |
67,476 |
| 40 |
1.6916 |
1.6455 |
0.0461 |
2.7% |
0.0075 |
0.4% |
89% |
False |
False |
70,637 |
| 60 |
1.6916 |
1.6259 |
0.0657 |
3.9% |
0.0081 |
0.5% |
92% |
False |
False |
48,176 |
| 80 |
1.6916 |
1.6239 |
0.0677 |
4.0% |
0.0085 |
0.5% |
92% |
False |
False |
36,196 |
| 100 |
1.6916 |
1.6194 |
0.0722 |
4.3% |
0.0079 |
0.5% |
93% |
False |
False |
29,043 |
| 120 |
1.6916 |
1.5864 |
0.1052 |
6.2% |
0.0069 |
0.4% |
95% |
False |
False |
24,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7256 |
|
2.618 |
1.7115 |
|
1.618 |
1.7029 |
|
1.000 |
1.6976 |
|
0.618 |
1.6943 |
|
HIGH |
1.6890 |
|
0.618 |
1.6857 |
|
0.500 |
1.6847 |
|
0.382 |
1.6837 |
|
LOW |
1.6804 |
|
0.618 |
1.6751 |
|
1.000 |
1.6718 |
|
1.618 |
1.6665 |
|
2.618 |
1.6579 |
|
4.250 |
1.6439 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6858 |
1.6862 |
| PP |
1.6853 |
1.6859 |
| S1 |
1.6847 |
1.6857 |
|