CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6870 |
1.6861 |
-0.0009 |
-0.1% |
1.6800 |
| High |
1.6877 |
1.6992 |
0.0115 |
0.7% |
1.6916 |
| Low |
1.6848 |
1.6861 |
0.0013 |
0.1% |
1.6770 |
| Close |
1.6864 |
1.6980 |
0.0116 |
0.7% |
1.6864 |
| Range |
0.0029 |
0.0131 |
0.0102 |
351.7% |
0.0146 |
| ATR |
0.0068 |
0.0073 |
0.0004 |
6.5% |
0.0000 |
| Volume |
29,818 |
97,888 |
68,070 |
228.3% |
382,799 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7337 |
1.7290 |
1.7052 |
|
| R3 |
1.7206 |
1.7159 |
1.7016 |
|
| R2 |
1.7075 |
1.7075 |
1.7004 |
|
| R1 |
1.7028 |
1.7028 |
1.6992 |
1.7052 |
| PP |
1.6944 |
1.6944 |
1.6944 |
1.6956 |
| S1 |
1.6897 |
1.6897 |
1.6968 |
1.6921 |
| S2 |
1.6813 |
1.6813 |
1.6956 |
|
| S3 |
1.6682 |
1.6766 |
1.6944 |
|
| S4 |
1.6551 |
1.6635 |
1.6908 |
|
|
| 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 |
1.6992 |
1.6797 |
0.0195 |
1.1% |
0.0079 |
0.5% |
94% |
True |
False |
71,875 |
| 10 |
1.6992 |
1.6755 |
0.0237 |
1.4% |
0.0069 |
0.4% |
95% |
True |
False |
69,086 |
| 20 |
1.6992 |
1.6598 |
0.0394 |
2.3% |
0.0073 |
0.4% |
97% |
True |
False |
67,438 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0074 |
0.4% |
98% |
True |
False |
72,605 |
| 60 |
1.6992 |
1.6368 |
0.0624 |
3.7% |
0.0081 |
0.5% |
98% |
True |
False |
50,294 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.4% |
0.0085 |
0.5% |
98% |
True |
False |
37,791 |
| 100 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0080 |
0.5% |
98% |
True |
False |
30,268 |
| 120 |
1.6992 |
1.5864 |
0.1128 |
6.6% |
0.0070 |
0.4% |
99% |
True |
False |
25,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7549 |
|
2.618 |
1.7335 |
|
1.618 |
1.7204 |
|
1.000 |
1.7123 |
|
0.618 |
1.7073 |
|
HIGH |
1.6992 |
|
0.618 |
1.6942 |
|
0.500 |
1.6927 |
|
0.382 |
1.6911 |
|
LOW |
1.6861 |
|
0.618 |
1.6780 |
|
1.000 |
1.6730 |
|
1.618 |
1.6649 |
|
2.618 |
1.6518 |
|
4.250 |
1.6304 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6962 |
1.6953 |
| PP |
1.6944 |
1.6925 |
| S1 |
1.6927 |
1.6898 |
|