CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6967 |
1.6948 |
-0.0019 |
-0.1% |
1.6800 |
| High |
1.6982 |
1.6969 |
-0.0013 |
-0.1% |
1.6916 |
| Low |
1.6946 |
1.6920 |
-0.0026 |
-0.2% |
1.6770 |
| Close |
1.6955 |
1.6939 |
-0.0016 |
-0.1% |
1.6864 |
| Range |
0.0036 |
0.0049 |
0.0013 |
36.1% |
0.0146 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
60,482 |
101,393 |
40,911 |
67.6% |
382,799 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7090 |
1.7063 |
1.6966 |
|
| R3 |
1.7041 |
1.7014 |
1.6952 |
|
| R2 |
1.6992 |
1.6992 |
1.6948 |
|
| R1 |
1.6965 |
1.6965 |
1.6943 |
1.6954 |
| PP |
1.6943 |
1.6943 |
1.6943 |
1.6937 |
| S1 |
1.6916 |
1.6916 |
1.6935 |
1.6905 |
| S2 |
1.6894 |
1.6894 |
1.6930 |
|
| S3 |
1.6845 |
1.6867 |
1.6926 |
|
| S4 |
1.6796 |
1.6818 |
1.6912 |
|
|
| 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% |
72% |
False |
False |
76,485 |
| 10 |
1.6992 |
1.6770 |
0.0222 |
1.3% |
0.0066 |
0.4% |
76% |
False |
False |
72,533 |
| 20 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0066 |
0.4% |
85% |
False |
False |
66,194 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
90% |
False |
False |
73,403 |
| 60 |
1.6992 |
1.6411 |
0.0581 |
3.4% |
0.0080 |
0.5% |
91% |
False |
False |
52,985 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.4% |
0.0084 |
0.5% |
93% |
False |
False |
39,810 |
| 100 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0079 |
0.5% |
93% |
False |
False |
31,858 |
| 120 |
1.6992 |
1.6030 |
0.0962 |
5.7% |
0.0071 |
0.4% |
94% |
False |
False |
26,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7177 |
|
2.618 |
1.7097 |
|
1.618 |
1.7048 |
|
1.000 |
1.7018 |
|
0.618 |
1.6999 |
|
HIGH |
1.6969 |
|
0.618 |
1.6950 |
|
0.500 |
1.6945 |
|
0.382 |
1.6939 |
|
LOW |
1.6920 |
|
0.618 |
1.6890 |
|
1.000 |
1.6871 |
|
1.618 |
1.6841 |
|
2.618 |
1.6792 |
|
4.250 |
1.6712 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6945 |
1.6935 |
| PP |
1.6943 |
1.6931 |
| S1 |
1.6941 |
1.6927 |
|