CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6848 |
1.6863 |
0.0015 |
0.1% |
1.6870 |
| High |
1.6899 |
1.6879 |
-0.0020 |
-0.1% |
1.6992 |
| Low |
1.6838 |
1.6815 |
-0.0023 |
-0.1% |
1.6827 |
| Close |
1.6861 |
1.6818 |
-0.0043 |
-0.3% |
1.6838 |
| Range |
0.0061 |
0.0064 |
0.0003 |
4.9% |
0.0165 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
51,985 |
65,208 |
13,223 |
25.4% |
382,418 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7029 |
1.6988 |
1.6853 |
|
| R3 |
1.6965 |
1.6924 |
1.6836 |
|
| R2 |
1.6901 |
1.6901 |
1.6830 |
|
| R1 |
1.6860 |
1.6860 |
1.6824 |
1.6849 |
| PP |
1.6837 |
1.6837 |
1.6837 |
1.6832 |
| S1 |
1.6796 |
1.6796 |
1.6812 |
1.6785 |
| S2 |
1.6773 |
1.6773 |
1.6806 |
|
| S3 |
1.6709 |
1.6732 |
1.6800 |
|
| S4 |
1.6645 |
1.6668 |
1.6783 |
|
|
| 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 |
1.6982 |
1.6815 |
0.0167 |
1.0% |
0.0064 |
0.4% |
2% |
False |
True |
74,381 |
| 10 |
1.6992 |
1.6797 |
0.0195 |
1.2% |
0.0072 |
0.4% |
11% |
False |
False |
73,128 |
| 20 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0068 |
0.4% |
51% |
False |
False |
67,191 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
68% |
False |
False |
72,411 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0078 |
0.5% |
68% |
False |
False |
56,435 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0084 |
0.5% |
77% |
False |
False |
42,425 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
77% |
False |
False |
33,958 |
| 120 |
1.6992 |
1.6062 |
0.0930 |
5.5% |
0.0072 |
0.4% |
81% |
False |
False |
28,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7151 |
|
2.618 |
1.7047 |
|
1.618 |
1.6983 |
|
1.000 |
1.6943 |
|
0.618 |
1.6919 |
|
HIGH |
1.6879 |
|
0.618 |
1.6855 |
|
0.500 |
1.6847 |
|
0.382 |
1.6839 |
|
LOW |
1.6815 |
|
0.618 |
1.6775 |
|
1.000 |
1.6751 |
|
1.618 |
1.6711 |
|
2.618 |
1.6647 |
|
4.250 |
1.6543 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6847 |
1.6877 |
| PP |
1.6837 |
1.6857 |
| S1 |
1.6828 |
1.6838 |
|