CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6861 |
1.6967 |
0.0106 |
0.6% |
1.6800 |
| High |
1.6992 |
1.6982 |
-0.0010 |
-0.1% |
1.6916 |
| Low |
1.6861 |
1.6946 |
0.0085 |
0.5% |
1.6770 |
| Close |
1.6980 |
1.6955 |
-0.0025 |
-0.1% |
1.6864 |
| Range |
0.0131 |
0.0036 |
-0.0095 |
-72.5% |
0.0146 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
97,888 |
60,482 |
-37,406 |
-38.2% |
382,799 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7069 |
1.7048 |
1.6975 |
|
| R3 |
1.7033 |
1.7012 |
1.6965 |
|
| R2 |
1.6997 |
1.6997 |
1.6962 |
|
| R1 |
1.6976 |
1.6976 |
1.6958 |
1.6969 |
| PP |
1.6961 |
1.6961 |
1.6961 |
1.6957 |
| S1 |
1.6940 |
1.6940 |
1.6952 |
1.6933 |
| S2 |
1.6925 |
1.6925 |
1.6948 |
|
| S3 |
1.6889 |
1.6904 |
1.6945 |
|
| S4 |
1.6853 |
1.6868 |
1.6935 |
|
|
| 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 |
1.6804 |
0.0188 |
1.1% |
0.0066 |
0.4% |
80% |
False |
False |
67,162 |
| 10 |
1.6992 |
1.6759 |
0.0233 |
1.4% |
0.0065 |
0.4% |
84% |
False |
False |
67,685 |
| 20 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0067 |
0.4% |
89% |
False |
False |
64,995 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
93% |
False |
False |
72,641 |
| 60 |
1.6992 |
1.6375 |
0.0617 |
3.6% |
0.0081 |
0.5% |
94% |
False |
False |
51,297 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.4% |
0.0084 |
0.5% |
95% |
False |
False |
38,546 |
| 100 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0079 |
0.5% |
95% |
False |
False |
30,847 |
| 120 |
1.6992 |
1.5995 |
0.0997 |
5.9% |
0.0070 |
0.4% |
96% |
False |
False |
25,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7135 |
|
2.618 |
1.7076 |
|
1.618 |
1.7040 |
|
1.000 |
1.7018 |
|
0.618 |
1.7004 |
|
HIGH |
1.6982 |
|
0.618 |
1.6968 |
|
0.500 |
1.6964 |
|
0.382 |
1.6960 |
|
LOW |
1.6946 |
|
0.618 |
1.6924 |
|
1.000 |
1.6910 |
|
1.618 |
1.6888 |
|
2.618 |
1.6852 |
|
4.250 |
1.6793 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6964 |
1.6943 |
| PP |
1.6961 |
1.6932 |
| S1 |
1.6958 |
1.6920 |
|