CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6948 |
1.6928 |
-0.0020 |
-0.1% |
1.6870 |
| High |
1.6969 |
1.6939 |
-0.0030 |
-0.2% |
1.6992 |
| Low |
1.6920 |
1.6827 |
-0.0093 |
-0.5% |
1.6827 |
| Close |
1.6939 |
1.6838 |
-0.0101 |
-0.6% |
1.6838 |
| Range |
0.0049 |
0.0112 |
0.0063 |
128.6% |
0.0165 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.5% |
0.0000 |
| Volume |
101,393 |
92,837 |
-8,556 |
-8.4% |
382,418 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7204 |
1.7133 |
1.6900 |
|
| R3 |
1.7092 |
1.7021 |
1.6869 |
|
| R2 |
1.6980 |
1.6980 |
1.6859 |
|
| R1 |
1.6909 |
1.6909 |
1.6848 |
1.6889 |
| PP |
1.6868 |
1.6868 |
1.6868 |
1.6858 |
| S1 |
1.6797 |
1.6797 |
1.6828 |
1.6777 |
| S2 |
1.6756 |
1.6756 |
1.6817 |
|
| S3 |
1.6644 |
1.6685 |
1.6807 |
|
| S4 |
1.6532 |
1.6573 |
1.6776 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7381 |
1.7274 |
1.6929 |
|
| R3 |
1.7216 |
1.7109 |
1.6883 |
|
| R2 |
1.7051 |
1.7051 |
1.6868 |
|
| R1 |
1.6944 |
1.6944 |
1.6853 |
1.6915 |
| PP |
1.6886 |
1.6886 |
1.6886 |
1.6871 |
| S1 |
1.6779 |
1.6779 |
1.6823 |
1.6750 |
| S2 |
1.6721 |
1.6721 |
1.6808 |
|
| S3 |
1.6556 |
1.6614 |
1.6793 |
|
| S4 |
1.6391 |
1.6449 |
1.6747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6992 |
1.6827 |
0.0165 |
1.0% |
0.0071 |
0.4% |
7% |
False |
True |
76,483 |
| 10 |
1.6992 |
1.6770 |
0.0222 |
1.3% |
0.0073 |
0.4% |
31% |
False |
False |
76,521 |
| 20 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0068 |
0.4% |
56% |
False |
False |
67,417 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
71% |
False |
False |
73,388 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0079 |
0.5% |
71% |
False |
False |
54,510 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0084 |
0.5% |
80% |
False |
False |
40,966 |
| 100 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0080 |
0.5% |
81% |
False |
False |
32,786 |
| 120 |
1.6992 |
1.6040 |
0.0952 |
5.7% |
0.0072 |
0.4% |
84% |
False |
False |
27,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7415 |
|
2.618 |
1.7232 |
|
1.618 |
1.7120 |
|
1.000 |
1.7051 |
|
0.618 |
1.7008 |
|
HIGH |
1.6939 |
|
0.618 |
1.6896 |
|
0.500 |
1.6883 |
|
0.382 |
1.6870 |
|
LOW |
1.6827 |
|
0.618 |
1.6758 |
|
1.000 |
1.6715 |
|
1.618 |
1.6646 |
|
2.618 |
1.6534 |
|
4.250 |
1.6351 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6883 |
1.6905 |
| PP |
1.6868 |
1.6882 |
| S1 |
1.6853 |
1.6860 |
|